Euro Bund Future December 2008
Trading Metrics calculated at close of trading on 01-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2008 |
01-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
114.16 |
113.87 |
-0.29 |
-0.3% |
113.69 |
High |
114.24 |
114.32 |
0.08 |
0.1% |
114.62 |
Low |
113.62 |
113.83 |
0.21 |
0.2% |
113.53 |
Close |
113.86 |
114.22 |
0.36 |
0.3% |
113.86 |
Range |
0.62 |
0.49 |
-0.13 |
-21.0% |
1.09 |
ATR |
0.63 |
0.62 |
-0.01 |
-1.6% |
0.00 |
Volume |
53,741 |
56,950 |
3,209 |
6.0% |
148,821 |
|
Daily Pivots for day following 01-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115.59 |
115.40 |
114.49 |
|
R3 |
115.10 |
114.91 |
114.35 |
|
R2 |
114.61 |
114.61 |
114.31 |
|
R1 |
114.42 |
114.42 |
114.26 |
114.52 |
PP |
114.12 |
114.12 |
114.12 |
114.17 |
S1 |
113.93 |
113.93 |
114.18 |
114.03 |
S2 |
113.63 |
113.63 |
114.13 |
|
S3 |
113.14 |
113.44 |
114.09 |
|
S4 |
112.65 |
112.95 |
113.95 |
|
|
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% |
0.64 |
0.6% |
63% |
False |
False |
40,138 |
10 |
114.62 |
113.24 |
1.38 |
1.2% |
0.69 |
0.6% |
71% |
False |
False |
24,302 |
20 |
114.62 |
112.33 |
2.29 |
2.0% |
0.56 |
0.5% |
83% |
False |
False |
12,624 |
40 |
114.62 |
109.55 |
5.07 |
4.4% |
0.58 |
0.5% |
92% |
False |
False |
6,783 |
60 |
114.62 |
109.40 |
5.22 |
4.6% |
0.53 |
0.5% |
92% |
False |
False |
4,593 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
116.40 |
2.618 |
115.60 |
1.618 |
115.11 |
1.000 |
114.81 |
0.618 |
114.62 |
HIGH |
114.32 |
0.618 |
114.13 |
0.500 |
114.08 |
0.382 |
114.02 |
LOW |
113.83 |
0.618 |
113.53 |
1.000 |
113.34 |
1.618 |
113.04 |
2.618 |
112.55 |
4.250 |
111.75 |
|
|
Fisher Pivots for day following 01-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
114.17 |
114.12 |
PP |
114.12 |
114.02 |
S1 |
114.08 |
113.93 |
|