Euro Bund Future June 2009
| Trading Metrics calculated at close of trading on 05-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2008 |
05-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
124.39 |
123.55 |
-0.84 |
-0.7% |
122.84 |
| High |
124.39 |
123.73 |
-0.66 |
-0.5% |
124.39 |
| Low |
123.15 |
123.50 |
0.35 |
0.3% |
122.84 |
| Close |
123.06 |
123.50 |
0.44 |
0.4% |
123.50 |
| Range |
1.24 |
0.23 |
-1.01 |
-81.5% |
1.55 |
| ATR |
0.52 |
0.53 |
0.01 |
2.1% |
0.00 |
| Volume |
412 |
9 |
-403 |
-97.8% |
583 |
|
| Daily Pivots for day following 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.27 |
124.11 |
123.63 |
|
| R3 |
124.04 |
123.88 |
123.56 |
|
| R2 |
123.81 |
123.81 |
123.54 |
|
| R1 |
123.65 |
123.65 |
123.52 |
123.62 |
| PP |
123.58 |
123.58 |
123.58 |
123.56 |
| S1 |
123.42 |
123.42 |
123.48 |
123.39 |
| S2 |
123.35 |
123.35 |
123.46 |
|
| S3 |
123.12 |
123.19 |
123.44 |
|
| S4 |
122.89 |
122.96 |
123.37 |
|
|
| Weekly Pivots for week ending 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.23 |
127.41 |
124.35 |
|
| R3 |
126.68 |
125.86 |
123.93 |
|
| R2 |
125.13 |
125.13 |
123.78 |
|
| R1 |
124.31 |
124.31 |
123.64 |
124.72 |
| PP |
123.58 |
123.58 |
123.58 |
123.78 |
| S1 |
122.76 |
122.76 |
123.36 |
123.17 |
| S2 |
122.03 |
122.03 |
123.22 |
|
| S3 |
120.48 |
121.21 |
123.07 |
|
| S4 |
118.93 |
119.66 |
122.65 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.71 |
|
2.618 |
124.33 |
|
1.618 |
124.10 |
|
1.000 |
123.96 |
|
0.618 |
123.87 |
|
HIGH |
123.73 |
|
0.618 |
123.64 |
|
0.500 |
123.62 |
|
0.382 |
123.59 |
|
LOW |
123.50 |
|
0.618 |
123.36 |
|
1.000 |
123.27 |
|
1.618 |
123.13 |
|
2.618 |
122.90 |
|
4.250 |
122.52 |
|
|
| Fisher Pivots for day following 05-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
123.62 |
123.70 |
| PP |
123.58 |
123.63 |
| S1 |
123.54 |
123.57 |
|