Euro Bund Future September 2008
| Trading Metrics calculated at close of trading on 09-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2008 |
09-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
112.20 |
112.06 |
-0.14 |
-0.1% |
111.33 |
| High |
112.44 |
112.47 |
0.03 |
0.0% |
111.35 |
| Low |
111.84 |
111.66 |
-0.18 |
-0.2% |
109.86 |
| Close |
112.14 |
112.20 |
0.06 |
0.1% |
110.82 |
| Range |
0.60 |
0.81 |
0.21 |
35.0% |
1.49 |
| ATR |
0.82 |
0.82 |
0.00 |
-0.1% |
0.00 |
| Volume |
957,900 |
871,380 |
-86,520 |
-9.0% |
4,441,632 |
|
| Daily Pivots for day following 09-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.54 |
114.18 |
112.65 |
|
| R3 |
113.73 |
113.37 |
112.42 |
|
| R2 |
112.92 |
112.92 |
112.35 |
|
| R1 |
112.56 |
112.56 |
112.27 |
112.74 |
| PP |
112.11 |
112.11 |
112.11 |
112.20 |
| S1 |
111.75 |
111.75 |
112.13 |
111.93 |
| S2 |
111.30 |
111.30 |
112.05 |
|
| S3 |
110.49 |
110.94 |
111.98 |
|
| S4 |
109.68 |
110.13 |
111.75 |
|
|
| 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 |
112.47 |
109.86 |
2.61 |
2.3% |
0.87 |
0.8% |
90% |
True |
False |
968,352 |
| 10 |
112.47 |
109.86 |
2.61 |
2.3% |
0.86 |
0.8% |
90% |
True |
False |
968,049 |
| 20 |
112.47 |
109.65 |
2.82 |
2.5% |
0.74 |
0.7% |
90% |
True |
False |
924,904 |
| 40 |
114.29 |
109.65 |
4.64 |
4.1% |
0.71 |
0.6% |
55% |
False |
False |
646,982 |
| 60 |
116.28 |
109.65 |
6.63 |
5.9% |
0.65 |
0.6% |
38% |
False |
False |
431,691 |
| 80 |
118.50 |
109.65 |
8.85 |
7.9% |
0.58 |
0.5% |
29% |
False |
False |
323,810 |
| 100 |
118.50 |
109.65 |
8.85 |
7.9% |
0.49 |
0.4% |
29% |
False |
False |
259,107 |
| 120 |
118.50 |
109.65 |
8.85 |
7.9% |
0.41 |
0.4% |
29% |
False |
False |
215,997 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.91 |
|
2.618 |
114.59 |
|
1.618 |
113.78 |
|
1.000 |
113.28 |
|
0.618 |
112.97 |
|
HIGH |
112.47 |
|
0.618 |
112.16 |
|
0.500 |
112.07 |
|
0.382 |
111.97 |
|
LOW |
111.66 |
|
0.618 |
111.16 |
|
1.000 |
110.85 |
|
1.618 |
110.35 |
|
2.618 |
109.54 |
|
4.250 |
108.22 |
|
|
| Fisher Pivots for day following 09-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
112.16 |
112.12 |
| PP |
112.11 |
112.03 |
| S1 |
112.07 |
111.95 |
|