Euro Bund Future December 2008
Trading Metrics calculated at close of trading on 26-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2008 |
26-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
113.69 |
114.32 |
0.63 |
0.6% |
114.06 |
High |
114.40 |
114.62 |
0.22 |
0.2% |
114.60 |
Low |
113.62 |
114.19 |
0.57 |
0.5% |
113.24 |
Close |
114.33 |
114.34 |
0.01 |
0.0% |
113.55 |
Range |
0.78 |
0.43 |
-0.35 |
-44.9% |
1.36 |
ATR |
0.61 |
0.59 |
-0.01 |
-2.1% |
0.00 |
Volume |
5,081 |
26,291 |
21,210 |
417.4% |
37,690 |
|
Daily Pivots for day following 26-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115.67 |
115.44 |
114.58 |
|
R3 |
115.24 |
115.01 |
114.46 |
|
R2 |
114.81 |
114.81 |
114.42 |
|
R1 |
114.58 |
114.58 |
114.38 |
114.70 |
PP |
114.38 |
114.38 |
114.38 |
114.44 |
S1 |
114.15 |
114.15 |
114.30 |
114.27 |
S2 |
113.95 |
113.95 |
114.26 |
|
S3 |
113.52 |
113.72 |
114.22 |
|
S4 |
113.09 |
113.29 |
114.10 |
|
|
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 |
114.62 |
113.24 |
1.38 |
1.2% |
0.69 |
0.6% |
80% |
True |
False |
13,363 |
10 |
114.62 |
113.24 |
1.38 |
1.2% |
0.57 |
0.5% |
80% |
True |
False |
7,206 |
20 |
114.62 |
111.36 |
3.26 |
2.9% |
0.54 |
0.5% |
91% |
True |
False |
4,130 |
40 |
114.62 |
109.55 |
5.07 |
4.4% |
0.59 |
0.5% |
94% |
True |
False |
2,441 |
60 |
114.62 |
109.40 |
5.22 |
4.6% |
0.53 |
0.5% |
95% |
True |
False |
1,689 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
116.45 |
2.618 |
115.75 |
1.618 |
115.32 |
1.000 |
115.05 |
0.618 |
114.89 |
HIGH |
114.62 |
0.618 |
114.46 |
0.500 |
114.41 |
0.382 |
114.35 |
LOW |
114.19 |
0.618 |
113.92 |
1.000 |
113.76 |
1.618 |
113.49 |
2.618 |
113.06 |
4.250 |
112.36 |
|
|
Fisher Pivots for day following 26-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
114.41 |
114.20 |
PP |
114.38 |
114.07 |
S1 |
114.36 |
113.93 |
|