Euro Bund Future December 2008
| Trading Metrics calculated at close of trading on 21-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2008 |
21-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
114.00 |
114.51 |
0.51 |
0.4% |
113.31 |
| High |
114.54 |
114.53 |
-0.01 |
0.0% |
114.18 |
| Low |
113.73 |
113.80 |
0.07 |
0.1% |
113.10 |
| Close |
114.24 |
113.86 |
-0.38 |
-0.3% |
113.90 |
| Range |
0.81 |
0.73 |
-0.08 |
-9.9% |
1.08 |
| ATR |
0.57 |
0.58 |
0.01 |
2.0% |
0.00 |
| Volume |
8,166 |
20,238 |
12,072 |
147.8% |
4,310 |
|
| Daily Pivots for day following 21-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.25 |
115.79 |
114.26 |
|
| R3 |
115.52 |
115.06 |
114.06 |
|
| R2 |
114.79 |
114.79 |
113.99 |
|
| R1 |
114.33 |
114.33 |
113.93 |
114.20 |
| PP |
114.06 |
114.06 |
114.06 |
114.00 |
| S1 |
113.60 |
113.60 |
113.79 |
113.47 |
| S2 |
113.33 |
113.33 |
113.73 |
|
| S3 |
112.60 |
112.87 |
113.66 |
|
| S4 |
111.87 |
112.14 |
113.46 |
|
|
| 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 |
113.69 |
0.91 |
0.8% |
0.61 |
0.5% |
19% |
False |
False |
6,169 |
| 10 |
114.60 |
113.10 |
1.50 |
1.3% |
0.47 |
0.4% |
51% |
False |
False |
3,557 |
| 20 |
114.60 |
110.11 |
4.49 |
3.9% |
0.55 |
0.5% |
84% |
False |
False |
2,331 |
| 40 |
114.60 |
109.55 |
5.05 |
4.4% |
0.57 |
0.5% |
85% |
False |
False |
1,497 |
| 60 |
114.60 |
109.40 |
5.20 |
4.6% |
0.50 |
0.4% |
86% |
False |
False |
1,067 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.63 |
|
2.618 |
116.44 |
|
1.618 |
115.71 |
|
1.000 |
115.26 |
|
0.618 |
114.98 |
|
HIGH |
114.53 |
|
0.618 |
114.25 |
|
0.500 |
114.17 |
|
0.382 |
114.08 |
|
LOW |
113.80 |
|
0.618 |
113.35 |
|
1.000 |
113.07 |
|
1.618 |
112.62 |
|
2.618 |
111.89 |
|
4.250 |
110.70 |
|
|
| Fisher Pivots for day following 21-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114.17 |
114.17 |
| PP |
114.06 |
114.06 |
| S1 |
113.96 |
113.96 |
|