Euro Bund Future March 2009
| Trading Metrics calculated at close of trading on 26-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2008 |
26-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
120.20 |
121.11 |
0.91 |
0.8% |
118.71 |
| High |
121.28 |
121.76 |
0.48 |
0.4% |
121.60 |
| Low |
120.13 |
120.95 |
0.82 |
0.7% |
118.53 |
| Close |
121.03 |
121.64 |
0.61 |
0.5% |
120.84 |
| Range |
1.15 |
0.81 |
-0.34 |
-29.6% |
3.07 |
| ATR |
0.90 |
0.89 |
-0.01 |
-0.7% |
0.00 |
| Volume |
29,793 |
42,654 |
12,861 |
43.2% |
51,782 |
|
| Daily Pivots for day following 26-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.88 |
123.57 |
122.09 |
|
| R3 |
123.07 |
122.76 |
121.86 |
|
| R2 |
122.26 |
122.26 |
121.79 |
|
| R1 |
121.95 |
121.95 |
121.71 |
122.11 |
| PP |
121.45 |
121.45 |
121.45 |
121.53 |
| S1 |
121.14 |
121.14 |
121.57 |
121.30 |
| S2 |
120.64 |
120.64 |
121.49 |
|
| S3 |
119.83 |
120.33 |
121.42 |
|
| S4 |
119.02 |
119.52 |
121.19 |
|
|
| Weekly Pivots for week ending 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.53 |
128.26 |
122.53 |
|
| R3 |
126.46 |
125.19 |
121.68 |
|
| R2 |
123.39 |
123.39 |
121.40 |
|
| R1 |
122.12 |
122.12 |
121.12 |
122.76 |
| PP |
120.32 |
120.32 |
120.32 |
120.64 |
| S1 |
119.05 |
119.05 |
120.56 |
119.69 |
| S2 |
117.25 |
117.25 |
120.28 |
|
| S3 |
114.18 |
115.98 |
120.00 |
|
| S4 |
111.11 |
112.91 |
119.15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121.76 |
119.90 |
1.86 |
1.5% |
1.11 |
0.9% |
94% |
True |
False |
25,618 |
| 10 |
121.76 |
118.00 |
3.76 |
3.1% |
0.88 |
0.7% |
97% |
True |
False |
14,810 |
| 20 |
121.76 |
116.00 |
5.76 |
4.7% |
0.80 |
0.7% |
98% |
True |
False |
8,629 |
| 40 |
121.76 |
114.18 |
7.58 |
6.2% |
0.81 |
0.7% |
98% |
True |
False |
4,706 |
| 60 |
121.76 |
113.48 |
8.28 |
6.8% |
0.75 |
0.6% |
99% |
True |
False |
3,309 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125.20 |
|
2.618 |
123.88 |
|
1.618 |
123.07 |
|
1.000 |
122.57 |
|
0.618 |
122.26 |
|
HIGH |
121.76 |
|
0.618 |
121.45 |
|
0.500 |
121.36 |
|
0.382 |
121.26 |
|
LOW |
120.95 |
|
0.618 |
120.45 |
|
1.000 |
120.14 |
|
1.618 |
119.64 |
|
2.618 |
118.83 |
|
4.250 |
117.51 |
|
|
| Fisher Pivots for day following 26-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
121.55 |
121.37 |
| PP |
121.45 |
121.10 |
| S1 |
121.36 |
120.83 |
|