Euro Bund Future September 2008
Trading Metrics calculated at close of trading on 14-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2008 |
14-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
112.02 |
111.62 |
-0.40 |
-0.4% |
111.45 |
High |
112.57 |
112.40 |
-0.17 |
-0.2% |
112.57 |
Low |
111.56 |
111.57 |
0.01 |
0.0% |
111.42 |
Close |
112.06 |
112.28 |
0.22 |
0.2% |
112.06 |
Range |
1.01 |
0.83 |
-0.18 |
-17.8% |
1.15 |
ATR |
0.81 |
0.82 |
0.00 |
0.1% |
0.00 |
Volume |
1,097,273 |
749,026 |
-348,247 |
-31.7% |
4,553,467 |
|
Daily Pivots for day following 14-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114.57 |
114.26 |
112.74 |
|
R3 |
113.74 |
113.43 |
112.51 |
|
R2 |
112.91 |
112.91 |
112.43 |
|
R1 |
112.60 |
112.60 |
112.36 |
112.76 |
PP |
112.08 |
112.08 |
112.08 |
112.16 |
S1 |
111.77 |
111.77 |
112.20 |
111.93 |
S2 |
111.25 |
111.25 |
112.13 |
|
S3 |
110.42 |
110.94 |
112.05 |
|
S4 |
109.59 |
110.11 |
111.82 |
|
|
Weekly Pivots for week ending 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115.47 |
114.91 |
112.69 |
|
R3 |
114.32 |
113.76 |
112.38 |
|
R2 |
113.17 |
113.17 |
112.27 |
|
R1 |
112.61 |
112.61 |
112.17 |
112.89 |
PP |
112.02 |
112.02 |
112.02 |
112.16 |
S1 |
111.46 |
111.46 |
111.95 |
111.74 |
S2 |
110.87 |
110.87 |
111.85 |
|
S3 |
109.72 |
110.31 |
111.74 |
|
S4 |
108.57 |
109.16 |
111.43 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
112.57 |
111.56 |
1.01 |
0.9% |
0.75 |
0.7% |
71% |
False |
False |
897,909 |
10 |
112.57 |
109.86 |
2.71 |
2.4% |
0.90 |
0.8% |
89% |
False |
False |
974,412 |
20 |
112.57 |
109.65 |
2.92 |
2.6% |
0.75 |
0.7% |
90% |
False |
False |
891,550 |
40 |
113.94 |
109.65 |
4.29 |
3.8% |
0.73 |
0.6% |
61% |
False |
False |
713,302 |
60 |
115.51 |
109.65 |
5.86 |
5.2% |
0.66 |
0.6% |
45% |
False |
False |
476,024 |
80 |
117.80 |
109.65 |
8.15 |
7.3% |
0.60 |
0.5% |
32% |
False |
False |
357,052 |
100 |
118.50 |
109.65 |
8.85 |
7.9% |
0.51 |
0.5% |
30% |
False |
False |
285,692 |
120 |
118.50 |
109.65 |
8.85 |
7.9% |
0.43 |
0.4% |
30% |
False |
False |
238,137 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
115.93 |
2.618 |
114.57 |
1.618 |
113.74 |
1.000 |
113.23 |
0.618 |
112.91 |
HIGH |
112.40 |
0.618 |
112.08 |
0.500 |
111.99 |
0.382 |
111.89 |
LOW |
111.57 |
0.618 |
111.06 |
1.000 |
110.74 |
1.618 |
110.23 |
2.618 |
109.40 |
4.250 |
108.04 |
|
|
Fisher Pivots for day following 14-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
112.18 |
112.21 |
PP |
112.08 |
112.14 |
S1 |
111.99 |
112.07 |
|