Euro Bund Future December 2008
Trading Metrics calculated at close of trading on 28-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2008 |
28-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
114.50 |
114.03 |
-0.47 |
-0.4% |
114.06 |
High |
114.54 |
114.29 |
-0.25 |
-0.2% |
114.60 |
Low |
113.64 |
113.53 |
-0.11 |
-0.1% |
113.24 |
Close |
113.82 |
113.86 |
0.04 |
0.0% |
113.55 |
Range |
0.90 |
0.76 |
-0.14 |
-15.6% |
1.36 |
ATR |
0.62 |
0.63 |
0.01 |
1.7% |
0.00 |
Volume |
29,128 |
34,580 |
5,452 |
18.7% |
37,690 |
|
Daily Pivots for day following 28-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116.17 |
115.78 |
114.28 |
|
R3 |
115.41 |
115.02 |
114.07 |
|
R2 |
114.65 |
114.65 |
114.00 |
|
R1 |
114.26 |
114.26 |
113.93 |
114.08 |
PP |
113.89 |
113.89 |
113.89 |
113.80 |
S1 |
113.50 |
113.50 |
113.79 |
113.32 |
S2 |
113.13 |
113.13 |
113.72 |
|
S3 |
112.37 |
112.74 |
113.65 |
|
S4 |
111.61 |
111.98 |
113.44 |
|
|
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% |
0.71 |
0.6% |
45% |
False |
False |
20,424 |
10 |
114.62 |
113.24 |
1.38 |
1.2% |
0.66 |
0.6% |
45% |
False |
False |
13,296 |
20 |
114.62 |
112.06 |
2.56 |
2.2% |
0.55 |
0.5% |
70% |
False |
False |
7,166 |
40 |
114.62 |
109.55 |
5.07 |
4.5% |
0.59 |
0.5% |
85% |
False |
False |
4,017 |
60 |
114.62 |
109.40 |
5.22 |
4.6% |
0.55 |
0.5% |
85% |
False |
False |
2,751 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
117.52 |
2.618 |
116.28 |
1.618 |
115.52 |
1.000 |
115.05 |
0.618 |
114.76 |
HIGH |
114.29 |
0.618 |
114.00 |
0.500 |
113.91 |
0.382 |
113.82 |
LOW |
113.53 |
0.618 |
113.06 |
1.000 |
112.77 |
1.618 |
112.30 |
2.618 |
111.54 |
4.250 |
110.30 |
|
|
Fisher Pivots for day following 28-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
113.91 |
114.08 |
PP |
113.89 |
114.00 |
S1 |
113.88 |
113.93 |
|