Euro Bund Future March 2009
| Trading Metrics calculated at close of trading on 28-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2008 |
28-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
121.55 |
121.80 |
0.25 |
0.2% |
120.86 |
| High |
121.82 |
122.08 |
0.26 |
0.2% |
122.08 |
| Low |
121.36 |
121.73 |
0.37 |
0.3% |
119.90 |
| Close |
121.57 |
121.76 |
0.19 |
0.2% |
121.76 |
| Range |
0.46 |
0.35 |
-0.11 |
-23.9% |
2.18 |
| ATR |
0.86 |
0.84 |
-0.03 |
-2.9% |
0.00 |
| Volume |
21,172 |
57,386 |
36,214 |
171.0% |
170,515 |
|
| Daily Pivots for day following 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.91 |
122.68 |
121.95 |
|
| R3 |
122.56 |
122.33 |
121.86 |
|
| R2 |
122.21 |
122.21 |
121.82 |
|
| R1 |
121.98 |
121.98 |
121.79 |
121.92 |
| PP |
121.86 |
121.86 |
121.86 |
121.83 |
| S1 |
121.63 |
121.63 |
121.73 |
121.57 |
| S2 |
121.51 |
121.51 |
121.70 |
|
| S3 |
121.16 |
121.28 |
121.66 |
|
| S4 |
120.81 |
120.93 |
121.57 |
|
|
| Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.79 |
126.95 |
122.96 |
|
| R3 |
125.61 |
124.77 |
122.36 |
|
| R2 |
123.43 |
123.43 |
122.16 |
|
| R1 |
122.59 |
122.59 |
121.96 |
123.01 |
| PP |
121.25 |
121.25 |
121.25 |
121.46 |
| S1 |
120.41 |
120.41 |
121.56 |
120.83 |
| S2 |
119.07 |
119.07 |
121.36 |
|
| S3 |
116.89 |
118.23 |
121.16 |
|
| S4 |
114.71 |
116.05 |
120.56 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122.08 |
119.90 |
2.18 |
1.8% |
0.78 |
0.6% |
85% |
True |
False |
34,103 |
| 10 |
122.08 |
118.53 |
3.55 |
2.9% |
0.81 |
0.7% |
91% |
True |
False |
22,229 |
| 20 |
122.08 |
116.00 |
6.08 |
5.0% |
0.72 |
0.6% |
95% |
True |
False |
12,469 |
| 40 |
122.08 |
114.18 |
7.90 |
6.5% |
0.78 |
0.6% |
96% |
True |
False |
6,665 |
| 60 |
122.08 |
113.48 |
8.60 |
7.1% |
0.77 |
0.6% |
96% |
True |
False |
4,592 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.57 |
|
2.618 |
123.00 |
|
1.618 |
122.65 |
|
1.000 |
122.43 |
|
0.618 |
122.30 |
|
HIGH |
122.08 |
|
0.618 |
121.95 |
|
0.500 |
121.91 |
|
0.382 |
121.86 |
|
LOW |
121.73 |
|
0.618 |
121.51 |
|
1.000 |
121.38 |
|
1.618 |
121.16 |
|
2.618 |
120.81 |
|
4.250 |
120.24 |
|
|
| Fisher Pivots for day following 28-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
121.91 |
121.68 |
| PP |
121.86 |
121.60 |
| S1 |
121.81 |
121.52 |
|