Euro Bund Future December 2008
Trading Metrics calculated at close of trading on 03-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2008 |
03-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
114.19 |
114.20 |
0.01 |
0.0% |
113.69 |
High |
114.27 |
114.51 |
0.24 |
0.2% |
114.62 |
Low |
113.27 |
113.89 |
0.62 |
0.5% |
113.53 |
Close |
113.92 |
114.13 |
0.21 |
0.2% |
113.86 |
Range |
1.00 |
0.62 |
-0.38 |
-38.0% |
1.09 |
ATR |
0.64 |
0.64 |
0.00 |
-0.3% |
0.00 |
Volume |
282,867 |
703,290 |
420,423 |
148.6% |
148,821 |
|
Daily Pivots for day following 03-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116.04 |
115.70 |
114.47 |
|
R3 |
115.42 |
115.08 |
114.30 |
|
R2 |
114.80 |
114.80 |
114.24 |
|
R1 |
114.46 |
114.46 |
114.19 |
114.32 |
PP |
114.18 |
114.18 |
114.18 |
114.11 |
S1 |
113.84 |
113.84 |
114.07 |
113.70 |
S2 |
113.56 |
113.56 |
114.02 |
|
S3 |
112.94 |
113.22 |
113.96 |
|
S4 |
112.32 |
112.60 |
113.79 |
|
|
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 |
114.51 |
113.27 |
1.24 |
1.1% |
0.70 |
0.6% |
69% |
True |
False |
226,285 |
10 |
114.62 |
113.24 |
1.38 |
1.2% |
0.70 |
0.6% |
64% |
False |
False |
121,920 |
20 |
114.62 |
112.49 |
2.13 |
1.9% |
0.59 |
0.5% |
77% |
False |
False |
61,789 |
40 |
114.62 |
109.55 |
5.07 |
4.4% |
0.59 |
0.5% |
90% |
False |
False |
31,422 |
60 |
114.62 |
109.40 |
5.22 |
4.6% |
0.54 |
0.5% |
91% |
False |
False |
21,021 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
117.15 |
2.618 |
116.13 |
1.618 |
115.51 |
1.000 |
115.13 |
0.618 |
114.89 |
HIGH |
114.51 |
0.618 |
114.27 |
0.500 |
114.20 |
0.382 |
114.13 |
LOW |
113.89 |
0.618 |
113.51 |
1.000 |
113.27 |
1.618 |
112.89 |
2.618 |
112.27 |
4.250 |
111.26 |
|
|
Fisher Pivots for day following 03-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
114.20 |
114.05 |
PP |
114.18 |
113.97 |
S1 |
114.15 |
113.89 |
|