Euro Bund Future December 2008
| Trading Metrics calculated at close of trading on 27-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2008 |
27-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
114.32 |
114.50 |
0.18 |
0.2% |
114.06 |
| High |
114.62 |
114.54 |
-0.08 |
-0.1% |
114.60 |
| Low |
114.19 |
113.64 |
-0.55 |
-0.5% |
113.24 |
| Close |
114.34 |
113.82 |
-0.52 |
-0.5% |
113.55 |
| Range |
0.43 |
0.90 |
0.47 |
109.3% |
1.36 |
| ATR |
0.59 |
0.62 |
0.02 |
3.7% |
0.00 |
| Volume |
26,291 |
29,128 |
2,837 |
10.8% |
37,690 |
|
| Daily Pivots for day following 27-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.70 |
116.16 |
114.32 |
|
| R3 |
115.80 |
115.26 |
114.07 |
|
| R2 |
114.90 |
114.90 |
113.99 |
|
| R1 |
114.36 |
114.36 |
113.90 |
114.18 |
| PP |
114.00 |
114.00 |
114.00 |
113.91 |
| S1 |
113.46 |
113.46 |
113.74 |
113.28 |
| S2 |
113.10 |
113.10 |
113.66 |
|
| S3 |
112.20 |
112.56 |
113.57 |
|
| S4 |
111.30 |
111.66 |
113.33 |
|
|
| 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% |
0.70 |
0.6% |
42% |
False |
False |
17,555 |
| 10 |
114.62 |
113.24 |
1.38 |
1.2% |
0.62 |
0.5% |
42% |
False |
False |
9,892 |
| 20 |
114.62 |
111.57 |
3.05 |
2.7% |
0.55 |
0.5% |
74% |
False |
False |
5,553 |
| 40 |
114.62 |
109.55 |
5.07 |
4.5% |
0.60 |
0.5% |
84% |
False |
False |
3,160 |
| 60 |
114.62 |
109.40 |
5.22 |
4.6% |
0.55 |
0.5% |
85% |
False |
False |
2,174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.37 |
|
2.618 |
116.90 |
|
1.618 |
116.00 |
|
1.000 |
115.44 |
|
0.618 |
115.10 |
|
HIGH |
114.54 |
|
0.618 |
114.20 |
|
0.500 |
114.09 |
|
0.382 |
113.98 |
|
LOW |
113.64 |
|
0.618 |
113.08 |
|
1.000 |
112.74 |
|
1.618 |
112.18 |
|
2.618 |
111.28 |
|
4.250 |
109.82 |
|
|
| Fisher Pivots for day following 27-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114.09 |
114.12 |
| PP |
114.00 |
114.02 |
| S1 |
113.91 |
113.92 |
|