Euro Bund Future March 2009
| Trading Metrics calculated at close of trading on 27-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2008 |
27-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
121.11 |
121.55 |
0.44 |
0.4% |
118.71 |
| High |
121.76 |
121.82 |
0.06 |
0.0% |
121.60 |
| Low |
120.95 |
121.36 |
0.41 |
0.3% |
118.53 |
| Close |
121.64 |
121.57 |
-0.07 |
-0.1% |
120.84 |
| Range |
0.81 |
0.46 |
-0.35 |
-43.2% |
3.07 |
| ATR |
0.89 |
0.86 |
-0.03 |
-3.5% |
0.00 |
| Volume |
42,654 |
21,172 |
-21,482 |
-50.4% |
51,782 |
|
| Daily Pivots for day following 27-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.96 |
122.73 |
121.82 |
|
| R3 |
122.50 |
122.27 |
121.70 |
|
| R2 |
122.04 |
122.04 |
121.65 |
|
| R1 |
121.81 |
121.81 |
121.61 |
121.93 |
| PP |
121.58 |
121.58 |
121.58 |
121.64 |
| S1 |
121.35 |
121.35 |
121.53 |
121.47 |
| S2 |
121.12 |
121.12 |
121.49 |
|
| S3 |
120.66 |
120.89 |
121.44 |
|
| S4 |
120.20 |
120.43 |
121.32 |
|
|
| 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 |
121.82 |
119.90 |
1.92 |
1.6% |
0.94 |
0.8% |
87% |
True |
False |
25,339 |
| 10 |
121.82 |
118.00 |
3.82 |
3.1% |
0.86 |
0.7% |
93% |
True |
False |
16,685 |
| 20 |
121.82 |
116.00 |
5.82 |
4.8% |
0.78 |
0.6% |
96% |
True |
False |
9,642 |
| 40 |
121.82 |
114.18 |
7.64 |
6.3% |
0.80 |
0.7% |
97% |
True |
False |
5,232 |
| 60 |
121.82 |
113.48 |
8.34 |
6.9% |
0.76 |
0.6% |
97% |
True |
False |
3,655 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.78 |
|
2.618 |
123.02 |
|
1.618 |
122.56 |
|
1.000 |
122.28 |
|
0.618 |
122.10 |
|
HIGH |
121.82 |
|
0.618 |
121.64 |
|
0.500 |
121.59 |
|
0.382 |
121.54 |
|
LOW |
121.36 |
|
0.618 |
121.08 |
|
1.000 |
120.90 |
|
1.618 |
120.62 |
|
2.618 |
120.16 |
|
4.250 |
119.41 |
|
|
| Fisher Pivots for day following 27-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
121.59 |
121.37 |
| PP |
121.58 |
121.17 |
| S1 |
121.58 |
120.98 |
|