Euro Bund Future September 2008
| Trading Metrics calculated at close of trading on 04-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2008 |
04-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
114.52 |
114.28 |
-0.24 |
-0.2% |
114.10 |
| High |
114.82 |
115.23 |
0.41 |
0.4% |
114.96 |
| Low |
114.17 |
113.92 |
-0.25 |
-0.2% |
113.50 |
| Close |
114.41 |
114.97 |
0.56 |
0.5% |
114.16 |
| Range |
0.65 |
1.31 |
0.66 |
101.5% |
1.46 |
| ATR |
0.73 |
0.78 |
0.04 |
5.6% |
0.00 |
| Volume |
1,467,318 |
1,859,844 |
392,526 |
26.8% |
3,399,233 |
|
| Daily Pivots for day following 04-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.64 |
118.11 |
115.69 |
|
| R3 |
117.33 |
116.80 |
115.33 |
|
| R2 |
116.02 |
116.02 |
115.21 |
|
| R1 |
115.49 |
115.49 |
115.09 |
115.76 |
| PP |
114.71 |
114.71 |
114.71 |
114.84 |
| S1 |
114.18 |
114.18 |
114.85 |
114.45 |
| S2 |
113.40 |
113.40 |
114.73 |
|
| S3 |
112.09 |
112.87 |
114.61 |
|
| S4 |
110.78 |
111.56 |
114.25 |
|
|
| 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 |
115.23 |
113.56 |
1.67 |
1.5% |
0.83 |
0.7% |
84% |
True |
False |
1,187,321 |
| 10 |
115.23 |
113.50 |
1.73 |
1.5% |
0.79 |
0.7% |
85% |
True |
False |
928,000 |
| 20 |
115.23 |
113.32 |
1.91 |
1.7% |
0.68 |
0.6% |
86% |
True |
False |
785,338 |
| 40 |
115.23 |
109.70 |
5.53 |
4.8% |
0.72 |
0.6% |
95% |
True |
False |
828,808 |
| 60 |
115.23 |
109.65 |
5.58 |
4.9% |
0.73 |
0.6% |
95% |
True |
False |
854,107 |
| 80 |
115.23 |
109.65 |
5.58 |
4.9% |
0.72 |
0.6% |
95% |
True |
False |
748,037 |
| 100 |
115.65 |
109.65 |
6.00 |
5.2% |
0.68 |
0.6% |
89% |
False |
False |
598,677 |
| 120 |
118.50 |
109.65 |
8.85 |
7.7% |
0.63 |
0.5% |
60% |
False |
False |
498,921 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120.80 |
|
2.618 |
118.66 |
|
1.618 |
117.35 |
|
1.000 |
116.54 |
|
0.618 |
116.04 |
|
HIGH |
115.23 |
|
0.618 |
114.73 |
|
0.500 |
114.58 |
|
0.382 |
114.42 |
|
LOW |
113.92 |
|
0.618 |
113.11 |
|
1.000 |
112.61 |
|
1.618 |
111.80 |
|
2.618 |
110.49 |
|
4.250 |
108.35 |
|
|
| Fisher Pivots for day following 04-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114.84 |
114.78 |
| PP |
114.71 |
114.59 |
| S1 |
114.58 |
114.40 |
|