Euro Bund Future December 2008
| Trading Metrics calculated at close of trading on 04-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2008 |
04-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
114.20 |
113.93 |
-0.27 |
-0.2% |
113.69 |
| High |
114.51 |
114.97 |
0.46 |
0.4% |
114.62 |
| Low |
113.89 |
113.64 |
-0.25 |
-0.2% |
113.53 |
| Close |
114.13 |
114.71 |
0.58 |
0.5% |
113.86 |
| Range |
0.62 |
1.33 |
0.71 |
114.5% |
1.09 |
| ATR |
0.64 |
0.69 |
0.05 |
7.7% |
0.00 |
| Volume |
703,290 |
924,965 |
221,675 |
31.5% |
148,821 |
|
| Daily Pivots for day following 04-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.43 |
117.90 |
115.44 |
|
| R3 |
117.10 |
116.57 |
115.08 |
|
| R2 |
115.77 |
115.77 |
114.95 |
|
| R1 |
115.24 |
115.24 |
114.83 |
115.51 |
| PP |
114.44 |
114.44 |
114.44 |
114.57 |
| S1 |
113.91 |
113.91 |
114.59 |
114.18 |
| S2 |
113.11 |
113.11 |
114.47 |
|
| S3 |
111.78 |
112.58 |
114.34 |
|
| S4 |
110.45 |
111.25 |
113.98 |
|
|
| Weekly Pivots for week ending 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.27 |
116.66 |
114.46 |
|
| R3 |
116.18 |
115.57 |
114.16 |
|
| R2 |
115.09 |
115.09 |
114.06 |
|
| R1 |
114.48 |
114.48 |
113.96 |
114.79 |
| PP |
114.00 |
114.00 |
114.00 |
114.16 |
| S1 |
113.39 |
113.39 |
113.76 |
113.70 |
| S2 |
112.91 |
112.91 |
113.66 |
|
| S3 |
111.82 |
112.30 |
113.56 |
|
| S4 |
110.73 |
111.21 |
113.26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114.97 |
113.27 |
1.70 |
1.5% |
0.81 |
0.7% |
85% |
True |
False |
404,362 |
| 10 |
114.97 |
113.24 |
1.73 |
1.5% |
0.76 |
0.7% |
85% |
True |
False |
212,393 |
| 20 |
114.97 |
113.10 |
1.87 |
1.6% |
0.61 |
0.5% |
86% |
True |
False |
107,975 |
| 40 |
114.97 |
109.55 |
5.42 |
4.7% |
0.62 |
0.5% |
95% |
True |
False |
54,495 |
| 60 |
114.97 |
109.40 |
5.57 |
4.9% |
0.56 |
0.5% |
95% |
True |
False |
36,436 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120.62 |
|
2.618 |
118.45 |
|
1.618 |
117.12 |
|
1.000 |
116.30 |
|
0.618 |
115.79 |
|
HIGH |
114.97 |
|
0.618 |
114.46 |
|
0.500 |
114.31 |
|
0.382 |
114.15 |
|
LOW |
113.64 |
|
0.618 |
112.82 |
|
1.000 |
112.31 |
|
1.618 |
111.49 |
|
2.618 |
110.16 |
|
4.250 |
107.99 |
|
|
| Fisher Pivots for day following 04-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114.58 |
114.51 |
| PP |
114.44 |
114.32 |
| S1 |
114.31 |
114.12 |
|