Euro Bund Future September 2008
Trading Metrics calculated at close of trading on 17-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2008 |
17-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
112.36 |
112.15 |
-0.21 |
-0.2% |
111.45 |
High |
112.76 |
112.18 |
-0.58 |
-0.5% |
112.57 |
Low |
112.12 |
111.58 |
-0.54 |
-0.5% |
111.42 |
Close |
112.30 |
111.92 |
-0.38 |
-0.3% |
112.06 |
Range |
0.64 |
0.60 |
-0.04 |
-6.3% |
1.15 |
ATR |
0.79 |
0.79 |
-0.01 |
-0.6% |
0.00 |
Volume |
886,379 |
858,500 |
-27,879 |
-3.1% |
4,553,467 |
|
Daily Pivots for day following 17-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.69 |
113.41 |
112.25 |
|
R3 |
113.09 |
112.81 |
112.09 |
|
R2 |
112.49 |
112.49 |
112.03 |
|
R1 |
112.21 |
112.21 |
111.98 |
112.05 |
PP |
111.89 |
111.89 |
111.89 |
111.82 |
S1 |
111.61 |
111.61 |
111.87 |
111.45 |
S2 |
111.29 |
111.29 |
111.81 |
|
S3 |
110.69 |
111.01 |
111.76 |
|
S4 |
110.09 |
110.41 |
111.59 |
|
|
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% |
0.74 |
0.7% |
27% |
False |
False |
920,519 |
10 |
112.88 |
109.87 |
3.01 |
2.7% |
0.79 |
0.7% |
68% |
False |
False |
924,303 |
20 |
112.88 |
109.65 |
3.23 |
2.9% |
0.78 |
0.7% |
70% |
False |
False |
919,933 |
40 |
113.43 |
109.65 |
3.78 |
3.4% |
0.73 |
0.7% |
60% |
False |
False |
781,760 |
60 |
115.51 |
109.65 |
5.86 |
5.2% |
0.67 |
0.6% |
39% |
False |
False |
521,912 |
80 |
116.65 |
109.65 |
7.00 |
6.3% |
0.61 |
0.5% |
32% |
False |
False |
391,502 |
100 |
118.50 |
109.65 |
8.85 |
7.9% |
0.53 |
0.5% |
26% |
False |
False |
313,246 |
120 |
118.50 |
109.65 |
8.85 |
7.9% |
0.45 |
0.4% |
26% |
False |
False |
261,100 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114.73 |
2.618 |
113.75 |
1.618 |
113.15 |
1.000 |
112.78 |
0.618 |
112.55 |
HIGH |
112.18 |
0.618 |
111.95 |
0.500 |
111.88 |
0.382 |
111.81 |
LOW |
111.58 |
0.618 |
111.21 |
1.000 |
110.98 |
1.618 |
110.61 |
2.618 |
110.01 |
4.250 |
109.03 |
|
|
Fisher Pivots for day following 17-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
111.91 |
112.23 |
PP |
111.89 |
112.13 |
S1 |
111.88 |
112.02 |
|