Euro Bund Future March 2009
| Trading Metrics calculated at close of trading on 23-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2008 |
23-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
123.89 |
124.83 |
0.94 |
0.8% |
121.77 |
| High |
125.20 |
125.21 |
0.01 |
0.0% |
124.91 |
| Low |
123.75 |
124.83 |
1.08 |
0.9% |
121.57 |
| Close |
125.02 |
124.92 |
-0.10 |
-0.1% |
124.35 |
| Range |
1.45 |
0.38 |
-1.07 |
-73.8% |
3.34 |
| ATR |
1.21 |
1.15 |
-0.06 |
-4.9% |
0.00 |
| Volume |
235,600 |
132,049 |
-103,551 |
-44.0% |
2,235,218 |
|
| Daily Pivots for day following 23-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.13 |
125.90 |
125.13 |
|
| R3 |
125.75 |
125.52 |
125.02 |
|
| R2 |
125.37 |
125.37 |
124.99 |
|
| R1 |
125.14 |
125.14 |
124.95 |
125.26 |
| PP |
124.99 |
124.99 |
124.99 |
125.04 |
| S1 |
124.76 |
124.76 |
124.89 |
124.88 |
| S2 |
124.61 |
124.61 |
124.85 |
|
| S3 |
124.23 |
124.38 |
124.82 |
|
| S4 |
123.85 |
124.00 |
124.71 |
|
|
| 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 |
125.21 |
123.75 |
1.46 |
1.2% |
0.91 |
0.7% |
80% |
True |
False |
344,703 |
| 10 |
125.21 |
121.33 |
3.88 |
3.1% |
1.11 |
0.9% |
93% |
True |
False |
426,162 |
| 20 |
125.39 |
120.95 |
4.44 |
3.6% |
1.11 |
0.9% |
89% |
False |
False |
384,351 |
| 40 |
125.39 |
116.00 |
9.39 |
7.5% |
0.95 |
0.8% |
95% |
False |
False |
195,475 |
| 60 |
125.39 |
114.18 |
11.21 |
9.0% |
0.91 |
0.7% |
96% |
False |
False |
130,560 |
| 80 |
125.39 |
113.48 |
11.91 |
9.5% |
0.83 |
0.7% |
96% |
False |
False |
98,036 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126.83 |
|
2.618 |
126.20 |
|
1.618 |
125.82 |
|
1.000 |
125.59 |
|
0.618 |
125.44 |
|
HIGH |
125.21 |
|
0.618 |
125.06 |
|
0.500 |
125.02 |
|
0.382 |
124.98 |
|
LOW |
124.83 |
|
0.618 |
124.60 |
|
1.000 |
124.45 |
|
1.618 |
124.22 |
|
2.618 |
123.84 |
|
4.250 |
123.22 |
|
|
| Fisher Pivots for day following 23-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
125.02 |
124.77 |
| PP |
124.99 |
124.63 |
| S1 |
124.95 |
124.48 |
|