Euro Bund Future September 2008
Trading Metrics calculated at close of trading on 23-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2008 |
23-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
110.32 |
110.00 |
-0.32 |
-0.3% |
111.62 |
High |
110.64 |
110.20 |
-0.44 |
-0.4% |
112.88 |
Low |
110.04 |
109.70 |
-0.34 |
-0.3% |
110.60 |
Close |
110.21 |
109.97 |
-0.24 |
-0.2% |
110.85 |
Range |
0.60 |
0.50 |
-0.10 |
-16.7% |
2.28 |
ATR |
0.81 |
0.79 |
-0.02 |
-2.6% |
0.00 |
Volume |
752,757 |
966,962 |
214,205 |
28.5% |
4,584,569 |
|
Daily Pivots for day following 23-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111.46 |
111.21 |
110.25 |
|
R3 |
110.96 |
110.71 |
110.11 |
|
R2 |
110.46 |
110.46 |
110.06 |
|
R1 |
110.21 |
110.21 |
110.02 |
110.09 |
PP |
109.96 |
109.96 |
109.96 |
109.89 |
S1 |
109.71 |
109.71 |
109.92 |
109.59 |
S2 |
109.46 |
109.46 |
109.88 |
|
S3 |
108.96 |
109.21 |
109.83 |
|
S4 |
108.46 |
108.71 |
109.70 |
|
|
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 |
112.18 |
109.70 |
2.48 |
2.3% |
0.76 |
0.7% |
11% |
False |
True |
886,124 |
10 |
112.88 |
109.70 |
3.18 |
2.9% |
0.74 |
0.7% |
8% |
False |
True |
898,868 |
20 |
112.88 |
109.70 |
3.18 |
2.9% |
0.80 |
0.7% |
8% |
False |
True |
933,459 |
40 |
113.29 |
109.65 |
3.64 |
3.3% |
0.77 |
0.7% |
9% |
False |
False |
870,175 |
60 |
115.51 |
109.65 |
5.86 |
5.3% |
0.69 |
0.6% |
5% |
False |
False |
581,400 |
80 |
116.33 |
109.65 |
6.68 |
6.1% |
0.62 |
0.6% |
5% |
False |
False |
436,144 |
100 |
118.50 |
109.65 |
8.85 |
8.0% |
0.56 |
0.5% |
4% |
False |
False |
348,960 |
120 |
118.50 |
109.65 |
8.85 |
8.0% |
0.47 |
0.4% |
4% |
False |
False |
290,856 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
112.33 |
2.618 |
111.51 |
1.618 |
111.01 |
1.000 |
110.70 |
0.618 |
110.51 |
HIGH |
110.20 |
0.618 |
110.01 |
0.500 |
109.95 |
0.382 |
109.89 |
LOW |
109.70 |
0.618 |
109.39 |
1.000 |
109.20 |
1.618 |
108.89 |
2.618 |
108.39 |
4.250 |
107.58 |
|
|
Fisher Pivots for day following 23-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
109.96 |
110.33 |
PP |
109.96 |
110.21 |
S1 |
109.95 |
110.09 |
|