Euro Bund Future September 2008
Trading Metrics calculated at close of trading on 15-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2008 |
15-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
111.62 |
112.39 |
0.77 |
0.7% |
111.45 |
High |
112.40 |
112.88 |
0.48 |
0.4% |
112.57 |
Low |
111.57 |
112.24 |
0.67 |
0.6% |
111.42 |
Close |
112.28 |
112.42 |
0.14 |
0.1% |
112.06 |
Range |
0.83 |
0.64 |
-0.19 |
-22.9% |
1.15 |
ATR |
0.82 |
0.80 |
-0.01 |
-1.5% |
0.00 |
Volume |
749,026 |
1,011,418 |
262,392 |
35.0% |
4,553,467 |
|
Daily Pivots for day following 15-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114.43 |
114.07 |
112.77 |
|
R3 |
113.79 |
113.43 |
112.60 |
|
R2 |
113.15 |
113.15 |
112.54 |
|
R1 |
112.79 |
112.79 |
112.48 |
112.97 |
PP |
112.51 |
112.51 |
112.51 |
112.61 |
S1 |
112.15 |
112.15 |
112.36 |
112.33 |
S2 |
111.87 |
111.87 |
112.30 |
|
S3 |
111.23 |
111.51 |
112.24 |
|
S4 |
110.59 |
110.87 |
112.07 |
|
|
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 |
112.88 |
111.56 |
1.32 |
1.2% |
0.76 |
0.7% |
65% |
True |
False |
908,613 |
10 |
112.88 |
109.86 |
3.02 |
2.7% |
0.84 |
0.7% |
85% |
True |
False |
964,389 |
20 |
112.88 |
109.65 |
3.23 |
2.9% |
0.76 |
0.7% |
86% |
True |
False |
905,654 |
40 |
113.91 |
109.65 |
4.26 |
3.8% |
0.73 |
0.6% |
65% |
False |
False |
738,487 |
60 |
115.51 |
109.65 |
5.86 |
5.2% |
0.66 |
0.6% |
47% |
False |
False |
492,873 |
80 |
117.68 |
109.65 |
8.03 |
7.1% |
0.60 |
0.5% |
34% |
False |
False |
369,693 |
100 |
118.50 |
109.65 |
8.85 |
7.9% |
0.52 |
0.5% |
31% |
False |
False |
295,800 |
120 |
118.50 |
109.65 |
8.85 |
7.9% |
0.44 |
0.4% |
31% |
False |
False |
246,563 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
115.60 |
2.618 |
114.56 |
1.618 |
113.92 |
1.000 |
113.52 |
0.618 |
113.28 |
HIGH |
112.88 |
0.618 |
112.64 |
0.500 |
112.56 |
0.382 |
112.48 |
LOW |
112.24 |
0.618 |
111.84 |
1.000 |
111.60 |
1.618 |
111.20 |
2.618 |
110.56 |
4.250 |
109.52 |
|
|
Fisher Pivots for day following 15-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
112.56 |
112.35 |
PP |
112.51 |
112.29 |
S1 |
112.47 |
112.22 |
|