Euro Bund Future September 2008
Trading Metrics calculated at close of trading on 27-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2008 |
27-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
110.57 |
111.40 |
0.83 |
0.8% |
110.11 |
High |
111.45 |
111.54 |
0.09 |
0.1% |
111.54 |
Low |
110.43 |
111.06 |
0.63 |
0.6% |
110.10 |
Close |
111.23 |
111.37 |
0.14 |
0.1% |
111.37 |
Range |
1.02 |
0.48 |
-0.54 |
-52.9% |
1.44 |
ATR |
0.70 |
0.68 |
-0.02 |
-2.2% |
0.00 |
Volume |
1,004,980 |
935,228 |
-69,752 |
-6.9% |
4,079,379 |
|
Daily Pivots for day following 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112.76 |
112.55 |
111.63 |
|
R3 |
112.28 |
112.07 |
111.50 |
|
R2 |
111.80 |
111.80 |
111.46 |
|
R1 |
111.59 |
111.59 |
111.41 |
111.46 |
PP |
111.32 |
111.32 |
111.32 |
111.26 |
S1 |
111.11 |
111.11 |
111.33 |
110.98 |
S2 |
110.84 |
110.84 |
111.28 |
|
S3 |
110.36 |
110.63 |
111.24 |
|
S4 |
109.88 |
110.15 |
111.11 |
|
|
Weekly Pivots for week ending 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115.32 |
114.79 |
112.16 |
|
R3 |
113.88 |
113.35 |
111.77 |
|
R2 |
112.44 |
112.44 |
111.63 |
|
R1 |
111.91 |
111.91 |
111.50 |
112.18 |
PP |
111.00 |
111.00 |
111.00 |
111.14 |
S1 |
110.47 |
110.47 |
111.24 |
110.74 |
S2 |
109.56 |
109.56 |
111.11 |
|
S3 |
108.12 |
109.03 |
110.97 |
|
S4 |
106.68 |
107.59 |
110.58 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
111.54 |
110.10 |
1.44 |
1.3% |
0.62 |
0.6% |
88% |
True |
False |
815,875 |
10 |
111.54 |
109.65 |
1.89 |
1.7% |
0.60 |
0.5% |
91% |
True |
False |
808,688 |
20 |
113.29 |
109.65 |
3.64 |
3.3% |
0.74 |
0.7% |
47% |
False |
False |
927,380 |
40 |
115.51 |
109.65 |
5.86 |
5.3% |
0.64 |
0.6% |
29% |
False |
False |
470,208 |
60 |
116.33 |
109.65 |
6.68 |
6.0% |
0.59 |
0.5% |
26% |
False |
False |
313,638 |
80 |
118.50 |
109.65 |
8.85 |
7.9% |
0.53 |
0.5% |
19% |
False |
False |
235,288 |
100 |
118.50 |
109.65 |
8.85 |
7.9% |
0.43 |
0.4% |
19% |
False |
False |
188,292 |
120 |
118.50 |
109.65 |
8.85 |
7.9% |
0.36 |
0.3% |
19% |
False |
False |
156,987 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113.58 |
2.618 |
112.80 |
1.618 |
112.32 |
1.000 |
112.02 |
0.618 |
111.84 |
HIGH |
111.54 |
0.618 |
111.36 |
0.500 |
111.30 |
0.382 |
111.24 |
LOW |
111.06 |
0.618 |
110.76 |
1.000 |
110.58 |
1.618 |
110.28 |
2.618 |
109.80 |
4.250 |
109.02 |
|
|
Fisher Pivots for day following 27-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
111.35 |
111.21 |
PP |
111.32 |
111.05 |
S1 |
111.30 |
110.89 |
|