Euro Bund Future December 2008
| Trading Metrics calculated at close of trading on 29-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2008 |
29-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
114.03 |
114.16 |
0.13 |
0.1% |
113.69 |
| High |
114.29 |
114.24 |
-0.05 |
0.0% |
114.62 |
| Low |
113.53 |
113.62 |
0.09 |
0.1% |
113.53 |
| Close |
113.86 |
113.86 |
0.00 |
0.0% |
113.86 |
| Range |
0.76 |
0.62 |
-0.14 |
-18.4% |
1.09 |
| ATR |
0.63 |
0.63 |
0.00 |
-0.1% |
0.00 |
| Volume |
34,580 |
53,741 |
19,161 |
55.4% |
148,821 |
|
| Daily Pivots for day following 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.77 |
115.43 |
114.20 |
|
| R3 |
115.15 |
114.81 |
114.03 |
|
| R2 |
114.53 |
114.53 |
113.97 |
|
| R1 |
114.19 |
114.19 |
113.92 |
114.05 |
| PP |
113.91 |
113.91 |
113.91 |
113.84 |
| S1 |
113.57 |
113.57 |
113.80 |
113.43 |
| S2 |
113.29 |
113.29 |
113.75 |
|
| S3 |
112.67 |
112.95 |
113.69 |
|
| S4 |
112.05 |
112.33 |
113.52 |
|
|
| Weekly Pivots for week ending 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.27 |
116.66 |
114.46 |
|
| R3 |
116.18 |
115.57 |
114.16 |
|
| R2 |
115.09 |
115.09 |
114.06 |
|
| R1 |
114.48 |
114.48 |
113.96 |
114.79 |
| PP |
114.00 |
114.00 |
114.00 |
114.16 |
| S1 |
113.39 |
113.39 |
113.76 |
113.70 |
| S2 |
112.91 |
112.91 |
113.66 |
|
| S3 |
111.82 |
112.30 |
113.56 |
|
| S4 |
110.73 |
111.21 |
113.26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114.62 |
113.53 |
1.09 |
1.0% |
0.70 |
0.6% |
30% |
False |
False |
29,764 |
| 10 |
114.62 |
113.24 |
1.38 |
1.2% |
0.67 |
0.6% |
45% |
False |
False |
18,651 |
| 20 |
114.62 |
112.21 |
2.41 |
2.1% |
0.55 |
0.5% |
68% |
False |
False |
9,780 |
| 40 |
114.62 |
109.55 |
5.07 |
4.5% |
0.59 |
0.5% |
85% |
False |
False |
5,360 |
| 60 |
114.62 |
109.40 |
5.22 |
4.6% |
0.56 |
0.5% |
85% |
False |
False |
3,646 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.88 |
|
2.618 |
115.86 |
|
1.618 |
115.24 |
|
1.000 |
114.86 |
|
0.618 |
114.62 |
|
HIGH |
114.24 |
|
0.618 |
114.00 |
|
0.500 |
113.93 |
|
0.382 |
113.86 |
|
LOW |
113.62 |
|
0.618 |
113.24 |
|
1.000 |
113.00 |
|
1.618 |
112.62 |
|
2.618 |
112.00 |
|
4.250 |
110.99 |
|
|
| Fisher Pivots for day following 29-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113.93 |
114.04 |
| PP |
113.91 |
113.98 |
| S1 |
113.88 |
113.92 |
|