Euro Bund Future September 2008
Trading Metrics calculated at close of trading on 23-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2008 |
23-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
109.93 |
110.11 |
0.18 |
0.2% |
110.00 |
High |
110.42 |
110.70 |
0.28 |
0.3% |
110.74 |
Low |
109.85 |
110.10 |
0.25 |
0.2% |
109.65 |
Close |
110.26 |
110.48 |
0.22 |
0.2% |
110.26 |
Range |
0.57 |
0.60 |
0.03 |
5.3% |
1.09 |
ATR |
0.71 |
0.70 |
-0.01 |
-1.1% |
0.00 |
Volume |
675,014 |
661,877 |
-13,137 |
-1.9% |
4,007,503 |
|
Daily Pivots for day following 23-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112.23 |
111.95 |
110.81 |
|
R3 |
111.63 |
111.35 |
110.65 |
|
R2 |
111.03 |
111.03 |
110.59 |
|
R1 |
110.75 |
110.75 |
110.54 |
110.89 |
PP |
110.43 |
110.43 |
110.43 |
110.50 |
S1 |
110.15 |
110.15 |
110.43 |
110.29 |
S2 |
109.83 |
109.83 |
110.37 |
|
S3 |
109.23 |
109.55 |
110.32 |
|
S4 |
108.63 |
108.95 |
110.15 |
|
|
Weekly Pivots for week ending 20-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.49 |
112.96 |
110.86 |
|
R3 |
112.40 |
111.87 |
110.56 |
|
R2 |
111.31 |
111.31 |
110.46 |
|
R1 |
110.78 |
110.78 |
110.36 |
111.05 |
PP |
110.22 |
110.22 |
110.22 |
110.35 |
S1 |
109.69 |
109.69 |
110.16 |
109.96 |
S2 |
109.13 |
109.13 |
110.06 |
|
S3 |
108.04 |
108.60 |
109.96 |
|
S4 |
106.95 |
107.51 |
109.66 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
110.74 |
109.65 |
1.09 |
1.0% |
0.59 |
0.5% |
76% |
False |
False |
788,008 |
10 |
111.42 |
109.65 |
1.77 |
1.6% |
0.63 |
0.6% |
47% |
False |
False |
903,518 |
20 |
113.29 |
109.65 |
3.64 |
3.3% |
0.72 |
0.7% |
23% |
False |
False |
766,756 |
40 |
115.51 |
109.65 |
5.86 |
5.3% |
0.63 |
0.6% |
14% |
False |
False |
384,880 |
60 |
116.42 |
109.65 |
6.77 |
6.1% |
0.55 |
0.5% |
12% |
False |
False |
256,692 |
80 |
118.50 |
109.65 |
8.85 |
8.0% |
0.50 |
0.4% |
9% |
False |
False |
192,578 |
100 |
118.50 |
109.65 |
8.85 |
8.0% |
0.40 |
0.4% |
9% |
False |
False |
154,129 |
120 |
118.50 |
109.65 |
8.85 |
8.0% |
0.34 |
0.3% |
9% |
False |
False |
128,513 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113.25 |
2.618 |
112.27 |
1.618 |
111.67 |
1.000 |
111.30 |
0.618 |
111.07 |
HIGH |
110.70 |
0.618 |
110.47 |
0.500 |
110.40 |
0.382 |
110.33 |
LOW |
110.10 |
0.618 |
109.73 |
1.000 |
109.50 |
1.618 |
109.13 |
2.618 |
108.53 |
4.250 |
107.55 |
|
|
Fisher Pivots for day following 23-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
110.45 |
110.39 |
PP |
110.43 |
110.29 |
S1 |
110.40 |
110.20 |
|