Euro Bund Future September 2008
Trading Metrics calculated at close of trading on 18-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2008 |
18-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
112.15 |
111.81 |
-0.34 |
-0.3% |
111.62 |
High |
112.18 |
111.91 |
-0.27 |
-0.2% |
112.88 |
Low |
111.58 |
110.60 |
-0.98 |
-0.9% |
110.60 |
Close |
111.92 |
110.85 |
-1.07 |
-1.0% |
110.85 |
Range |
0.60 |
1.31 |
0.71 |
118.3% |
2.28 |
ATR |
0.79 |
0.82 |
0.04 |
4.8% |
0.00 |
Volume |
858,500 |
1,079,246 |
220,746 |
25.7% |
4,584,569 |
|
Daily Pivots for day following 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115.05 |
114.26 |
111.57 |
|
R3 |
113.74 |
112.95 |
111.21 |
|
R2 |
112.43 |
112.43 |
111.09 |
|
R1 |
111.64 |
111.64 |
110.97 |
111.38 |
PP |
111.12 |
111.12 |
111.12 |
110.99 |
S1 |
110.33 |
110.33 |
110.73 |
110.07 |
S2 |
109.81 |
109.81 |
110.61 |
|
S3 |
108.50 |
109.02 |
110.49 |
|
S4 |
107.19 |
107.71 |
110.13 |
|
|
Weekly Pivots for week ending 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118.28 |
116.85 |
112.10 |
|
R3 |
116.00 |
114.57 |
111.48 |
|
R2 |
113.72 |
113.72 |
111.27 |
|
R1 |
112.29 |
112.29 |
111.06 |
111.87 |
PP |
111.44 |
111.44 |
111.44 |
111.23 |
S1 |
110.01 |
110.01 |
110.64 |
109.59 |
S2 |
109.16 |
109.16 |
110.43 |
|
S3 |
106.88 |
107.73 |
110.22 |
|
S4 |
104.60 |
105.45 |
109.60 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
112.88 |
110.60 |
2.28 |
2.1% |
0.80 |
0.7% |
11% |
False |
True |
916,913 |
10 |
112.88 |
110.60 |
2.28 |
2.1% |
0.79 |
0.7% |
11% |
False |
True |
913,803 |
20 |
112.88 |
109.85 |
3.03 |
2.7% |
0.80 |
0.7% |
33% |
False |
False |
916,703 |
40 |
113.43 |
109.65 |
3.78 |
3.4% |
0.75 |
0.7% |
32% |
False |
False |
808,558 |
60 |
115.51 |
109.65 |
5.86 |
5.3% |
0.69 |
0.6% |
20% |
False |
False |
539,886 |
80 |
116.42 |
109.65 |
6.77 |
6.1% |
0.62 |
0.6% |
18% |
False |
False |
404,989 |
100 |
118.50 |
109.65 |
8.85 |
8.0% |
0.55 |
0.5% |
14% |
False |
False |
324,037 |
120 |
118.50 |
109.65 |
8.85 |
8.0% |
0.46 |
0.4% |
14% |
False |
False |
270,093 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
117.48 |
2.618 |
115.34 |
1.618 |
114.03 |
1.000 |
113.22 |
0.618 |
112.72 |
HIGH |
111.91 |
0.618 |
111.41 |
0.500 |
111.26 |
0.382 |
111.10 |
LOW |
110.60 |
0.618 |
109.79 |
1.000 |
109.29 |
1.618 |
108.48 |
2.618 |
107.17 |
4.250 |
105.03 |
|
|
Fisher Pivots for day following 18-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
111.26 |
111.68 |
PP |
111.12 |
111.40 |
S1 |
110.99 |
111.13 |
|