Euro Bund Future September 2008
| Trading Metrics calculated at close of trading on 28-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2008 |
28-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
114.77 |
114.35 |
-0.42 |
-0.4% |
114.30 |
| High |
114.87 |
114.59 |
-0.28 |
-0.2% |
114.94 |
| Low |
113.93 |
113.80 |
-0.13 |
-0.1% |
113.50 |
| Close |
114.11 |
114.15 |
0.04 |
0.0% |
113.86 |
| Range |
0.94 |
0.79 |
-0.15 |
-16.0% |
1.44 |
| ATR |
0.74 |
0.74 |
0.00 |
0.5% |
0.00 |
| Volume |
917,625 |
926,326 |
8,701 |
0.9% |
3,590,599 |
|
| Daily Pivots for day following 28-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.55 |
116.14 |
114.58 |
|
| R3 |
115.76 |
115.35 |
114.37 |
|
| R2 |
114.97 |
114.97 |
114.29 |
|
| R1 |
114.56 |
114.56 |
114.22 |
114.37 |
| PP |
114.18 |
114.18 |
114.18 |
114.09 |
| S1 |
113.77 |
113.77 |
114.08 |
113.58 |
| S2 |
113.39 |
113.39 |
114.01 |
|
| S3 |
112.60 |
112.98 |
113.93 |
|
| S4 |
111.81 |
112.19 |
113.72 |
|
|
| 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% |
0.76 |
0.7% |
45% |
False |
False |
668,679 |
| 10 |
114.96 |
113.50 |
1.46 |
1.3% |
0.72 |
0.6% |
45% |
False |
False |
659,022 |
| 20 |
114.96 |
112.29 |
2.67 |
2.3% |
0.62 |
0.5% |
70% |
False |
False |
680,371 |
| 40 |
114.96 |
109.70 |
5.26 |
4.6% |
0.73 |
0.6% |
85% |
False |
False |
796,404 |
| 60 |
114.96 |
109.65 |
5.31 |
4.7% |
0.74 |
0.7% |
85% |
False |
False |
861,102 |
| 80 |
115.51 |
109.65 |
5.86 |
5.1% |
0.71 |
0.6% |
77% |
False |
False |
673,984 |
| 100 |
116.33 |
109.65 |
6.68 |
5.9% |
0.66 |
0.6% |
67% |
False |
False |
539,315 |
| 120 |
118.50 |
109.65 |
8.85 |
7.8% |
0.61 |
0.5% |
51% |
False |
False |
449,465 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.95 |
|
2.618 |
116.66 |
|
1.618 |
115.87 |
|
1.000 |
115.38 |
|
0.618 |
115.08 |
|
HIGH |
114.59 |
|
0.618 |
114.29 |
|
0.500 |
114.20 |
|
0.382 |
114.10 |
|
LOW |
113.80 |
|
0.618 |
113.31 |
|
1.000 |
113.01 |
|
1.618 |
112.52 |
|
2.618 |
111.73 |
|
4.250 |
110.44 |
|
|
| Fisher Pivots for day following 28-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114.20 |
114.38 |
| PP |
114.18 |
114.30 |
| S1 |
114.17 |
114.23 |
|