Euro Bund Future September 2008
| Trading Metrics calculated at close of trading on 08-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2008 |
08-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
111.45 |
112.20 |
0.75 |
0.7% |
111.33 |
| High |
112.36 |
112.44 |
0.08 |
0.1% |
111.35 |
| Low |
111.42 |
111.84 |
0.42 |
0.4% |
109.86 |
| Close |
112.03 |
112.14 |
0.11 |
0.1% |
110.82 |
| Range |
0.94 |
0.60 |
-0.34 |
-36.2% |
1.49 |
| ATR |
0.84 |
0.82 |
-0.02 |
-2.1% |
0.00 |
| Volume |
812,944 |
957,900 |
144,956 |
17.8% |
4,441,632 |
|
| Daily Pivots for day following 08-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.94 |
113.64 |
112.47 |
|
| R3 |
113.34 |
113.04 |
112.31 |
|
| R2 |
112.74 |
112.74 |
112.25 |
|
| R1 |
112.44 |
112.44 |
112.20 |
112.29 |
| PP |
112.14 |
112.14 |
112.14 |
112.07 |
| S1 |
111.84 |
111.84 |
112.09 |
111.69 |
| S2 |
111.54 |
111.54 |
112.03 |
|
| S3 |
110.94 |
111.24 |
111.98 |
|
| S4 |
110.34 |
110.64 |
111.81 |
|
|
| Weekly Pivots for week ending 04-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.15 |
114.47 |
111.64 |
|
| R3 |
113.66 |
112.98 |
111.23 |
|
| R2 |
112.17 |
112.17 |
111.09 |
|
| R1 |
111.49 |
111.49 |
110.96 |
111.09 |
| PP |
110.68 |
110.68 |
110.68 |
110.47 |
| S1 |
110.00 |
110.00 |
110.68 |
109.60 |
| S2 |
109.19 |
109.19 |
110.55 |
|
| S3 |
107.70 |
108.51 |
110.41 |
|
| S4 |
106.21 |
107.02 |
110.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
112.44 |
109.86 |
2.58 |
2.3% |
0.91 |
0.8% |
88% |
True |
False |
1,020,166 |
| 10 |
112.44 |
109.86 |
2.58 |
2.3% |
0.84 |
0.7% |
88% |
True |
False |
962,997 |
| 20 |
112.44 |
109.65 |
2.79 |
2.5% |
0.73 |
0.7% |
89% |
True |
False |
933,258 |
| 40 |
115.43 |
109.65 |
5.78 |
5.2% |
0.72 |
0.6% |
43% |
False |
False |
625,276 |
| 60 |
116.33 |
109.65 |
6.68 |
6.0% |
0.64 |
0.6% |
37% |
False |
False |
417,169 |
| 80 |
118.50 |
109.65 |
8.85 |
7.9% |
0.57 |
0.5% |
28% |
False |
False |
312,919 |
| 100 |
118.50 |
109.65 |
8.85 |
7.9% |
0.48 |
0.4% |
28% |
False |
False |
250,401 |
| 120 |
118.50 |
109.65 |
8.85 |
7.9% |
0.40 |
0.4% |
28% |
False |
False |
208,735 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.99 |
|
2.618 |
114.01 |
|
1.618 |
113.41 |
|
1.000 |
113.04 |
|
0.618 |
112.81 |
|
HIGH |
112.44 |
|
0.618 |
112.21 |
|
0.500 |
112.14 |
|
0.382 |
112.07 |
|
LOW |
111.84 |
|
0.618 |
111.47 |
|
1.000 |
111.24 |
|
1.618 |
110.87 |
|
2.618 |
110.27 |
|
4.250 |
109.29 |
|
|
| Fisher Pivots for day following 08-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
112.14 |
111.81 |
| PP |
112.14 |
111.48 |
| S1 |
112.14 |
111.16 |
|