Euro Bund Future September 2008
Trading Metrics calculated at close of trading on 08-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2008 |
08-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
112.82 |
113.50 |
0.68 |
0.6% |
112.61 |
High |
113.60 |
113.80 |
0.20 |
0.2% |
113.80 |
Low |
112.77 |
113.40 |
0.63 |
0.6% |
112.48 |
Close |
113.48 |
113.58 |
0.10 |
0.1% |
113.58 |
Range |
0.83 |
0.40 |
-0.43 |
-51.8% |
1.32 |
ATR |
0.77 |
0.74 |
-0.03 |
-3.4% |
0.00 |
Volume |
850,148 |
755,888 |
-94,260 |
-11.1% |
3,720,731 |
|
Daily Pivots for day following 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114.79 |
114.59 |
113.80 |
|
R3 |
114.39 |
114.19 |
113.69 |
|
R2 |
113.99 |
113.99 |
113.65 |
|
R1 |
113.79 |
113.79 |
113.62 |
113.89 |
PP |
113.59 |
113.59 |
113.59 |
113.65 |
S1 |
113.39 |
113.39 |
113.54 |
113.49 |
S2 |
113.19 |
113.19 |
113.51 |
|
S3 |
112.79 |
112.99 |
113.47 |
|
S4 |
112.39 |
112.59 |
113.36 |
|
|
Weekly Pivots for week ending 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117.25 |
116.73 |
114.31 |
|
R3 |
115.93 |
115.41 |
113.94 |
|
R2 |
114.61 |
114.61 |
113.82 |
|
R1 |
114.09 |
114.09 |
113.70 |
114.35 |
PP |
113.29 |
113.29 |
113.29 |
113.42 |
S1 |
112.77 |
112.77 |
113.46 |
113.03 |
S2 |
111.97 |
111.97 |
113.34 |
|
S3 |
110.65 |
111.45 |
113.22 |
|
S4 |
109.33 |
110.13 |
112.85 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
113.80 |
112.48 |
1.32 |
1.2% |
0.58 |
0.5% |
83% |
True |
False |
744,146 |
10 |
113.80 |
110.41 |
3.39 |
3.0% |
0.67 |
0.6% |
94% |
True |
False |
809,974 |
20 |
113.80 |
109.70 |
4.10 |
3.6% |
0.74 |
0.7% |
95% |
True |
False |
855,209 |
40 |
113.80 |
109.65 |
4.15 |
3.7% |
0.74 |
0.7% |
95% |
True |
False |
882,529 |
60 |
113.94 |
109.65 |
4.29 |
3.8% |
0.72 |
0.6% |
92% |
False |
False |
748,145 |
80 |
115.51 |
109.65 |
5.86 |
5.2% |
0.68 |
0.6% |
67% |
False |
False |
561,458 |
100 |
118.13 |
109.65 |
8.48 |
7.5% |
0.62 |
0.5% |
46% |
False |
False |
449,195 |
120 |
118.50 |
109.65 |
8.85 |
7.8% |
0.55 |
0.5% |
44% |
False |
False |
374,375 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
115.50 |
2.618 |
114.85 |
1.618 |
114.45 |
1.000 |
114.20 |
0.618 |
114.05 |
HIGH |
113.80 |
0.618 |
113.65 |
0.500 |
113.60 |
0.382 |
113.55 |
LOW |
113.40 |
0.618 |
113.15 |
1.000 |
113.00 |
1.618 |
112.75 |
2.618 |
112.35 |
4.250 |
111.70 |
|
|
Fisher Pivots for day following 08-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
113.60 |
113.45 |
PP |
113.59 |
113.31 |
S1 |
113.59 |
113.18 |
|