Euro Bund Future December 2008
| Trading Metrics calculated at close of trading on 08-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2008 |
08-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
115.00 |
114.30 |
-0.70 |
-0.6% |
113.87 |
| High |
115.57 |
115.17 |
-0.40 |
-0.3% |
115.57 |
| Low |
114.77 |
113.98 |
-0.79 |
-0.7% |
113.27 |
| Close |
115.38 |
114.72 |
-0.66 |
-0.6% |
115.38 |
| Range |
0.80 |
1.19 |
0.39 |
48.8% |
2.30 |
| ATR |
0.70 |
0.75 |
0.05 |
7.1% |
0.00 |
| Volume |
1,293,864 |
940,812 |
-353,052 |
-27.3% |
3,261,936 |
|
| Daily Pivots for day following 08-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.19 |
117.65 |
115.37 |
|
| R3 |
117.00 |
116.46 |
115.05 |
|
| R2 |
115.81 |
115.81 |
114.94 |
|
| R1 |
115.27 |
115.27 |
114.83 |
115.54 |
| PP |
114.62 |
114.62 |
114.62 |
114.76 |
| S1 |
114.08 |
114.08 |
114.61 |
114.35 |
| S2 |
113.43 |
113.43 |
114.50 |
|
| S3 |
112.24 |
112.89 |
114.39 |
|
| S4 |
111.05 |
111.70 |
114.07 |
|
|
| Weekly Pivots for week ending 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.64 |
120.81 |
116.65 |
|
| R3 |
119.34 |
118.51 |
116.01 |
|
| R2 |
117.04 |
117.04 |
115.80 |
|
| R1 |
116.21 |
116.21 |
115.59 |
116.63 |
| PP |
114.74 |
114.74 |
114.74 |
114.95 |
| S1 |
113.91 |
113.91 |
115.17 |
114.33 |
| S2 |
112.44 |
112.44 |
114.96 |
|
| S3 |
110.14 |
111.61 |
114.75 |
|
| S4 |
107.84 |
109.31 |
114.12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115.57 |
113.27 |
2.30 |
2.0% |
0.99 |
0.9% |
63% |
False |
False |
829,159 |
| 10 |
115.57 |
113.27 |
2.30 |
2.0% |
0.81 |
0.7% |
63% |
False |
False |
434,648 |
| 20 |
115.57 |
113.24 |
2.33 |
2.0% |
0.68 |
0.6% |
64% |
False |
False |
219,646 |
| 40 |
115.57 |
109.55 |
6.02 |
5.2% |
0.63 |
0.5% |
86% |
False |
False |
110,289 |
| 60 |
115.57 |
109.40 |
6.17 |
5.4% |
0.59 |
0.5% |
86% |
False |
False |
73,679 |
| 80 |
115.57 |
109.40 |
6.17 |
5.4% |
0.49 |
0.4% |
86% |
False |
False |
55,315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120.23 |
|
2.618 |
118.29 |
|
1.618 |
117.10 |
|
1.000 |
116.36 |
|
0.618 |
115.91 |
|
HIGH |
115.17 |
|
0.618 |
114.72 |
|
0.500 |
114.58 |
|
0.382 |
114.43 |
|
LOW |
113.98 |
|
0.618 |
113.24 |
|
1.000 |
112.79 |
|
1.618 |
112.05 |
|
2.618 |
110.86 |
|
4.250 |
108.92 |
|
|
| Fisher Pivots for day following 08-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114.67 |
114.68 |
| PP |
114.62 |
114.64 |
| S1 |
114.58 |
114.61 |
|