Euro Bund Future March 2009
| Trading Metrics calculated at close of trading on 12-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2008 |
12-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
122.31 |
122.97 |
0.66 |
0.5% |
123.77 |
| High |
122.80 |
123.43 |
0.63 |
0.5% |
123.95 |
| Low |
122.05 |
121.33 |
-0.72 |
-0.6% |
121.33 |
| Close |
122.42 |
121.56 |
-0.86 |
-0.7% |
121.56 |
| Range |
0.75 |
2.10 |
1.35 |
180.0% |
2.62 |
| ATR |
1.05 |
1.13 |
0.07 |
7.1% |
0.00 |
| Volume |
478,358 |
660,110 |
181,752 |
38.0% |
2,820,846 |
|
| Daily Pivots for day following 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.41 |
127.08 |
122.72 |
|
| R3 |
126.31 |
124.98 |
122.14 |
|
| R2 |
124.21 |
124.21 |
121.95 |
|
| R1 |
122.88 |
122.88 |
121.75 |
122.50 |
| PP |
122.11 |
122.11 |
122.11 |
121.91 |
| S1 |
120.78 |
120.78 |
121.37 |
120.40 |
| S2 |
120.01 |
120.01 |
121.18 |
|
| S3 |
117.91 |
118.68 |
120.98 |
|
| S4 |
115.81 |
116.58 |
120.41 |
|
|
| Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130.14 |
128.47 |
123.00 |
|
| R3 |
127.52 |
125.85 |
122.28 |
|
| R2 |
124.90 |
124.90 |
122.04 |
|
| R1 |
123.23 |
123.23 |
121.80 |
122.76 |
| PP |
122.28 |
122.28 |
122.28 |
122.04 |
| S1 |
120.61 |
120.61 |
121.32 |
120.14 |
| S2 |
119.66 |
119.66 |
121.08 |
|
| S3 |
117.04 |
117.99 |
120.84 |
|
| S4 |
114.42 |
115.37 |
120.12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123.95 |
121.33 |
2.62 |
2.2% |
1.25 |
1.0% |
9% |
False |
True |
564,169 |
| 10 |
125.39 |
121.33 |
4.06 |
3.3% |
1.33 |
1.1% |
6% |
False |
True |
496,295 |
| 20 |
125.39 |
118.53 |
6.86 |
5.6% |
1.07 |
0.9% |
44% |
False |
False |
259,262 |
| 40 |
125.39 |
114.76 |
10.63 |
8.7% |
0.91 |
0.7% |
64% |
False |
False |
130,579 |
| 60 |
125.39 |
113.48 |
11.91 |
9.8% |
0.87 |
0.7% |
68% |
False |
False |
87,253 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132.36 |
|
2.618 |
128.93 |
|
1.618 |
126.83 |
|
1.000 |
125.53 |
|
0.618 |
124.73 |
|
HIGH |
123.43 |
|
0.618 |
122.63 |
|
0.500 |
122.38 |
|
0.382 |
122.13 |
|
LOW |
121.33 |
|
0.618 |
120.03 |
|
1.000 |
119.23 |
|
1.618 |
117.93 |
|
2.618 |
115.83 |
|
4.250 |
112.41 |
|
|
| Fisher Pivots for day following 12-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
122.38 |
122.38 |
| PP |
122.11 |
122.11 |
| S1 |
121.83 |
121.83 |
|