Euro Bund Future December 2008
| Trading Metrics calculated at close of trading on 22-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2008 |
22-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
114.51 |
113.84 |
-0.67 |
-0.6% |
114.06 |
| High |
114.53 |
113.92 |
-0.61 |
-0.5% |
114.60 |
| Low |
113.80 |
113.24 |
-0.56 |
-0.5% |
113.24 |
| Close |
113.86 |
113.55 |
-0.31 |
-0.3% |
113.55 |
| Range |
0.73 |
0.68 |
-0.05 |
-6.8% |
1.36 |
| ATR |
0.58 |
0.59 |
0.01 |
1.2% |
0.00 |
| Volume |
20,238 |
7,040 |
-13,198 |
-65.2% |
37,690 |
|
| Daily Pivots for day following 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.61 |
115.26 |
113.92 |
|
| R3 |
114.93 |
114.58 |
113.74 |
|
| R2 |
114.25 |
114.25 |
113.67 |
|
| R1 |
113.90 |
113.90 |
113.61 |
113.74 |
| PP |
113.57 |
113.57 |
113.57 |
113.49 |
| S1 |
113.22 |
113.22 |
113.49 |
113.06 |
| S2 |
112.89 |
112.89 |
113.43 |
|
| S3 |
112.21 |
112.54 |
113.36 |
|
| S4 |
111.53 |
111.86 |
113.18 |
|
|
| Weekly Pivots for week ending 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.88 |
117.07 |
114.30 |
|
| R3 |
116.52 |
115.71 |
113.92 |
|
| R2 |
115.16 |
115.16 |
113.80 |
|
| R1 |
114.35 |
114.35 |
113.67 |
114.08 |
| PP |
113.80 |
113.80 |
113.80 |
113.66 |
| S1 |
112.99 |
112.99 |
113.43 |
112.72 |
| S2 |
112.44 |
112.44 |
113.30 |
|
| S3 |
111.08 |
111.63 |
113.18 |
|
| S4 |
109.72 |
110.27 |
112.80 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114.60 |
113.24 |
1.36 |
1.2% |
0.65 |
0.6% |
23% |
False |
True |
7,538 |
| 10 |
114.60 |
113.10 |
1.50 |
1.3% |
0.50 |
0.4% |
30% |
False |
False |
4,200 |
| 20 |
114.60 |
110.27 |
4.33 |
3.8% |
0.54 |
0.5% |
76% |
False |
False |
2,654 |
| 40 |
114.60 |
109.55 |
5.05 |
4.4% |
0.58 |
0.5% |
79% |
False |
False |
1,668 |
| 60 |
114.60 |
109.40 |
5.20 |
4.6% |
0.51 |
0.4% |
80% |
False |
False |
1,168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.81 |
|
2.618 |
115.70 |
|
1.618 |
115.02 |
|
1.000 |
114.60 |
|
0.618 |
114.34 |
|
HIGH |
113.92 |
|
0.618 |
113.66 |
|
0.500 |
113.58 |
|
0.382 |
113.50 |
|
LOW |
113.24 |
|
0.618 |
112.82 |
|
1.000 |
112.56 |
|
1.618 |
112.14 |
|
2.618 |
111.46 |
|
4.250 |
110.35 |
|
|
| Fisher Pivots for day following 22-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113.58 |
113.89 |
| PP |
113.57 |
113.78 |
| S1 |
113.56 |
113.66 |
|