Euro Bund Future September 2008
| Trading Metrics calculated at close of trading on 18-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2008 |
18-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
113.98 |
114.30 |
0.32 |
0.3% |
113.57 |
| High |
114.50 |
114.59 |
0.09 |
0.1% |
114.50 |
| Low |
113.95 |
114.23 |
0.28 |
0.2% |
113.32 |
| Close |
114.20 |
114.41 |
0.21 |
0.2% |
114.20 |
| Range |
0.55 |
0.36 |
-0.19 |
-34.5% |
1.18 |
| ATR |
0.66 |
0.64 |
-0.02 |
-2.9% |
0.00 |
| Volume |
411,062 |
472,308 |
61,246 |
14.9% |
2,835,107 |
|
| Daily Pivots for day following 18-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.49 |
115.31 |
114.61 |
|
| R3 |
115.13 |
114.95 |
114.51 |
|
| R2 |
114.77 |
114.77 |
114.48 |
|
| R1 |
114.59 |
114.59 |
114.44 |
114.68 |
| PP |
114.41 |
114.41 |
114.41 |
114.46 |
| S1 |
114.23 |
114.23 |
114.38 |
114.32 |
| S2 |
114.05 |
114.05 |
114.34 |
|
| S3 |
113.69 |
113.87 |
114.31 |
|
| S4 |
113.33 |
113.51 |
114.21 |
|
|
| 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 |
114.59 |
113.52 |
1.07 |
0.9% |
0.47 |
0.4% |
83% |
True |
False |
586,301 |
| 10 |
114.59 |
112.55 |
2.04 |
1.8% |
0.51 |
0.4% |
91% |
True |
False |
635,887 |
| 20 |
114.59 |
109.70 |
4.89 |
4.3% |
0.64 |
0.6% |
96% |
True |
False |
752,693 |
| 40 |
114.59 |
109.70 |
4.89 |
4.3% |
0.72 |
0.6% |
96% |
True |
False |
837,151 |
| 60 |
114.59 |
109.65 |
4.94 |
4.3% |
0.72 |
0.6% |
96% |
True |
False |
802,690 |
| 80 |
115.51 |
109.65 |
5.86 |
5.1% |
0.67 |
0.6% |
81% |
False |
False |
602,744 |
| 100 |
116.42 |
109.65 |
6.77 |
5.9% |
0.63 |
0.5% |
70% |
False |
False |
482,258 |
| 120 |
118.50 |
109.65 |
8.85 |
7.7% |
0.57 |
0.5% |
54% |
False |
False |
401,922 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.12 |
|
2.618 |
115.53 |
|
1.618 |
115.17 |
|
1.000 |
114.95 |
|
0.618 |
114.81 |
|
HIGH |
114.59 |
|
0.618 |
114.45 |
|
0.500 |
114.41 |
|
0.382 |
114.37 |
|
LOW |
114.23 |
|
0.618 |
114.01 |
|
1.000 |
113.87 |
|
1.618 |
113.65 |
|
2.618 |
113.29 |
|
4.250 |
112.70 |
|
|
| Fisher Pivots for day following 18-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114.41 |
114.31 |
| PP |
114.41 |
114.22 |
| S1 |
114.41 |
114.12 |
|