Euro Bund Future September 2008
| Trading Metrics calculated at close of trading on 15-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2008 |
15-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
113.89 |
113.98 |
0.09 |
0.1% |
113.57 |
| High |
114.08 |
114.50 |
0.42 |
0.4% |
114.50 |
| Low |
113.65 |
113.95 |
0.30 |
0.3% |
113.32 |
| Close |
113.95 |
114.20 |
0.25 |
0.2% |
114.20 |
| Range |
0.43 |
0.55 |
0.12 |
27.9% |
1.18 |
| ATR |
0.67 |
0.66 |
-0.01 |
-1.3% |
0.00 |
| Volume |
635,649 |
411,062 |
-224,587 |
-35.3% |
2,835,107 |
|
| Daily Pivots for day following 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.87 |
115.58 |
114.50 |
|
| R3 |
115.32 |
115.03 |
114.35 |
|
| R2 |
114.77 |
114.77 |
114.30 |
|
| R1 |
114.48 |
114.48 |
114.25 |
114.63 |
| PP |
114.22 |
114.22 |
114.22 |
114.29 |
| S1 |
113.93 |
113.93 |
114.15 |
114.08 |
| S2 |
113.67 |
113.67 |
114.10 |
|
| S3 |
113.12 |
113.38 |
114.05 |
|
| S4 |
112.57 |
112.83 |
113.90 |
|
|
| Weekly Pivots for week ending 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.55 |
117.05 |
114.85 |
|
| R3 |
116.37 |
115.87 |
114.52 |
|
| R2 |
115.19 |
115.19 |
114.42 |
|
| R1 |
114.69 |
114.69 |
114.31 |
114.94 |
| PP |
114.01 |
114.01 |
114.01 |
114.13 |
| S1 |
113.51 |
113.51 |
114.09 |
113.76 |
| S2 |
112.83 |
112.83 |
113.98 |
|
| S3 |
111.65 |
112.33 |
113.88 |
|
| S4 |
110.47 |
111.15 |
113.55 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114.50 |
113.32 |
1.18 |
1.0% |
0.47 |
0.4% |
75% |
True |
False |
567,021 |
| 10 |
114.50 |
112.48 |
2.02 |
1.8% |
0.52 |
0.5% |
85% |
True |
False |
655,583 |
| 20 |
114.50 |
109.70 |
4.80 |
4.2% |
0.66 |
0.6% |
94% |
True |
False |
767,736 |
| 40 |
114.50 |
109.70 |
4.80 |
4.2% |
0.73 |
0.6% |
94% |
True |
False |
842,219 |
| 60 |
114.50 |
109.65 |
4.85 |
4.2% |
0.72 |
0.6% |
94% |
True |
False |
794,951 |
| 80 |
115.51 |
109.65 |
5.86 |
5.1% |
0.68 |
0.6% |
78% |
False |
False |
596,849 |
| 100 |
116.42 |
109.65 |
6.77 |
5.9% |
0.62 |
0.5% |
67% |
False |
False |
477,538 |
| 120 |
118.50 |
109.65 |
8.85 |
7.7% |
0.56 |
0.5% |
51% |
False |
False |
397,987 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.84 |
|
2.618 |
115.94 |
|
1.618 |
115.39 |
|
1.000 |
115.05 |
|
0.618 |
114.84 |
|
HIGH |
114.50 |
|
0.618 |
114.29 |
|
0.500 |
114.23 |
|
0.382 |
114.16 |
|
LOW |
113.95 |
|
0.618 |
113.61 |
|
1.000 |
113.40 |
|
1.618 |
113.06 |
|
2.618 |
112.51 |
|
4.250 |
111.61 |
|
|
| Fisher Pivots for day following 15-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114.23 |
114.16 |
| PP |
114.22 |
114.11 |
| S1 |
114.21 |
114.07 |
|