Euro Bund Future December 2008
| Trading Metrics calculated at close of trading on 14-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2008 |
14-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
113.45 |
113.55 |
0.10 |
0.1% |
112.62 |
| High |
113.83 |
113.77 |
-0.06 |
-0.1% |
113.49 |
| Low |
113.41 |
113.41 |
0.00 |
0.0% |
112.21 |
| Close |
113.73 |
113.66 |
-0.07 |
-0.1% |
113.30 |
| Range |
0.42 |
0.36 |
-0.06 |
-14.3% |
1.28 |
| ATR |
0.57 |
0.56 |
-0.02 |
-2.6% |
0.00 |
| Volume |
2,261 |
540 |
-1,721 |
-76.1% |
4,797 |
|
| Daily Pivots for day following 14-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.69 |
114.54 |
113.86 |
|
| R3 |
114.33 |
114.18 |
113.76 |
|
| R2 |
113.97 |
113.97 |
113.73 |
|
| R1 |
113.82 |
113.82 |
113.69 |
113.90 |
| PP |
113.61 |
113.61 |
113.61 |
113.65 |
| S1 |
113.46 |
113.46 |
113.63 |
113.54 |
| S2 |
113.25 |
113.25 |
113.59 |
|
| S3 |
112.89 |
113.10 |
113.56 |
|
| S4 |
112.53 |
112.74 |
113.46 |
|
|
| 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 |
113.83 |
113.10 |
0.73 |
0.6% |
0.33 |
0.3% |
77% |
False |
False |
944 |
| 10 |
113.83 |
112.06 |
1.77 |
1.6% |
0.43 |
0.4% |
90% |
False |
False |
1,036 |
| 20 |
113.83 |
109.55 |
4.28 |
3.8% |
0.54 |
0.5% |
96% |
False |
False |
885 |
| 40 |
113.83 |
109.55 |
4.28 |
3.8% |
0.53 |
0.5% |
96% |
False |
False |
735 |
| 60 |
113.83 |
109.40 |
4.43 |
3.9% |
0.45 |
0.4% |
96% |
False |
False |
582 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.30 |
|
2.618 |
114.71 |
|
1.618 |
114.35 |
|
1.000 |
114.13 |
|
0.618 |
113.99 |
|
HIGH |
113.77 |
|
0.618 |
113.63 |
|
0.500 |
113.59 |
|
0.382 |
113.55 |
|
LOW |
113.41 |
|
0.618 |
113.19 |
|
1.000 |
113.05 |
|
1.618 |
112.83 |
|
2.618 |
112.47 |
|
4.250 |
111.88 |
|
|
| Fisher Pivots for day following 14-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113.64 |
113.64 |
| PP |
113.61 |
113.62 |
| S1 |
113.59 |
113.61 |
|