Euro Bund Future December 2008
Trading Metrics calculated at close of trading on 25-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2008 |
25-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
113.84 |
113.69 |
-0.15 |
-0.1% |
114.06 |
High |
113.92 |
114.40 |
0.48 |
0.4% |
114.60 |
Low |
113.24 |
113.62 |
0.38 |
0.3% |
113.24 |
Close |
113.55 |
114.33 |
0.78 |
0.7% |
113.55 |
Range |
0.68 |
0.78 |
0.10 |
14.7% |
1.36 |
ATR |
0.59 |
0.61 |
0.02 |
3.2% |
0.00 |
Volume |
7,040 |
5,081 |
-1,959 |
-27.8% |
37,690 |
|
Daily Pivots for day following 25-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116.46 |
116.17 |
114.76 |
|
R3 |
115.68 |
115.39 |
114.54 |
|
R2 |
114.90 |
114.90 |
114.47 |
|
R1 |
114.61 |
114.61 |
114.40 |
114.76 |
PP |
114.12 |
114.12 |
114.12 |
114.19 |
S1 |
113.83 |
113.83 |
114.26 |
113.98 |
S2 |
113.34 |
113.34 |
114.19 |
|
S3 |
112.56 |
113.05 |
114.12 |
|
S4 |
111.78 |
112.27 |
113.90 |
|
|
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% |
0.74 |
0.6% |
80% |
False |
False |
8,467 |
10 |
114.60 |
113.24 |
1.36 |
1.2% |
0.56 |
0.5% |
80% |
False |
False |
4,643 |
20 |
114.60 |
110.81 |
3.79 |
3.3% |
0.55 |
0.5% |
93% |
False |
False |
2,897 |
40 |
114.60 |
109.55 |
5.05 |
4.4% |
0.59 |
0.5% |
95% |
False |
False |
1,786 |
60 |
114.60 |
109.40 |
5.20 |
4.5% |
0.52 |
0.5% |
95% |
False |
False |
1,252 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
117.72 |
2.618 |
116.44 |
1.618 |
115.66 |
1.000 |
115.18 |
0.618 |
114.88 |
HIGH |
114.40 |
0.618 |
114.10 |
0.500 |
114.01 |
0.382 |
113.92 |
LOW |
113.62 |
0.618 |
113.14 |
1.000 |
112.84 |
1.618 |
112.36 |
2.618 |
111.58 |
4.250 |
110.31 |
|
|
Fisher Pivots for day following 25-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
114.22 |
114.18 |
PP |
114.12 |
114.03 |
S1 |
114.01 |
113.89 |
|