Euro Bund Future June 2009
| Trading Metrics calculated at close of trading on 26-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2008 |
26-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
121.73 |
122.24 |
0.51 |
0.4% |
119.64 |
| High |
121.73 |
122.24 |
0.51 |
0.4% |
121.73 |
| Low |
121.73 |
122.24 |
0.51 |
0.4% |
119.64 |
| Close |
121.73 |
122.24 |
0.51 |
0.4% |
121.60 |
| Range |
|
|
|
|
|
| ATR |
0.41 |
0.41 |
0.01 |
1.8% |
0.00 |
| Volume |
210 |
50 |
-160 |
-76.2% |
736 |
|
| Daily Pivots for day following 26-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.24 |
122.24 |
122.24 |
|
| R3 |
122.24 |
122.24 |
122.24 |
|
| R2 |
122.24 |
122.24 |
122.24 |
|
| R1 |
122.24 |
122.24 |
122.24 |
122.24 |
| PP |
122.24 |
122.24 |
122.24 |
122.24 |
| S1 |
122.24 |
122.24 |
122.24 |
122.24 |
| S2 |
122.24 |
122.24 |
122.24 |
|
| S3 |
122.24 |
122.24 |
122.24 |
|
| S4 |
122.24 |
122.24 |
122.24 |
|
|
| Weekly Pivots for week ending 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.26 |
126.52 |
122.75 |
|
| R3 |
125.17 |
124.43 |
122.17 |
|
| R2 |
123.08 |
123.08 |
121.98 |
|
| R1 |
122.34 |
122.34 |
121.79 |
122.71 |
| PP |
120.99 |
120.99 |
120.99 |
121.18 |
| S1 |
120.25 |
120.25 |
121.41 |
120.62 |
| S2 |
118.90 |
118.90 |
121.22 |
|
| S3 |
116.81 |
118.16 |
121.03 |
|
| S4 |
114.72 |
116.07 |
120.45 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122.24 |
|
2.618 |
122.24 |
|
1.618 |
122.24 |
|
1.000 |
122.24 |
|
0.618 |
122.24 |
|
HIGH |
122.24 |
|
0.618 |
122.24 |
|
0.500 |
122.24 |
|
0.382 |
122.24 |
|
LOW |
122.24 |
|
0.618 |
122.24 |
|
1.000 |
122.24 |
|
1.618 |
122.24 |
|
2.618 |
122.24 |
|
4.250 |
122.24 |
|
|
| Fisher Pivots for day following 26-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
122.24 |
122.06 |
| PP |
122.24 |
121.88 |
| S1 |
122.24 |
121.71 |
|