Euro Bund Future September 2008
| Trading Metrics calculated at close of trading on 29-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2008 |
29-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
114.35 |
114.42 |
0.07 |
0.1% |
114.10 |
| High |
114.59 |
114.54 |
-0.05 |
0.0% |
114.96 |
| Low |
113.80 |
113.90 |
0.10 |
0.1% |
113.50 |
| Close |
114.15 |
114.16 |
0.01 |
0.0% |
114.16 |
| Range |
0.79 |
0.64 |
-0.15 |
-19.0% |
1.46 |
| ATR |
0.74 |
0.74 |
-0.01 |
-1.0% |
0.00 |
| Volume |
926,326 |
810,665 |
-115,661 |
-12.5% |
3,399,233 |
|
| Daily Pivots for day following 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.12 |
115.78 |
114.51 |
|
| R3 |
115.48 |
115.14 |
114.34 |
|
| R2 |
114.84 |
114.84 |
114.28 |
|
| R1 |
114.50 |
114.50 |
114.22 |
114.35 |
| PP |
114.20 |
114.20 |
114.20 |
114.13 |
| S1 |
113.86 |
113.86 |
114.10 |
113.71 |
| S2 |
113.56 |
113.56 |
114.04 |
|
| S3 |
112.92 |
113.22 |
113.98 |
|
| S4 |
112.28 |
112.58 |
113.81 |
|
|
| Weekly Pivots for week ending 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.59 |
117.83 |
114.96 |
|
| R3 |
117.13 |
116.37 |
114.56 |
|
| R2 |
115.67 |
115.67 |
114.43 |
|
| R1 |
114.91 |
114.91 |
114.29 |
115.29 |
| PP |
114.21 |
114.21 |
114.21 |
114.40 |
| S1 |
113.45 |
113.45 |
114.03 |
113.83 |
| S2 |
112.75 |
112.75 |
113.89 |
|
| S3 |
111.29 |
111.99 |
113.76 |
|
| S4 |
109.83 |
110.53 |
113.36 |
|
|
| 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% |
0.73 |
0.6% |
45% |
False |
False |
679,846 |
| 10 |
114.96 |
113.50 |
1.46 |
1.3% |
0.73 |
0.6% |
45% |
False |
False |
698,983 |
| 20 |
114.96 |
112.48 |
2.48 |
2.2% |
0.63 |
0.5% |
68% |
False |
False |
677,283 |
| 40 |
114.96 |
109.70 |
5.26 |
4.6% |
0.71 |
0.6% |
85% |
False |
False |
787,064 |
| 60 |
114.96 |
109.65 |
5.31 |
4.7% |
0.74 |
0.6% |
85% |
False |
False |
852,009 |
| 80 |
115.51 |
109.65 |
5.86 |
5.1% |
0.70 |
0.6% |
77% |
False |
False |
684,083 |
| 100 |
116.33 |
109.65 |
6.68 |
5.9% |
0.66 |
0.6% |
68% |
False |
False |
547,421 |
| 120 |
118.50 |
109.65 |
8.85 |
7.8% |
0.61 |
0.5% |
51% |
False |
False |
456,213 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.26 |
|
2.618 |
116.22 |
|
1.618 |
115.58 |
|
1.000 |
115.18 |
|
0.618 |
114.94 |
|
HIGH |
114.54 |
|
0.618 |
114.30 |
|
0.500 |
114.22 |
|
0.382 |
114.14 |
|
LOW |
113.90 |
|
0.618 |
113.50 |
|
1.000 |
113.26 |
|
1.618 |
112.86 |
|
2.618 |
112.22 |
|
4.250 |
111.18 |
|
|
| Fisher Pivots for day following 29-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114.22 |
114.34 |
| PP |
114.20 |
114.28 |
| S1 |
114.18 |
114.22 |
|