Euro Bund Future September 2008
| Trading Metrics calculated at close of trading on 08-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2008 |
08-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
115.27 |
114.66 |
-0.61 |
-0.5% |
114.17 |
| High |
115.85 |
114.90 |
-0.95 |
-0.8% |
115.85 |
| Low |
115.03 |
114.29 |
-0.74 |
-0.6% |
113.56 |
| Close |
115.66 |
114.78 |
-0.88 |
-0.8% |
115.66 |
| Range |
0.82 |
0.61 |
-0.21 |
-25.6% |
2.29 |
| ATR |
0.78 |
0.83 |
0.04 |
5.3% |
0.00 |
| Volume |
796,315 |
52,619 |
-743,696 |
-93.4% |
5,922,256 |
|
| Daily Pivots for day following 08-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.49 |
116.24 |
115.12 |
|
| R3 |
115.88 |
115.63 |
114.95 |
|
| R2 |
115.27 |
115.27 |
114.89 |
|
| R1 |
115.02 |
115.02 |
114.84 |
115.15 |
| PP |
114.66 |
114.66 |
114.66 |
114.72 |
| S1 |
114.41 |
114.41 |
114.72 |
114.54 |
| S2 |
114.05 |
114.05 |
114.67 |
|
| S3 |
113.44 |
113.80 |
114.61 |
|
| S4 |
112.83 |
113.19 |
114.44 |
|
|
| 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% |
0.88 |
0.8% |
53% |
False |
False |
1,110,907 |
| 10 |
115.85 |
113.56 |
2.29 |
2.0% |
0.78 |
0.7% |
53% |
False |
False |
937,410 |
| 20 |
115.85 |
113.50 |
2.35 |
2.0% |
0.71 |
0.6% |
54% |
False |
False |
771,195 |
| 40 |
115.85 |
109.70 |
6.15 |
5.4% |
0.71 |
0.6% |
83% |
False |
False |
803,874 |
| 60 |
115.85 |
109.65 |
6.20 |
5.4% |
0.73 |
0.6% |
83% |
False |
False |
833,099 |
| 80 |
115.85 |
109.65 |
6.20 |
5.4% |
0.72 |
0.6% |
83% |
False |
False |
758,588 |
| 100 |
115.85 |
109.65 |
6.20 |
5.4% |
0.68 |
0.6% |
83% |
False |
False |
607,164 |
| 120 |
117.80 |
109.65 |
8.15 |
7.1% |
0.64 |
0.6% |
63% |
False |
False |
505,993 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.49 |
|
2.618 |
116.50 |
|
1.618 |
115.89 |
|
1.000 |
115.51 |
|
0.618 |
115.28 |
|
HIGH |
114.90 |
|
0.618 |
114.67 |
|
0.500 |
114.60 |
|
0.382 |
114.52 |
|
LOW |
114.29 |
|
0.618 |
113.91 |
|
1.000 |
113.68 |
|
1.618 |
113.30 |
|
2.618 |
112.69 |
|
4.250 |
111.70 |
|
|
| Fisher Pivots for day following 08-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114.72 |
114.89 |
| PP |
114.66 |
114.85 |
| S1 |
114.60 |
114.82 |
|