Euro Bund Future September 2008
| Trading Metrics calculated at close of trading on 02-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2008 |
02-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
110.45 |
110.53 |
0.08 |
0.1% |
110.11 |
| High |
111.32 |
110.53 |
-0.79 |
-0.7% |
111.54 |
| Low |
110.29 |
109.86 |
-0.43 |
-0.4% |
110.10 |
| Close |
110.40 |
110.13 |
-0.27 |
-0.2% |
111.37 |
| Range |
1.03 |
0.67 |
-0.36 |
-35.0% |
1.44 |
| ATR |
0.75 |
0.75 |
-0.01 |
-0.8% |
0.00 |
| Volume |
1,130,450 |
1,015,292 |
-115,158 |
-10.2% |
4,079,379 |
|
| Daily Pivots for day following 02-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.18 |
111.83 |
110.50 |
|
| R3 |
111.51 |
111.16 |
110.31 |
|
| R2 |
110.84 |
110.84 |
110.25 |
|
| R1 |
110.49 |
110.49 |
110.19 |
110.33 |
| PP |
110.17 |
110.17 |
110.17 |
110.10 |
| S1 |
109.82 |
109.82 |
110.07 |
109.66 |
| S2 |
109.50 |
109.50 |
110.01 |
|
| S3 |
108.83 |
109.15 |
109.95 |
|
| S4 |
108.16 |
108.48 |
109.76 |
|
|
| 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 |
109.86 |
1.68 |
1.5% |
0.90 |
0.8% |
16% |
False |
True |
1,039,518 |
| 10 |
111.54 |
109.65 |
1.89 |
1.7% |
0.78 |
0.7% |
25% |
False |
False |
915,562 |
| 20 |
113.29 |
109.65 |
3.64 |
3.3% |
0.78 |
0.7% |
13% |
False |
False |
990,498 |
| 40 |
115.51 |
109.65 |
5.86 |
5.3% |
0.69 |
0.6% |
8% |
False |
False |
551,565 |
| 60 |
116.33 |
109.65 |
6.68 |
6.1% |
0.62 |
0.6% |
7% |
False |
False |
367,923 |
| 80 |
118.50 |
109.65 |
8.85 |
8.0% |
0.55 |
0.5% |
5% |
False |
False |
275,995 |
| 100 |
118.50 |
109.65 |
8.85 |
8.0% |
0.46 |
0.4% |
5% |
False |
False |
220,853 |
| 120 |
118.50 |
109.65 |
8.85 |
8.0% |
0.38 |
0.3% |
5% |
False |
False |
184,122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.38 |
|
2.618 |
112.28 |
|
1.618 |
111.61 |
|
1.000 |
111.20 |
|
0.618 |
110.94 |
|
HIGH |
110.53 |
|
0.618 |
110.27 |
|
0.500 |
110.20 |
|
0.382 |
110.12 |
|
LOW |
109.86 |
|
0.618 |
109.45 |
|
1.000 |
109.19 |
|
1.618 |
108.78 |
|
2.618 |
108.11 |
|
4.250 |
107.01 |
|
|
| Fisher Pivots for day following 02-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
110.20 |
110.61 |
| PP |
110.17 |
110.45 |
| S1 |
110.15 |
110.29 |
|