Euro Bund Future September 2008
| Trading Metrics calculated at close of trading on 03-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2008 |
03-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
110.53 |
110.17 |
-0.36 |
-0.3% |
110.11 |
| High |
110.53 |
111.20 |
0.67 |
0.6% |
111.54 |
| Low |
109.86 |
109.87 |
0.01 |
0.0% |
110.10 |
| Close |
110.13 |
110.82 |
0.69 |
0.6% |
111.37 |
| Range |
0.67 |
1.33 |
0.66 |
98.5% |
1.44 |
| ATR |
0.75 |
0.79 |
0.04 |
5.6% |
0.00 |
| Volume |
1,015,292 |
1,184,246 |
168,954 |
16.6% |
4,079,379 |
|
| Daily Pivots for day following 03-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.62 |
114.05 |
111.55 |
|
| R3 |
113.29 |
112.72 |
111.19 |
|
| R2 |
111.96 |
111.96 |
111.06 |
|
| R1 |
111.39 |
111.39 |
110.94 |
111.68 |
| PP |
110.63 |
110.63 |
110.63 |
110.77 |
| S1 |
110.06 |
110.06 |
110.70 |
110.35 |
| S2 |
109.30 |
109.30 |
110.58 |
|
| S3 |
107.97 |
108.73 |
110.45 |
|
| S4 |
106.64 |
107.40 |
110.09 |
|
|
| 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% |
0.96 |
0.9% |
57% |
False |
False |
1,075,372 |
| 10 |
111.54 |
109.85 |
1.69 |
1.5% |
0.80 |
0.7% |
57% |
False |
False |
919,602 |
| 20 |
113.29 |
109.65 |
3.64 |
3.3% |
0.80 |
0.7% |
32% |
False |
False |
981,898 |
| 40 |
115.51 |
109.65 |
5.86 |
5.3% |
0.70 |
0.6% |
20% |
False |
False |
581,101 |
| 60 |
116.33 |
109.65 |
6.68 |
6.0% |
0.63 |
0.6% |
18% |
False |
False |
387,659 |
| 80 |
118.50 |
109.65 |
8.85 |
8.0% |
0.57 |
0.5% |
13% |
False |
False |
290,787 |
| 100 |
118.50 |
109.65 |
8.85 |
8.0% |
0.47 |
0.4% |
13% |
False |
False |
232,695 |
| 120 |
118.50 |
109.65 |
8.85 |
8.0% |
0.39 |
0.4% |
13% |
False |
False |
193,988 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.85 |
|
2.618 |
114.68 |
|
1.618 |
113.35 |
|
1.000 |
112.53 |
|
0.618 |
112.02 |
|
HIGH |
111.20 |
|
0.618 |
110.69 |
|
0.500 |
110.54 |
|
0.382 |
110.38 |
|
LOW |
109.87 |
|
0.618 |
109.05 |
|
1.000 |
108.54 |
|
1.618 |
107.72 |
|
2.618 |
106.39 |
|
4.250 |
104.22 |
|
|
| Fisher Pivots for day following 03-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
110.73 |
110.74 |
| PP |
110.63 |
110.67 |
| S1 |
110.54 |
110.59 |
|