Euro Bund Future September 2008
| Trading Metrics calculated at close of trading on 13-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2008 |
13-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
113.55 |
113.80 |
0.25 |
0.2% |
112.61 |
| High |
113.97 |
114.17 |
0.20 |
0.2% |
113.80 |
| Low |
113.52 |
113.63 |
0.11 |
0.1% |
112.48 |
| Close |
113.80 |
114.03 |
0.23 |
0.2% |
113.58 |
| Range |
0.45 |
0.54 |
0.09 |
20.0% |
1.32 |
| ATR |
0.70 |
0.69 |
-0.01 |
-1.6% |
0.00 |
| Volume |
620,290 |
792,198 |
171,908 |
27.7% |
3,720,731 |
|
| Daily Pivots for day following 13-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.56 |
115.34 |
114.33 |
|
| R3 |
115.02 |
114.80 |
114.18 |
|
| R2 |
114.48 |
114.48 |
114.13 |
|
| R1 |
114.26 |
114.26 |
114.08 |
114.37 |
| PP |
113.94 |
113.94 |
113.94 |
114.00 |
| S1 |
113.72 |
113.72 |
113.98 |
113.83 |
| S2 |
113.40 |
113.40 |
113.93 |
|
| S3 |
112.86 |
113.18 |
113.88 |
|
| S4 |
112.32 |
112.64 |
113.73 |
|
|
| 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 |
114.17 |
112.77 |
1.40 |
1.2% |
0.52 |
0.5% |
90% |
True |
False |
678,886 |
| 10 |
114.17 |
111.77 |
2.40 |
2.1% |
0.57 |
0.5% |
94% |
True |
False |
741,579 |
| 20 |
114.17 |
109.70 |
4.47 |
3.9% |
0.70 |
0.6% |
97% |
True |
False |
812,287 |
| 40 |
114.17 |
109.65 |
4.52 |
4.0% |
0.74 |
0.6% |
97% |
True |
False |
861,169 |
| 60 |
114.17 |
109.65 |
4.52 |
4.0% |
0.73 |
0.6% |
97% |
True |
False |
777,794 |
| 80 |
115.51 |
109.65 |
5.86 |
5.1% |
0.67 |
0.6% |
75% |
False |
False |
583,804 |
| 100 |
117.25 |
109.65 |
7.60 |
6.7% |
0.63 |
0.6% |
58% |
False |
False |
467,075 |
| 120 |
118.50 |
109.65 |
8.85 |
7.8% |
0.56 |
0.5% |
49% |
False |
False |
389,266 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.47 |
|
2.618 |
115.58 |
|
1.618 |
115.04 |
|
1.000 |
114.71 |
|
0.618 |
114.50 |
|
HIGH |
114.17 |
|
0.618 |
113.96 |
|
0.500 |
113.90 |
|
0.382 |
113.84 |
|
LOW |
113.63 |
|
0.618 |
113.30 |
|
1.000 |
113.09 |
|
1.618 |
112.76 |
|
2.618 |
112.22 |
|
4.250 |
111.34 |
|
|
| Fisher Pivots for day following 13-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113.99 |
113.94 |
| PP |
113.94 |
113.84 |
| S1 |
113.90 |
113.75 |
|