Euro Bund Future December 2008
| Trading Metrics calculated at close of trading on 02-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2008 |
02-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
113.87 |
114.19 |
0.32 |
0.3% |
113.69 |
| High |
114.32 |
114.27 |
-0.05 |
0.0% |
114.62 |
| Low |
113.83 |
113.27 |
-0.56 |
-0.5% |
113.53 |
| Close |
114.22 |
113.92 |
-0.30 |
-0.3% |
113.86 |
| Range |
0.49 |
1.00 |
0.51 |
104.1% |
1.09 |
| ATR |
0.62 |
0.64 |
0.03 |
4.4% |
0.00 |
| Volume |
56,950 |
282,867 |
225,917 |
396.7% |
148,821 |
|
| Daily Pivots for day following 02-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.82 |
116.37 |
114.47 |
|
| R3 |
115.82 |
115.37 |
114.20 |
|
| R2 |
114.82 |
114.82 |
114.10 |
|
| R1 |
114.37 |
114.37 |
114.01 |
114.10 |
| PP |
113.82 |
113.82 |
113.82 |
113.68 |
| S1 |
113.37 |
113.37 |
113.83 |
113.10 |
| S2 |
112.82 |
112.82 |
113.74 |
|
| S3 |
111.82 |
112.37 |
113.65 |
|
| S4 |
110.82 |
111.37 |
113.37 |
|
|
| 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 |
114.54 |
113.27 |
1.27 |
1.1% |
0.75 |
0.7% |
51% |
False |
True |
91,453 |
| 10 |
114.62 |
113.24 |
1.38 |
1.2% |
0.72 |
0.6% |
49% |
False |
False |
52,408 |
| 20 |
114.62 |
112.33 |
2.29 |
2.0% |
0.59 |
0.5% |
69% |
False |
False |
26,750 |
| 40 |
114.62 |
109.55 |
5.07 |
4.5% |
0.60 |
0.5% |
86% |
False |
False |
13,841 |
| 60 |
114.62 |
109.40 |
5.22 |
4.6% |
0.54 |
0.5% |
87% |
False |
False |
9,304 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.52 |
|
2.618 |
116.89 |
|
1.618 |
115.89 |
|
1.000 |
115.27 |
|
0.618 |
114.89 |
|
HIGH |
114.27 |
|
0.618 |
113.89 |
|
0.500 |
113.77 |
|
0.382 |
113.65 |
|
LOW |
113.27 |
|
0.618 |
112.65 |
|
1.000 |
112.27 |
|
1.618 |
111.65 |
|
2.618 |
110.65 |
|
4.250 |
109.02 |
|
|
| Fisher Pivots for day following 02-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113.87 |
113.88 |
| PP |
113.82 |
113.84 |
| S1 |
113.77 |
113.80 |
|