Euro Bund Future September 2008
| Trading Metrics calculated at close of trading on 28-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2008 |
28-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
110.98 |
110.54 |
-0.44 |
-0.4% |
110.75 |
| High |
111.53 |
111.24 |
-0.29 |
-0.3% |
111.53 |
| Low |
110.25 |
110.41 |
0.16 |
0.1% |
109.70 |
| Close |
110.61 |
111.14 |
0.53 |
0.5% |
110.61 |
| Range |
1.28 |
0.83 |
-0.45 |
-35.2% |
1.83 |
| ATR |
0.84 |
0.84 |
0.00 |
-0.1% |
0.00 |
| Volume |
1,102,840 |
630,671 |
-472,169 |
-42.8% |
4,419,871 |
|
| Daily Pivots for day following 28-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.42 |
113.11 |
111.60 |
|
| R3 |
112.59 |
112.28 |
111.37 |
|
| R2 |
111.76 |
111.76 |
111.29 |
|
| R1 |
111.45 |
111.45 |
111.22 |
111.61 |
| PP |
110.93 |
110.93 |
110.93 |
111.01 |
| S1 |
110.62 |
110.62 |
111.06 |
110.78 |
| S2 |
110.10 |
110.10 |
110.99 |
|
| S3 |
109.27 |
109.79 |
110.91 |
|
| S4 |
108.44 |
108.96 |
110.68 |
|
|
| Weekly Pivots for week ending 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.10 |
115.19 |
111.62 |
|
| R3 |
114.27 |
113.36 |
111.11 |
|
| R2 |
112.44 |
112.44 |
110.95 |
|
| R1 |
111.53 |
111.53 |
110.78 |
111.07 |
| PP |
110.61 |
110.61 |
110.61 |
110.39 |
| S1 |
109.70 |
109.70 |
110.44 |
109.24 |
| S2 |
108.78 |
108.78 |
110.27 |
|
| S3 |
106.95 |
107.87 |
110.11 |
|
| S4 |
105.12 |
106.04 |
109.60 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111.53 |
109.70 |
1.83 |
1.6% |
0.83 |
0.7% |
79% |
False |
False |
855,477 |
| 10 |
112.88 |
109.70 |
3.18 |
2.9% |
0.81 |
0.7% |
45% |
False |
False |
888,608 |
| 20 |
112.88 |
109.70 |
3.18 |
2.9% |
0.86 |
0.8% |
45% |
False |
False |
931,510 |
| 40 |
113.29 |
109.65 |
3.64 |
3.3% |
0.80 |
0.7% |
41% |
False |
False |
929,445 |
| 60 |
115.51 |
109.65 |
5.86 |
5.3% |
0.71 |
0.6% |
25% |
False |
False |
623,976 |
| 80 |
116.33 |
109.65 |
6.68 |
6.0% |
0.65 |
0.6% |
22% |
False |
False |
468,106 |
| 100 |
118.50 |
109.65 |
8.85 |
8.0% |
0.59 |
0.5% |
17% |
False |
False |
374,533 |
| 120 |
118.50 |
109.65 |
8.85 |
8.0% |
0.50 |
0.4% |
17% |
False |
False |
312,162 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.77 |
|
2.618 |
113.41 |
|
1.618 |
112.58 |
|
1.000 |
112.07 |
|
0.618 |
111.75 |
|
HIGH |
111.24 |
|
0.618 |
110.92 |
|
0.500 |
110.83 |
|
0.382 |
110.73 |
|
LOW |
110.41 |
|
0.618 |
109.90 |
|
1.000 |
109.58 |
|
1.618 |
109.07 |
|
2.618 |
108.24 |
|
4.250 |
106.88 |
|
|
| Fisher Pivots for day following 28-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
111.04 |
111.03 |
| PP |
110.93 |
110.92 |
| S1 |
110.83 |
110.82 |
|