Euro Bund Future September 2008
| Trading Metrics calculated at close of trading on 05-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2008 |
05-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
114.28 |
115.27 |
0.99 |
0.9% |
114.17 |
| High |
115.23 |
115.85 |
0.62 |
0.5% |
115.85 |
| Low |
113.92 |
115.03 |
1.11 |
1.0% |
113.56 |
| Close |
114.97 |
115.66 |
0.69 |
0.6% |
115.66 |
| Range |
1.31 |
0.82 |
-0.49 |
-37.4% |
2.29 |
| ATR |
0.78 |
0.78 |
0.01 |
1.0% |
0.00 |
| Volume |
1,859,844 |
796,315 |
-1,063,529 |
-57.2% |
5,922,256 |
|
| Daily Pivots for day following 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.97 |
117.64 |
116.11 |
|
| R3 |
117.15 |
116.82 |
115.89 |
|
| R2 |
116.33 |
116.33 |
115.81 |
|
| R1 |
116.00 |
116.00 |
115.74 |
116.17 |
| PP |
115.51 |
115.51 |
115.51 |
115.60 |
| S1 |
115.18 |
115.18 |
115.58 |
115.35 |
| S2 |
114.69 |
114.69 |
115.51 |
|
| S3 |
113.87 |
114.36 |
115.43 |
|
| S4 |
113.05 |
113.54 |
115.21 |
|
|
| Weekly Pivots for week ending 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.89 |
121.07 |
116.92 |
|
| R3 |
119.60 |
118.78 |
116.29 |
|
| R2 |
117.31 |
117.31 |
116.08 |
|
| R1 |
116.49 |
116.49 |
115.87 |
116.90 |
| PP |
115.02 |
115.02 |
115.02 |
115.23 |
| S1 |
114.20 |
114.20 |
115.45 |
114.61 |
| S2 |
112.73 |
112.73 |
115.24 |
|
| S3 |
110.44 |
111.91 |
115.03 |
|
| S4 |
108.15 |
109.62 |
114.40 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115.85 |
113.56 |
2.29 |
2.0% |
0.86 |
0.7% |
92% |
True |
False |
1,184,451 |
| 10 |
115.85 |
113.50 |
2.35 |
2.0% |
0.80 |
0.7% |
92% |
True |
False |
932,148 |
| 20 |
115.85 |
113.32 |
2.53 |
2.2% |
0.70 |
0.6% |
92% |
True |
False |
787,359 |
| 40 |
115.85 |
109.70 |
6.15 |
5.3% |
0.72 |
0.6% |
97% |
True |
False |
821,284 |
| 60 |
115.85 |
109.65 |
6.20 |
5.4% |
0.73 |
0.6% |
97% |
True |
False |
850,806 |
| 80 |
115.85 |
109.65 |
6.20 |
5.4% |
0.72 |
0.6% |
97% |
True |
False |
757,948 |
| 100 |
115.85 |
109.65 |
6.20 |
5.4% |
0.68 |
0.6% |
97% |
True |
False |
606,638 |
| 120 |
118.13 |
109.65 |
8.48 |
7.3% |
0.64 |
0.5% |
71% |
False |
False |
505,555 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119.34 |
|
2.618 |
118.00 |
|
1.618 |
117.18 |
|
1.000 |
116.67 |
|
0.618 |
116.36 |
|
HIGH |
115.85 |
|
0.618 |
115.54 |
|
0.500 |
115.44 |
|
0.382 |
115.34 |
|
LOW |
115.03 |
|
0.618 |
114.52 |
|
1.000 |
114.21 |
|
1.618 |
113.70 |
|
2.618 |
112.88 |
|
4.250 |
111.55 |
|
|
| Fisher Pivots for day following 05-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115.59 |
115.40 |
| PP |
115.51 |
115.14 |
| S1 |
115.44 |
114.89 |
|