Euro Bund Future September 2008
| Trading Metrics calculated at close of trading on 19-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2008 |
19-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
114.30 |
114.48 |
0.18 |
0.2% |
113.57 |
| High |
114.59 |
114.91 |
0.32 |
0.3% |
114.50 |
| Low |
114.23 |
114.17 |
-0.06 |
-0.1% |
113.32 |
| Close |
114.41 |
114.33 |
-0.08 |
-0.1% |
114.20 |
| Range |
0.36 |
0.74 |
0.38 |
105.6% |
1.18 |
| ATR |
0.64 |
0.65 |
0.01 |
1.1% |
0.00 |
| Volume |
472,308 |
757,660 |
285,352 |
60.4% |
2,835,107 |
|
| Daily Pivots for day following 19-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.69 |
116.25 |
114.74 |
|
| R3 |
115.95 |
115.51 |
114.53 |
|
| R2 |
115.21 |
115.21 |
114.47 |
|
| R1 |
114.77 |
114.77 |
114.40 |
114.62 |
| PP |
114.47 |
114.47 |
114.47 |
114.40 |
| S1 |
114.03 |
114.03 |
114.26 |
113.88 |
| S2 |
113.73 |
113.73 |
114.19 |
|
| S3 |
112.99 |
113.29 |
114.13 |
|
| S4 |
112.25 |
112.55 |
113.92 |
|
|
| 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 |
114.91 |
113.63 |
1.28 |
1.1% |
0.52 |
0.5% |
55% |
True |
False |
613,775 |
| 10 |
114.91 |
112.55 |
2.36 |
2.1% |
0.54 |
0.5% |
75% |
True |
False |
651,074 |
| 20 |
114.91 |
109.70 |
5.21 |
4.6% |
0.64 |
0.6% |
89% |
True |
False |
752,938 |
| 40 |
114.91 |
109.70 |
5.21 |
4.6% |
0.72 |
0.6% |
89% |
True |
False |
839,546 |
| 60 |
114.91 |
109.65 |
5.26 |
4.6% |
0.72 |
0.6% |
89% |
True |
False |
815,283 |
| 80 |
115.51 |
109.65 |
5.86 |
5.1% |
0.67 |
0.6% |
80% |
False |
False |
612,213 |
| 100 |
116.42 |
109.65 |
6.77 |
5.9% |
0.62 |
0.5% |
69% |
False |
False |
489,834 |
| 120 |
118.50 |
109.65 |
8.85 |
7.7% |
0.57 |
0.5% |
53% |
False |
False |
408,234 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.06 |
|
2.618 |
116.85 |
|
1.618 |
116.11 |
|
1.000 |
115.65 |
|
0.618 |
115.37 |
|
HIGH |
114.91 |
|
0.618 |
114.63 |
|
0.500 |
114.54 |
|
0.382 |
114.45 |
|
LOW |
114.17 |
|
0.618 |
113.71 |
|
1.000 |
113.43 |
|
1.618 |
112.97 |
|
2.618 |
112.23 |
|
4.250 |
111.03 |
|
|
| Fisher Pivots for day following 19-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114.54 |
114.43 |
| PP |
114.47 |
114.40 |
| S1 |
114.40 |
114.36 |
|