Euro Bund Future September 2008
| Trading Metrics calculated at close of trading on 22-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2008 |
22-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
110.75 |
110.32 |
-0.43 |
-0.4% |
111.62 |
| High |
110.95 |
110.64 |
-0.31 |
-0.3% |
112.88 |
| Low |
110.14 |
110.04 |
-0.10 |
-0.1% |
110.60 |
| Close |
110.20 |
110.21 |
0.01 |
0.0% |
110.85 |
| Range |
0.81 |
0.60 |
-0.21 |
-25.9% |
2.28 |
| ATR |
0.82 |
0.81 |
-0.02 |
-1.9% |
0.00 |
| Volume |
773,157 |
752,757 |
-20,400 |
-2.6% |
4,584,569 |
|
| Daily Pivots for day following 22-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.10 |
111.75 |
110.54 |
|
| R3 |
111.50 |
111.15 |
110.38 |
|
| R2 |
110.90 |
110.90 |
110.32 |
|
| R1 |
110.55 |
110.55 |
110.27 |
110.43 |
| PP |
110.30 |
110.30 |
110.30 |
110.23 |
| S1 |
109.95 |
109.95 |
110.16 |
109.83 |
| S2 |
109.70 |
109.70 |
110.10 |
|
| S3 |
109.10 |
109.35 |
110.05 |
|
| S4 |
108.50 |
108.75 |
109.88 |
|
|
| Weekly Pivots for week ending 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.28 |
116.85 |
112.10 |
|
| R3 |
116.00 |
114.57 |
111.48 |
|
| R2 |
113.72 |
113.72 |
111.27 |
|
| R1 |
112.29 |
112.29 |
111.06 |
111.87 |
| PP |
111.44 |
111.44 |
111.44 |
111.23 |
| S1 |
110.01 |
110.01 |
110.64 |
109.59 |
| S2 |
109.16 |
109.16 |
110.43 |
|
| S3 |
106.88 |
107.73 |
110.22 |
|
| S4 |
104.60 |
105.45 |
109.60 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
112.76 |
110.04 |
2.72 |
2.5% |
0.79 |
0.7% |
6% |
False |
True |
870,007 |
| 10 |
112.88 |
110.04 |
2.84 |
2.6% |
0.77 |
0.7% |
6% |
False |
True |
889,310 |
| 20 |
112.88 |
109.86 |
3.02 |
2.7% |
0.81 |
0.7% |
12% |
False |
False |
926,154 |
| 40 |
113.29 |
109.65 |
3.64 |
3.3% |
0.76 |
0.7% |
15% |
False |
False |
846,455 |
| 60 |
115.51 |
109.65 |
5.86 |
5.3% |
0.69 |
0.6% |
10% |
False |
False |
565,305 |
| 80 |
116.42 |
109.65 |
6.77 |
6.1% |
0.61 |
0.6% |
8% |
False |
False |
424,057 |
| 100 |
118.50 |
109.65 |
8.85 |
8.0% |
0.56 |
0.5% |
6% |
False |
False |
339,293 |
| 120 |
118.50 |
109.65 |
8.85 |
8.0% |
0.47 |
0.4% |
6% |
False |
False |
282,800 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.19 |
|
2.618 |
112.21 |
|
1.618 |
111.61 |
|
1.000 |
111.24 |
|
0.618 |
111.01 |
|
HIGH |
110.64 |
|
0.618 |
110.41 |
|
0.500 |
110.34 |
|
0.382 |
110.27 |
|
LOW |
110.04 |
|
0.618 |
109.67 |
|
1.000 |
109.44 |
|
1.618 |
109.07 |
|
2.618 |
108.47 |
|
4.250 |
107.49 |
|
|
| Fisher Pivots for day following 22-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
110.34 |
110.98 |
| PP |
110.30 |
110.72 |
| S1 |
110.25 |
110.47 |
|