Euro Bund Future September 2008
Trading Metrics calculated at close of trading on 29-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2008 |
29-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
110.54 |
111.18 |
0.64 |
0.6% |
110.75 |
High |
111.24 |
111.73 |
0.49 |
0.4% |
111.53 |
Low |
110.41 |
110.99 |
0.58 |
0.5% |
109.70 |
Close |
111.14 |
111.64 |
0.50 |
0.4% |
110.61 |
Range |
0.83 |
0.74 |
-0.09 |
-10.8% |
1.83 |
ATR |
0.84 |
0.83 |
-0.01 |
-0.8% |
0.00 |
Volume |
630,671 |
941,253 |
310,582 |
49.2% |
4,419,871 |
|
Daily Pivots for day following 29-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.67 |
113.40 |
112.05 |
|
R3 |
112.93 |
112.66 |
111.84 |
|
R2 |
112.19 |
112.19 |
111.78 |
|
R1 |
111.92 |
111.92 |
111.71 |
112.06 |
PP |
111.45 |
111.45 |
111.45 |
111.52 |
S1 |
111.18 |
111.18 |
111.57 |
111.32 |
S2 |
110.71 |
110.71 |
111.50 |
|
S3 |
109.97 |
110.44 |
111.44 |
|
S4 |
109.23 |
109.70 |
111.23 |
|
|
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 |
111.73 |
109.70 |
2.03 |
1.8% |
0.85 |
0.8% |
96% |
True |
False |
893,176 |
10 |
112.76 |
109.70 |
3.06 |
2.7% |
0.82 |
0.7% |
63% |
False |
False |
881,592 |
20 |
112.88 |
109.70 |
3.18 |
2.8% |
0.83 |
0.7% |
61% |
False |
False |
922,990 |
40 |
113.29 |
109.65 |
3.64 |
3.3% |
0.80 |
0.7% |
55% |
False |
False |
946,918 |
60 |
115.51 |
109.65 |
5.86 |
5.2% |
0.72 |
0.6% |
34% |
False |
False |
639,662 |
80 |
116.33 |
109.65 |
6.68 |
6.0% |
0.66 |
0.6% |
30% |
False |
False |
479,869 |
100 |
118.50 |
109.65 |
8.85 |
7.9% |
0.60 |
0.5% |
22% |
False |
False |
383,945 |
120 |
118.50 |
109.65 |
8.85 |
7.9% |
0.50 |
0.5% |
22% |
False |
False |
320,000 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114.88 |
2.618 |
113.67 |
1.618 |
112.93 |
1.000 |
112.47 |
0.618 |
112.19 |
HIGH |
111.73 |
0.618 |
111.45 |
0.500 |
111.36 |
0.382 |
111.27 |
LOW |
110.99 |
0.618 |
110.53 |
1.000 |
110.25 |
1.618 |
109.79 |
2.618 |
109.05 |
4.250 |
107.85 |
|
|
Fisher Pivots for day following 29-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
111.55 |
111.42 |
PP |
111.45 |
111.21 |
S1 |
111.36 |
110.99 |
|