Euro Bund Future September 2008
Trading Metrics calculated at close of trading on 25-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2008 |
25-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
110.16 |
110.98 |
0.82 |
0.7% |
110.75 |
High |
111.02 |
111.53 |
0.51 |
0.5% |
111.53 |
Low |
110.10 |
110.25 |
0.15 |
0.1% |
109.70 |
Close |
110.76 |
110.61 |
-0.15 |
-0.1% |
110.61 |
Range |
0.92 |
1.28 |
0.36 |
39.1% |
1.83 |
ATR |
0.81 |
0.84 |
0.03 |
4.2% |
0.00 |
Volume |
824,155 |
1,102,840 |
278,685 |
33.8% |
4,419,871 |
|
Daily Pivots for day following 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114.64 |
113.90 |
111.31 |
|
R3 |
113.36 |
112.62 |
110.96 |
|
R2 |
112.08 |
112.08 |
110.84 |
|
R1 |
111.34 |
111.34 |
110.73 |
111.07 |
PP |
110.80 |
110.80 |
110.80 |
110.66 |
S1 |
110.06 |
110.06 |
110.49 |
109.79 |
S2 |
109.52 |
109.52 |
110.38 |
|
S3 |
108.24 |
108.78 |
110.26 |
|
S4 |
106.96 |
107.50 |
109.91 |
|
|
Weekly Pivots for week ending 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116.10 |
115.19 |
111.62 |
|
R3 |
114.27 |
113.36 |
111.11 |
|
R2 |
112.44 |
112.44 |
110.95 |
|
R1 |
111.53 |
111.53 |
110.78 |
111.07 |
PP |
110.61 |
110.61 |
110.61 |
110.39 |
S1 |
109.70 |
109.70 |
110.44 |
109.24 |
S2 |
108.78 |
108.78 |
110.27 |
|
S3 |
106.95 |
107.87 |
110.11 |
|
S4 |
105.12 |
106.04 |
109.60 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
111.53 |
109.70 |
1.83 |
1.7% |
0.82 |
0.7% |
50% |
True |
False |
883,974 |
10 |
112.88 |
109.70 |
3.18 |
2.9% |
0.81 |
0.7% |
29% |
False |
False |
900,444 |
20 |
112.88 |
109.70 |
3.18 |
2.9% |
0.84 |
0.8% |
29% |
False |
False |
946,738 |
40 |
113.29 |
109.65 |
3.64 |
3.3% |
0.79 |
0.7% |
26% |
False |
False |
916,004 |
60 |
115.51 |
109.65 |
5.86 |
5.3% |
0.72 |
0.6% |
16% |
False |
False |
613,509 |
80 |
116.33 |
109.65 |
6.68 |
6.0% |
0.65 |
0.6% |
14% |
False |
False |
460,226 |
100 |
118.50 |
109.65 |
8.85 |
8.0% |
0.58 |
0.5% |
11% |
False |
False |
368,228 |
120 |
118.50 |
109.65 |
8.85 |
8.0% |
0.49 |
0.4% |
11% |
False |
False |
306,907 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
116.97 |
2.618 |
114.88 |
1.618 |
113.60 |
1.000 |
112.81 |
0.618 |
112.32 |
HIGH |
111.53 |
0.618 |
111.04 |
0.500 |
110.89 |
0.382 |
110.74 |
LOW |
110.25 |
0.618 |
109.46 |
1.000 |
108.97 |
1.618 |
108.18 |
2.618 |
106.90 |
4.250 |
104.81 |
|
|
Fisher Pivots for day following 25-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
110.89 |
110.62 |
PP |
110.80 |
110.61 |
S1 |
110.70 |
110.61 |
|