Euro Bund Future September 2008
Trading Metrics calculated at close of trading on 11-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2008 |
11-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
112.43 |
112.02 |
-0.41 |
-0.4% |
111.45 |
High |
112.43 |
112.57 |
0.14 |
0.1% |
112.57 |
Low |
111.94 |
111.56 |
-0.38 |
-0.3% |
111.42 |
Close |
112.32 |
112.06 |
-0.26 |
-0.2% |
112.06 |
Range |
0.49 |
1.01 |
0.52 |
106.1% |
1.15 |
ATR |
0.80 |
0.81 |
0.02 |
1.9% |
0.00 |
Volume |
813,970 |
1,097,273 |
283,303 |
34.8% |
4,553,467 |
|
Daily Pivots for day following 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115.09 |
114.59 |
112.62 |
|
R3 |
114.08 |
113.58 |
112.34 |
|
R2 |
113.07 |
113.07 |
112.25 |
|
R1 |
112.57 |
112.57 |
112.15 |
112.82 |
PP |
112.06 |
112.06 |
112.06 |
112.19 |
S1 |
111.56 |
111.56 |
111.97 |
111.81 |
S2 |
111.05 |
111.05 |
111.87 |
|
S3 |
110.04 |
110.55 |
111.78 |
|
S4 |
109.03 |
109.54 |
111.50 |
|
|
Weekly Pivots for week ending 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115.47 |
114.91 |
112.69 |
|
R3 |
114.32 |
113.76 |
112.38 |
|
R2 |
113.17 |
113.17 |
112.27 |
|
R1 |
112.61 |
112.61 |
112.17 |
112.89 |
PP |
112.02 |
112.02 |
112.02 |
112.16 |
S1 |
111.46 |
111.46 |
111.95 |
111.74 |
S2 |
110.87 |
110.87 |
111.85 |
|
S3 |
109.72 |
110.31 |
111.74 |
|
S4 |
108.57 |
109.16 |
111.43 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
112.57 |
111.42 |
1.15 |
1.0% |
0.77 |
0.7% |
56% |
True |
False |
910,693 |
10 |
112.57 |
109.86 |
2.71 |
2.4% |
0.87 |
0.8% |
81% |
True |
False |
993,032 |
20 |
112.57 |
109.65 |
2.92 |
2.6% |
0.75 |
0.7% |
83% |
True |
False |
909,849 |
40 |
113.94 |
109.65 |
4.29 |
3.8% |
0.72 |
0.6% |
56% |
False |
False |
694,613 |
60 |
115.51 |
109.65 |
5.86 |
5.2% |
0.65 |
0.6% |
41% |
False |
False |
463,541 |
80 |
118.13 |
109.65 |
8.48 |
7.6% |
0.59 |
0.5% |
28% |
False |
False |
347,691 |
100 |
118.50 |
109.65 |
8.85 |
7.9% |
0.51 |
0.5% |
27% |
False |
False |
278,208 |
120 |
118.50 |
109.65 |
8.85 |
7.9% |
0.42 |
0.4% |
27% |
False |
False |
231,898 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
116.86 |
2.618 |
115.21 |
1.618 |
114.20 |
1.000 |
113.58 |
0.618 |
113.19 |
HIGH |
112.57 |
0.618 |
112.18 |
0.500 |
112.07 |
0.382 |
111.95 |
LOW |
111.56 |
0.618 |
110.94 |
1.000 |
110.55 |
1.618 |
109.93 |
2.618 |
108.92 |
4.250 |
107.27 |
|
|
Fisher Pivots for day following 11-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
112.07 |
112.07 |
PP |
112.06 |
112.06 |
S1 |
112.06 |
112.06 |
|