Euro Bund Future September 2008
| Trading Metrics calculated at close of trading on 01-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2008 |
01-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
111.33 |
110.45 |
-0.88 |
-0.8% |
110.11 |
| High |
111.35 |
111.32 |
-0.03 |
0.0% |
111.54 |
| Low |
110.04 |
110.29 |
0.25 |
0.2% |
110.10 |
| Close |
110.57 |
110.40 |
-0.17 |
-0.2% |
111.37 |
| Range |
1.31 |
1.03 |
-0.28 |
-21.4% |
1.44 |
| ATR |
0.73 |
0.75 |
0.02 |
2.9% |
0.00 |
| Volume |
1,111,644 |
1,130,450 |
18,806 |
1.7% |
4,079,379 |
|
| Daily Pivots for day following 01-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.76 |
113.11 |
110.97 |
|
| R3 |
112.73 |
112.08 |
110.68 |
|
| R2 |
111.70 |
111.70 |
110.59 |
|
| R1 |
111.05 |
111.05 |
110.49 |
110.86 |
| PP |
110.67 |
110.67 |
110.67 |
110.58 |
| S1 |
110.02 |
110.02 |
110.31 |
109.83 |
| S2 |
109.64 |
109.64 |
110.21 |
|
| S3 |
108.61 |
108.99 |
110.12 |
|
| S4 |
107.58 |
107.96 |
109.83 |
|
|
| Weekly Pivots for week ending 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.32 |
114.79 |
112.16 |
|
| R3 |
113.88 |
113.35 |
111.77 |
|
| R2 |
112.44 |
112.44 |
111.63 |
|
| R1 |
111.91 |
111.91 |
111.50 |
112.18 |
| PP |
111.00 |
111.00 |
111.00 |
111.14 |
| S1 |
110.47 |
110.47 |
111.24 |
110.74 |
| S2 |
109.56 |
109.56 |
111.11 |
|
| S3 |
108.12 |
109.03 |
110.97 |
|
| S4 |
106.68 |
107.59 |
110.58 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111.54 |
110.04 |
1.50 |
1.4% |
0.84 |
0.8% |
24% |
False |
False |
967,746 |
| 10 |
111.54 |
109.65 |
1.89 |
1.7% |
0.74 |
0.7% |
40% |
False |
False |
880,119 |
| 20 |
113.29 |
109.65 |
3.64 |
3.3% |
0.77 |
0.7% |
21% |
False |
False |
987,881 |
| 40 |
115.51 |
109.65 |
5.86 |
5.3% |
0.68 |
0.6% |
13% |
False |
False |
526,224 |
| 60 |
116.33 |
109.65 |
6.68 |
6.1% |
0.61 |
0.6% |
11% |
False |
False |
351,001 |
| 80 |
118.50 |
109.65 |
8.85 |
8.0% |
0.55 |
0.5% |
8% |
False |
False |
263,307 |
| 100 |
118.50 |
109.65 |
8.85 |
8.0% |
0.45 |
0.4% |
8% |
False |
False |
210,706 |
| 120 |
118.50 |
109.65 |
8.85 |
8.0% |
0.38 |
0.3% |
8% |
False |
False |
175,662 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.70 |
|
2.618 |
114.02 |
|
1.618 |
112.99 |
|
1.000 |
112.35 |
|
0.618 |
111.96 |
|
HIGH |
111.32 |
|
0.618 |
110.93 |
|
0.500 |
110.81 |
|
0.382 |
110.68 |
|
LOW |
110.29 |
|
0.618 |
109.65 |
|
1.000 |
109.26 |
|
1.618 |
108.62 |
|
2.618 |
107.59 |
|
4.250 |
105.91 |
|
|
| Fisher Pivots for day following 01-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
110.81 |
110.79 |
| PP |
110.67 |
110.66 |
| S1 |
110.54 |
110.53 |
|