Euro Bund Future September 2008
Trading Metrics calculated at close of trading on 10-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2008 |
10-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
112.06 |
112.43 |
0.37 |
0.3% |
111.33 |
High |
112.47 |
112.43 |
-0.04 |
0.0% |
111.35 |
Low |
111.66 |
111.94 |
0.28 |
0.3% |
109.86 |
Close |
112.20 |
112.32 |
0.12 |
0.1% |
110.82 |
Range |
0.81 |
0.49 |
-0.32 |
-39.5% |
1.49 |
ATR |
0.82 |
0.80 |
-0.02 |
-2.9% |
0.00 |
Volume |
871,380 |
813,970 |
-57,410 |
-6.6% |
4,441,632 |
|
Daily Pivots for day following 10-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.70 |
113.50 |
112.59 |
|
R3 |
113.21 |
113.01 |
112.45 |
|
R2 |
112.72 |
112.72 |
112.41 |
|
R1 |
112.52 |
112.52 |
112.36 |
112.38 |
PP |
112.23 |
112.23 |
112.23 |
112.16 |
S1 |
112.03 |
112.03 |
112.28 |
111.89 |
S2 |
111.74 |
111.74 |
112.23 |
|
S3 |
111.25 |
111.54 |
112.19 |
|
S4 |
110.76 |
111.05 |
112.05 |
|
|
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 |
112.47 |
109.87 |
2.60 |
2.3% |
0.83 |
0.7% |
94% |
False |
False |
928,088 |
10 |
112.47 |
109.86 |
2.61 |
2.3% |
0.87 |
0.8% |
94% |
False |
False |
983,803 |
20 |
112.47 |
109.65 |
2.82 |
2.5% |
0.73 |
0.6% |
95% |
False |
False |
904,705 |
40 |
113.94 |
109.65 |
4.29 |
3.8% |
0.71 |
0.6% |
62% |
False |
False |
667,267 |
60 |
115.65 |
109.65 |
6.00 |
5.3% |
0.65 |
0.6% |
45% |
False |
False |
445,256 |
80 |
118.50 |
109.65 |
8.85 |
7.9% |
0.58 |
0.5% |
30% |
False |
False |
333,978 |
100 |
118.50 |
109.65 |
8.85 |
7.9% |
0.50 |
0.4% |
30% |
False |
False |
267,240 |
120 |
118.50 |
109.65 |
8.85 |
7.9% |
0.41 |
0.4% |
30% |
False |
False |
222,780 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114.51 |
2.618 |
113.71 |
1.618 |
113.22 |
1.000 |
112.92 |
0.618 |
112.73 |
HIGH |
112.43 |
0.618 |
112.24 |
0.500 |
112.19 |
0.382 |
112.13 |
LOW |
111.94 |
0.618 |
111.64 |
1.000 |
111.45 |
1.618 |
111.15 |
2.618 |
110.66 |
4.250 |
109.86 |
|
|
Fisher Pivots for day following 10-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
112.28 |
112.24 |
PP |
112.23 |
112.15 |
S1 |
112.19 |
112.07 |
|