Euro Bund Future December 2008
Trading Metrics calculated at close of trading on 11-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2008 |
11-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
113.34 |
113.31 |
-0.03 |
0.0% |
112.62 |
High |
113.49 |
113.35 |
-0.14 |
-0.1% |
113.49 |
Low |
113.16 |
113.10 |
-0.06 |
-0.1% |
112.21 |
Close |
113.30 |
113.18 |
-0.12 |
-0.1% |
113.30 |
Range |
0.33 |
0.25 |
-0.08 |
-24.2% |
1.28 |
ATR |
0.62 |
0.59 |
-0.03 |
-4.2% |
0.00 |
Volume |
610 |
647 |
37 |
6.1% |
4,797 |
|
Daily Pivots for day following 11-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.96 |
113.82 |
113.32 |
|
R3 |
113.71 |
113.57 |
113.25 |
|
R2 |
113.46 |
113.46 |
113.23 |
|
R1 |
113.32 |
113.32 |
113.20 |
113.27 |
PP |
113.21 |
113.21 |
113.21 |
113.18 |
S1 |
113.07 |
113.07 |
113.16 |
113.02 |
S2 |
112.96 |
112.96 |
113.13 |
|
S3 |
112.71 |
112.82 |
113.11 |
|
S4 |
112.46 |
112.57 |
113.04 |
|
|
Weekly Pivots for week ending 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116.84 |
116.35 |
114.00 |
|
R3 |
115.56 |
115.07 |
113.65 |
|
R2 |
114.28 |
114.28 |
113.53 |
|
R1 |
113.79 |
113.79 |
113.42 |
114.04 |
PP |
113.00 |
113.00 |
113.00 |
113.12 |
S1 |
112.51 |
112.51 |
113.18 |
112.76 |
S2 |
111.72 |
111.72 |
113.07 |
|
S3 |
110.44 |
111.23 |
112.95 |
|
S4 |
109.16 |
109.95 |
112.60 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
113.49 |
112.33 |
1.16 |
1.0% |
0.48 |
0.4% |
73% |
False |
False |
1,074 |
10 |
113.49 |
110.81 |
2.68 |
2.4% |
0.54 |
0.5% |
88% |
False |
False |
1,150 |
20 |
113.49 |
109.55 |
3.94 |
3.5% |
0.57 |
0.5% |
92% |
False |
False |
932 |
40 |
113.49 |
109.40 |
4.09 |
3.6% |
0.54 |
0.5% |
92% |
False |
False |
696 |
60 |
113.49 |
109.40 |
4.09 |
3.6% |
0.43 |
0.4% |
92% |
False |
False |
538 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114.41 |
2.618 |
114.00 |
1.618 |
113.75 |
1.000 |
113.60 |
0.618 |
113.50 |
HIGH |
113.35 |
0.618 |
113.25 |
0.500 |
113.23 |
0.382 |
113.20 |
LOW |
113.10 |
0.618 |
112.95 |
1.000 |
112.85 |
1.618 |
112.70 |
2.618 |
112.45 |
4.250 |
112.04 |
|
|
Fisher Pivots for day following 11-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
113.23 |
113.12 |
PP |
113.21 |
113.05 |
S1 |
113.20 |
112.99 |
|