Euro Bund Future September 2008
| Trading Metrics calculated at close of trading on 25-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2008 |
25-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
114.10 |
114.10 |
0.00 |
0.0% |
114.30 |
| High |
114.28 |
114.28 |
0.00 |
0.0% |
114.94 |
| Low |
113.50 |
113.50 |
0.00 |
0.0% |
113.50 |
| Close |
113.86 |
113.86 |
0.00 |
0.0% |
113.86 |
| Range |
0.78 |
0.78 |
0.00 |
0.0% |
1.44 |
| ATR |
0.69 |
0.69 |
0.01 |
1.0% |
0.00 |
| Volume |
754,827 |
0 |
-754,827 |
-100.0% |
3,590,599 |
|
| Daily Pivots for day following 25-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.22 |
115.82 |
114.29 |
|
| R3 |
115.44 |
115.04 |
114.07 |
|
| R2 |
114.66 |
114.66 |
114.00 |
|
| R1 |
114.26 |
114.26 |
113.93 |
114.07 |
| PP |
113.88 |
113.88 |
113.88 |
113.79 |
| S1 |
113.48 |
113.48 |
113.79 |
113.29 |
| S2 |
113.10 |
113.10 |
113.72 |
|
| S3 |
112.32 |
112.70 |
113.65 |
|
| S4 |
111.54 |
111.92 |
113.43 |
|
|
| Weekly Pivots for week ending 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.42 |
117.58 |
114.65 |
|
| R3 |
116.98 |
116.14 |
114.26 |
|
| R2 |
115.54 |
115.54 |
114.12 |
|
| R1 |
114.70 |
114.70 |
113.99 |
114.40 |
| PP |
114.10 |
114.10 |
114.10 |
113.95 |
| S1 |
113.26 |
113.26 |
113.73 |
112.96 |
| S2 |
112.66 |
112.66 |
113.60 |
|
| S3 |
111.22 |
111.82 |
113.46 |
|
| S4 |
109.78 |
110.38 |
113.07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114.94 |
113.50 |
1.44 |
1.3% |
0.81 |
0.7% |
25% |
False |
True |
623,658 |
| 10 |
114.94 |
113.50 |
1.44 |
1.3% |
0.64 |
0.6% |
25% |
False |
True |
604,979 |
| 20 |
114.94 |
110.99 |
3.95 |
3.5% |
0.63 |
0.6% |
73% |
False |
False |
694,738 |
| 40 |
114.94 |
109.70 |
5.24 |
4.6% |
0.75 |
0.7% |
79% |
False |
False |
813,124 |
| 60 |
114.94 |
109.65 |
5.29 |
4.6% |
0.74 |
0.7% |
80% |
False |
False |
851,210 |
| 80 |
115.51 |
109.65 |
5.86 |
5.1% |
0.69 |
0.6% |
72% |
False |
False |
641,666 |
| 100 |
116.33 |
109.65 |
6.68 |
5.9% |
0.65 |
0.6% |
63% |
False |
False |
513,432 |
| 120 |
118.50 |
109.65 |
8.85 |
7.8% |
0.60 |
0.5% |
48% |
False |
False |
427,900 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.60 |
|
2.618 |
116.32 |
|
1.618 |
115.54 |
|
1.000 |
115.06 |
|
0.618 |
114.76 |
|
HIGH |
114.28 |
|
0.618 |
113.98 |
|
0.500 |
113.89 |
|
0.382 |
113.80 |
|
LOW |
113.50 |
|
0.618 |
113.02 |
|
1.000 |
112.72 |
|
1.618 |
112.24 |
|
2.618 |
111.46 |
|
4.250 |
110.19 |
|
|
| Fisher Pivots for day following 25-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113.89 |
114.16 |
| PP |
113.88 |
114.06 |
| S1 |
113.87 |
113.96 |
|