Euro Bund Future September 2008
| Trading Metrics calculated at close of trading on 20-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2008 |
20-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
114.48 |
114.31 |
-0.17 |
-0.1% |
113.57 |
| High |
114.91 |
114.94 |
0.03 |
0.0% |
114.50 |
| Low |
114.17 |
113.96 |
-0.21 |
-0.2% |
113.32 |
| Close |
114.33 |
114.54 |
0.21 |
0.2% |
114.20 |
| Range |
0.74 |
0.98 |
0.24 |
32.4% |
1.18 |
| ATR |
0.65 |
0.67 |
0.02 |
3.6% |
0.00 |
| Volume |
757,660 |
797,057 |
39,397 |
5.2% |
2,835,107 |
|
| Daily Pivots for day following 20-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.42 |
116.96 |
115.08 |
|
| R3 |
116.44 |
115.98 |
114.81 |
|
| R2 |
115.46 |
115.46 |
114.72 |
|
| R1 |
115.00 |
115.00 |
114.63 |
115.23 |
| PP |
114.48 |
114.48 |
114.48 |
114.60 |
| S1 |
114.02 |
114.02 |
114.45 |
114.25 |
| S2 |
113.50 |
113.50 |
114.36 |
|
| S3 |
112.52 |
113.04 |
114.27 |
|
| S4 |
111.54 |
112.06 |
114.00 |
|
|
| 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 |
114.94 |
113.65 |
1.29 |
1.1% |
0.61 |
0.5% |
69% |
True |
False |
614,747 |
| 10 |
114.94 |
112.77 |
2.17 |
1.9% |
0.56 |
0.5% |
82% |
True |
False |
646,816 |
| 20 |
114.94 |
110.10 |
4.84 |
4.2% |
0.67 |
0.6% |
92% |
True |
False |
744,443 |
| 40 |
114.94 |
109.70 |
5.24 |
4.6% |
0.73 |
0.6% |
92% |
True |
False |
838,951 |
| 60 |
114.94 |
109.65 |
5.29 |
4.6% |
0.73 |
0.6% |
92% |
True |
False |
828,264 |
| 80 |
115.51 |
109.65 |
5.86 |
5.1% |
0.68 |
0.6% |
83% |
False |
False |
622,160 |
| 100 |
116.33 |
109.65 |
6.68 |
5.8% |
0.63 |
0.5% |
73% |
False |
False |
497,803 |
| 120 |
118.50 |
109.65 |
8.85 |
7.7% |
0.58 |
0.5% |
55% |
False |
False |
414,874 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119.11 |
|
2.618 |
117.51 |
|
1.618 |
116.53 |
|
1.000 |
115.92 |
|
0.618 |
115.55 |
|
HIGH |
114.94 |
|
0.618 |
114.57 |
|
0.500 |
114.45 |
|
0.382 |
114.33 |
|
LOW |
113.96 |
|
0.618 |
113.35 |
|
1.000 |
112.98 |
|
1.618 |
112.37 |
|
2.618 |
111.39 |
|
4.250 |
109.80 |
|
|
| Fisher Pivots for day following 20-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114.51 |
114.51 |
| PP |
114.48 |
114.48 |
| S1 |
114.45 |
114.45 |
|