Euro Bund Future December 2008
| Trading Metrics calculated at close of trading on 20-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2008 |
20-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
114.19 |
114.00 |
-0.19 |
-0.2% |
113.31 |
| High |
114.60 |
114.54 |
-0.06 |
-0.1% |
114.18 |
| Low |
113.90 |
113.73 |
-0.17 |
-0.1% |
113.10 |
| Close |
114.03 |
114.24 |
0.21 |
0.2% |
113.90 |
| Range |
0.70 |
0.81 |
0.11 |
15.7% |
1.08 |
| ATR |
0.55 |
0.57 |
0.02 |
3.4% |
0.00 |
| Volume |
1,813 |
8,166 |
6,353 |
350.4% |
4,310 |
|
| Daily Pivots for day following 20-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.60 |
116.23 |
114.69 |
|
| R3 |
115.79 |
115.42 |
114.46 |
|
| R2 |
114.98 |
114.98 |
114.39 |
|
| R1 |
114.61 |
114.61 |
114.31 |
114.80 |
| PP |
114.17 |
114.17 |
114.17 |
114.26 |
| S1 |
113.80 |
113.80 |
114.17 |
113.99 |
| S2 |
113.36 |
113.36 |
114.09 |
|
| S3 |
112.55 |
112.99 |
114.02 |
|
| S4 |
111.74 |
112.18 |
113.79 |
|
|
| Weekly Pivots for week ending 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.97 |
116.51 |
114.49 |
|
| R3 |
115.89 |
115.43 |
114.20 |
|
| R2 |
114.81 |
114.81 |
114.10 |
|
| R1 |
114.35 |
114.35 |
114.00 |
114.58 |
| PP |
113.73 |
113.73 |
113.73 |
113.84 |
| S1 |
113.27 |
113.27 |
113.80 |
113.50 |
| S2 |
112.65 |
112.65 |
113.70 |
|
| S3 |
111.57 |
112.19 |
113.60 |
|
| S4 |
110.49 |
111.11 |
113.31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114.60 |
113.41 |
1.19 |
1.0% |
0.53 |
0.5% |
70% |
False |
False |
2,230 |
| 10 |
114.60 |
112.49 |
2.11 |
1.8% |
0.48 |
0.4% |
83% |
False |
False |
1,658 |
| 20 |
114.60 |
109.87 |
4.73 |
4.1% |
0.56 |
0.5% |
92% |
False |
False |
1,353 |
| 40 |
114.60 |
109.55 |
5.05 |
4.4% |
0.58 |
0.5% |
93% |
False |
False |
997 |
| 60 |
114.60 |
109.40 |
5.20 |
4.6% |
0.49 |
0.4% |
93% |
False |
False |
736 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.98 |
|
2.618 |
116.66 |
|
1.618 |
115.85 |
|
1.000 |
115.35 |
|
0.618 |
115.04 |
|
HIGH |
114.54 |
|
0.618 |
114.23 |
|
0.500 |
114.14 |
|
0.382 |
114.04 |
|
LOW |
113.73 |
|
0.618 |
113.23 |
|
1.000 |
112.92 |
|
1.618 |
112.42 |
|
2.618 |
111.61 |
|
4.250 |
110.29 |
|
|
| Fisher Pivots for day following 20-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114.21 |
114.22 |
| PP |
114.17 |
114.19 |
| S1 |
114.14 |
114.17 |
|