Euro Bund Future September 2008
Trading Metrics calculated at close of trading on 07-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2008 |
07-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
110.17 |
111.45 |
1.28 |
1.2% |
111.33 |
High |
111.20 |
112.36 |
1.16 |
1.0% |
111.35 |
Low |
109.87 |
111.42 |
1.55 |
1.4% |
109.86 |
Close |
110.82 |
112.03 |
1.21 |
1.1% |
110.82 |
Range |
1.33 |
0.94 |
-0.39 |
-29.3% |
1.49 |
ATR |
0.79 |
0.84 |
0.05 |
6.8% |
0.00 |
Volume |
1,184,246 |
812,944 |
-371,302 |
-31.4% |
4,441,632 |
|
Daily Pivots for day following 07-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114.76 |
114.33 |
112.55 |
|
R3 |
113.82 |
113.39 |
112.29 |
|
R2 |
112.88 |
112.88 |
112.20 |
|
R1 |
112.45 |
112.45 |
112.12 |
112.67 |
PP |
111.94 |
111.94 |
111.94 |
112.04 |
S1 |
111.51 |
111.51 |
111.94 |
111.73 |
S2 |
111.00 |
111.00 |
111.86 |
|
S3 |
110.06 |
110.57 |
111.77 |
|
S4 |
109.12 |
109.63 |
111.51 |
|
|
Weekly Pivots for week ending 04-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115.15 |
114.47 |
111.64 |
|
R3 |
113.66 |
112.98 |
111.23 |
|
R2 |
112.17 |
112.17 |
111.09 |
|
R1 |
111.49 |
111.49 |
110.96 |
111.09 |
PP |
110.68 |
110.68 |
110.68 |
110.47 |
S1 |
110.00 |
110.00 |
110.68 |
109.60 |
S2 |
109.19 |
109.19 |
110.55 |
|
S3 |
107.70 |
108.51 |
110.41 |
|
S4 |
106.21 |
107.02 |
110.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
112.36 |
109.86 |
2.50 |
2.2% |
1.06 |
0.9% |
87% |
True |
False |
1,050,915 |
10 |
112.36 |
109.86 |
2.50 |
2.2% |
0.84 |
0.7% |
87% |
True |
False |
933,395 |
20 |
113.29 |
109.65 |
3.64 |
3.2% |
0.81 |
0.7% |
65% |
False |
False |
970,085 |
40 |
115.43 |
109.65 |
5.78 |
5.2% |
0.71 |
0.6% |
41% |
False |
False |
601,361 |
60 |
116.33 |
109.65 |
6.68 |
6.0% |
0.64 |
0.6% |
36% |
False |
False |
401,205 |
80 |
118.50 |
109.65 |
8.85 |
7.9% |
0.57 |
0.5% |
27% |
False |
False |
300,946 |
100 |
118.50 |
109.65 |
8.85 |
7.9% |
0.48 |
0.4% |
27% |
False |
False |
240,825 |
120 |
118.50 |
109.65 |
8.85 |
7.9% |
0.40 |
0.4% |
27% |
False |
False |
200,754 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
116.36 |
2.618 |
114.82 |
1.618 |
113.88 |
1.000 |
113.30 |
0.618 |
112.94 |
HIGH |
112.36 |
0.618 |
112.00 |
0.500 |
111.89 |
0.382 |
111.78 |
LOW |
111.42 |
0.618 |
110.84 |
1.000 |
110.48 |
1.618 |
109.90 |
2.618 |
108.96 |
4.250 |
107.43 |
|
|
Fisher Pivots for day following 07-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
111.98 |
111.72 |
PP |
111.94 |
111.42 |
S1 |
111.89 |
111.11 |
|