Euro Bund Future September 2008
| Trading Metrics calculated at close of trading on 24-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2008 |
24-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
110.00 |
110.16 |
0.16 |
0.1% |
111.62 |
| High |
110.20 |
111.02 |
0.82 |
0.7% |
112.88 |
| Low |
109.70 |
110.10 |
0.40 |
0.4% |
110.60 |
| Close |
109.97 |
110.76 |
0.79 |
0.7% |
110.85 |
| Range |
0.50 |
0.92 |
0.42 |
84.0% |
2.28 |
| ATR |
0.79 |
0.81 |
0.02 |
2.4% |
0.00 |
| Volume |
966,962 |
824,155 |
-142,807 |
-14.8% |
4,584,569 |
|
| Daily Pivots for day following 24-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.39 |
112.99 |
111.27 |
|
| R3 |
112.47 |
112.07 |
111.01 |
|
| R2 |
111.55 |
111.55 |
110.93 |
|
| R1 |
111.15 |
111.15 |
110.84 |
111.35 |
| PP |
110.63 |
110.63 |
110.63 |
110.73 |
| S1 |
110.23 |
110.23 |
110.68 |
110.43 |
| S2 |
109.71 |
109.71 |
110.59 |
|
| S3 |
108.79 |
109.31 |
110.51 |
|
| S4 |
107.87 |
108.39 |
110.25 |
|
|
| 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 |
111.91 |
109.70 |
2.21 |
2.0% |
0.83 |
0.7% |
48% |
False |
False |
879,255 |
| 10 |
112.88 |
109.70 |
3.18 |
2.9% |
0.79 |
0.7% |
33% |
False |
False |
899,887 |
| 20 |
112.88 |
109.70 |
3.18 |
2.9% |
0.83 |
0.7% |
33% |
False |
False |
941,845 |
| 40 |
113.29 |
109.65 |
3.64 |
3.3% |
0.78 |
0.7% |
30% |
False |
False |
889,866 |
| 60 |
115.51 |
109.65 |
5.86 |
5.3% |
0.70 |
0.6% |
19% |
False |
False |
595,129 |
| 80 |
116.33 |
109.65 |
6.68 |
6.0% |
0.63 |
0.6% |
17% |
False |
False |
446,445 |
| 100 |
118.50 |
109.65 |
8.85 |
8.0% |
0.57 |
0.5% |
13% |
False |
False |
357,200 |
| 120 |
118.50 |
109.65 |
8.85 |
8.0% |
0.48 |
0.4% |
13% |
False |
False |
297,716 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.93 |
|
2.618 |
113.43 |
|
1.618 |
112.51 |
|
1.000 |
111.94 |
|
0.618 |
111.59 |
|
HIGH |
111.02 |
|
0.618 |
110.67 |
|
0.500 |
110.56 |
|
0.382 |
110.45 |
|
LOW |
110.10 |
|
0.618 |
109.53 |
|
1.000 |
109.18 |
|
1.618 |
108.61 |
|
2.618 |
107.69 |
|
4.250 |
106.19 |
|
|
| Fisher Pivots for day following 24-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
110.69 |
110.63 |
| PP |
110.63 |
110.49 |
| S1 |
110.56 |
110.36 |
|