Euro Bund Future September 2008
Trading Metrics calculated at close of trading on 16-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2008 |
16-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
112.39 |
112.36 |
-0.03 |
0.0% |
111.45 |
High |
112.88 |
112.76 |
-0.12 |
-0.1% |
112.57 |
Low |
112.24 |
112.12 |
-0.12 |
-0.1% |
111.42 |
Close |
112.42 |
112.30 |
-0.12 |
-0.1% |
112.06 |
Range |
0.64 |
0.64 |
0.00 |
0.0% |
1.15 |
ATR |
0.80 |
0.79 |
-0.01 |
-1.5% |
0.00 |
Volume |
1,011,418 |
886,379 |
-125,039 |
-12.4% |
4,553,467 |
|
Daily Pivots for day following 16-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114.31 |
113.95 |
112.65 |
|
R3 |
113.67 |
113.31 |
112.48 |
|
R2 |
113.03 |
113.03 |
112.42 |
|
R1 |
112.67 |
112.67 |
112.36 |
112.53 |
PP |
112.39 |
112.39 |
112.39 |
112.33 |
S1 |
112.03 |
112.03 |
112.24 |
111.89 |
S2 |
111.75 |
111.75 |
112.18 |
|
S3 |
111.11 |
111.39 |
112.12 |
|
S4 |
110.47 |
110.75 |
111.95 |
|
|
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 |
112.88 |
111.56 |
1.32 |
1.2% |
0.72 |
0.6% |
56% |
False |
False |
911,613 |
10 |
112.88 |
109.86 |
3.02 |
2.7% |
0.80 |
0.7% |
81% |
False |
False |
939,982 |
20 |
112.88 |
109.65 |
3.23 |
2.9% |
0.77 |
0.7% |
82% |
False |
False |
910,051 |
40 |
113.91 |
109.65 |
4.26 |
3.8% |
0.74 |
0.7% |
62% |
False |
False |
760,548 |
60 |
115.51 |
109.65 |
5.86 |
5.2% |
0.66 |
0.6% |
45% |
False |
False |
507,642 |
80 |
117.25 |
109.65 |
7.60 |
6.8% |
0.61 |
0.5% |
35% |
False |
False |
380,772 |
100 |
118.50 |
109.65 |
8.85 |
7.9% |
0.53 |
0.5% |
30% |
False |
False |
304,662 |
120 |
118.50 |
109.65 |
8.85 |
7.9% |
0.44 |
0.4% |
30% |
False |
False |
253,947 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
115.48 |
2.618 |
114.44 |
1.618 |
113.80 |
1.000 |
113.40 |
0.618 |
113.16 |
HIGH |
112.76 |
0.618 |
112.52 |
0.500 |
112.44 |
0.382 |
112.36 |
LOW |
112.12 |
0.618 |
111.72 |
1.000 |
111.48 |
1.618 |
111.08 |
2.618 |
110.44 |
4.250 |
109.40 |
|
|
Fisher Pivots for day following 16-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
112.44 |
112.28 |
PP |
112.39 |
112.25 |
S1 |
112.35 |
112.23 |
|