Euro Bund Future March 2009
| Trading Metrics calculated at close of trading on 19-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2008 |
19-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
124.45 |
124.60 |
0.15 |
0.1% |
121.77 |
| High |
124.85 |
124.91 |
0.06 |
0.0% |
124.91 |
| Low |
124.02 |
123.89 |
-0.13 |
-0.1% |
121.57 |
| Close |
124.53 |
124.35 |
-0.18 |
-0.1% |
124.35 |
| Range |
0.83 |
1.02 |
0.19 |
22.9% |
3.34 |
| ATR |
1.20 |
1.19 |
-0.01 |
-1.1% |
0.00 |
| Volume |
493,527 |
284,789 |
-208,738 |
-42.3% |
2,235,218 |
|
| Daily Pivots for day following 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.44 |
126.92 |
124.91 |
|
| R3 |
126.42 |
125.90 |
124.63 |
|
| R2 |
125.40 |
125.40 |
124.54 |
|
| R1 |
124.88 |
124.88 |
124.44 |
124.63 |
| PP |
124.38 |
124.38 |
124.38 |
124.26 |
| S1 |
123.86 |
123.86 |
124.26 |
123.61 |
| S2 |
123.36 |
123.36 |
124.16 |
|
| S3 |
122.34 |
122.84 |
124.07 |
|
| S4 |
121.32 |
121.82 |
123.79 |
|
|
| Weekly Pivots for week ending 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133.63 |
132.33 |
126.19 |
|
| R3 |
130.29 |
128.99 |
125.27 |
|
| R2 |
126.95 |
126.95 |
124.96 |
|
| R1 |
125.65 |
125.65 |
124.66 |
126.30 |
| PP |
123.61 |
123.61 |
123.61 |
123.94 |
| S1 |
122.31 |
122.31 |
124.04 |
122.96 |
| S2 |
120.27 |
120.27 |
123.74 |
|
| S3 |
116.93 |
118.97 |
123.43 |
|
| S4 |
113.59 |
115.63 |
122.51 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124.91 |
121.57 |
3.34 |
2.7% |
1.11 |
0.9% |
83% |
True |
False |
447,043 |
| 10 |
124.91 |
121.33 |
3.58 |
2.9% |
1.18 |
1.0% |
84% |
True |
False |
505,606 |
| 20 |
125.39 |
119.90 |
5.49 |
4.4% |
1.14 |
0.9% |
81% |
False |
False |
368,434 |
| 40 |
125.39 |
116.00 |
9.39 |
7.6% |
0.95 |
0.8% |
89% |
False |
False |
186,333 |
| 60 |
125.39 |
114.18 |
11.21 |
9.0% |
0.92 |
0.7% |
91% |
False |
False |
124,446 |
| 80 |
125.39 |
113.48 |
11.91 |
9.6% |
0.81 |
0.7% |
91% |
False |
False |
93,443 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129.25 |
|
2.618 |
127.58 |
|
1.618 |
126.56 |
|
1.000 |
125.93 |
|
0.618 |
125.54 |
|
HIGH |
124.91 |
|
0.618 |
124.52 |
|
0.500 |
124.40 |
|
0.382 |
124.28 |
|
LOW |
123.89 |
|
0.618 |
123.26 |
|
1.000 |
122.87 |
|
1.618 |
122.24 |
|
2.618 |
121.22 |
|
4.250 |
119.56 |
|
|
| Fisher Pivots for day following 19-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
124.40 |
124.40 |
| PP |
124.38 |
124.38 |
| S1 |
124.37 |
124.37 |
|