Euro Bund Future September 2008
| Trading Metrics calculated at close of trading on 26-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2008 |
26-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
114.10 |
114.60 |
0.50 |
0.4% |
114.30 |
| High |
114.28 |
114.96 |
0.68 |
0.6% |
114.94 |
| Low |
113.50 |
114.46 |
0.96 |
0.8% |
113.50 |
| Close |
113.86 |
114.65 |
0.79 |
0.7% |
113.86 |
| Range |
0.78 |
0.50 |
-0.28 |
-35.9% |
1.44 |
| ATR |
0.69 |
0.72 |
0.03 |
4.2% |
0.00 |
| Volume |
0 |
744,617 |
744,617 |
|
3,590,599 |
|
| Daily Pivots for day following 26-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.19 |
115.92 |
114.93 |
|
| R3 |
115.69 |
115.42 |
114.79 |
|
| R2 |
115.19 |
115.19 |
114.74 |
|
| R1 |
114.92 |
114.92 |
114.70 |
115.06 |
| PP |
114.69 |
114.69 |
114.69 |
114.76 |
| S1 |
114.42 |
114.42 |
114.60 |
114.56 |
| S2 |
114.19 |
114.19 |
114.56 |
|
| S3 |
113.69 |
113.92 |
114.51 |
|
| S4 |
113.19 |
113.42 |
114.38 |
|
|
| 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 |
114.96 |
113.50 |
1.46 |
1.3% |
0.77 |
0.7% |
79% |
True |
False |
621,049 |
| 10 |
114.96 |
113.50 |
1.46 |
1.3% |
0.65 |
0.6% |
79% |
True |
False |
617,412 |
| 20 |
114.96 |
111.54 |
3.42 |
3.0% |
0.62 |
0.5% |
91% |
True |
False |
684,907 |
| 40 |
114.96 |
109.70 |
5.26 |
4.6% |
0.72 |
0.6% |
94% |
True |
False |
803,949 |
| 60 |
114.96 |
109.65 |
5.31 |
4.6% |
0.74 |
0.6% |
94% |
True |
False |
859,581 |
| 80 |
115.51 |
109.65 |
5.86 |
5.1% |
0.70 |
0.6% |
85% |
False |
False |
650,973 |
| 100 |
116.33 |
109.65 |
6.68 |
5.8% |
0.65 |
0.6% |
75% |
False |
False |
520,877 |
| 120 |
118.50 |
109.65 |
8.85 |
7.7% |
0.60 |
0.5% |
56% |
False |
False |
434,105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.09 |
|
2.618 |
116.27 |
|
1.618 |
115.77 |
|
1.000 |
115.46 |
|
0.618 |
115.27 |
|
HIGH |
114.96 |
|
0.618 |
114.77 |
|
0.500 |
114.71 |
|
0.382 |
114.65 |
|
LOW |
114.46 |
|
0.618 |
114.15 |
|
1.000 |
113.96 |
|
1.618 |
113.65 |
|
2.618 |
113.15 |
|
4.250 |
112.34 |
|
|
| Fisher Pivots for day following 26-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114.71 |
114.51 |
| PP |
114.69 |
114.37 |
| S1 |
114.67 |
114.23 |
|