Euro Bund Future March 2009
| Trading Metrics calculated at close of trading on 15-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2008 |
15-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
122.97 |
121.77 |
-1.20 |
-1.0% |
123.77 |
| High |
123.43 |
122.72 |
-0.71 |
-0.6% |
123.95 |
| Low |
121.33 |
121.57 |
0.24 |
0.2% |
121.33 |
| Close |
121.56 |
122.40 |
0.84 |
0.7% |
121.56 |
| Range |
2.10 |
1.15 |
-0.95 |
-45.2% |
2.62 |
| ATR |
1.13 |
1.13 |
0.00 |
0.2% |
0.00 |
| Volume |
660,110 |
390,852 |
-269,258 |
-40.8% |
2,820,846 |
|
| Daily Pivots for day following 15-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.68 |
125.19 |
123.03 |
|
| R3 |
124.53 |
124.04 |
122.72 |
|
| R2 |
123.38 |
123.38 |
122.61 |
|
| R1 |
122.89 |
122.89 |
122.51 |
123.14 |
| PP |
122.23 |
122.23 |
122.23 |
122.35 |
| S1 |
121.74 |
121.74 |
122.29 |
121.99 |
| S2 |
121.08 |
121.08 |
122.19 |
|
| S3 |
119.93 |
120.59 |
122.08 |
|
| S4 |
118.78 |
119.44 |
121.77 |
|
|
| 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 |
123.45 |
121.33 |
2.12 |
1.7% |
1.26 |
1.0% |
50% |
False |
False |
529,144 |
| 10 |
125.39 |
121.33 |
4.06 |
3.3% |
1.27 |
1.0% |
26% |
False |
False |
522,250 |
| 20 |
125.39 |
118.86 |
6.53 |
5.3% |
1.10 |
0.9% |
54% |
False |
False |
278,744 |
| 40 |
125.39 |
115.27 |
10.12 |
8.3% |
0.93 |
0.8% |
70% |
False |
False |
140,350 |
| 60 |
125.39 |
113.74 |
11.65 |
9.5% |
0.88 |
0.7% |
74% |
False |
False |
93,760 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127.61 |
|
2.618 |
125.73 |
|
1.618 |
124.58 |
|
1.000 |
123.87 |
|
0.618 |
123.43 |
|
HIGH |
122.72 |
|
0.618 |
122.28 |
|
0.500 |
122.15 |
|
0.382 |
122.01 |
|
LOW |
121.57 |
|
0.618 |
120.86 |
|
1.000 |
120.42 |
|
1.618 |
119.71 |
|
2.618 |
118.56 |
|
4.250 |
116.68 |
|
|
| Fisher Pivots for day following 15-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
122.32 |
122.39 |
| PP |
122.23 |
122.39 |
| S1 |
122.15 |
122.38 |
|