Euro Bund Future September 2008
Trading Metrics calculated at close of trading on 30-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2008 |
30-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
111.18 |
111.63 |
0.45 |
0.4% |
110.75 |
High |
111.73 |
112.36 |
0.63 |
0.6% |
111.53 |
Low |
110.99 |
111.54 |
0.55 |
0.5% |
109.70 |
Close |
111.64 |
112.05 |
0.41 |
0.4% |
110.61 |
Range |
0.74 |
0.82 |
0.08 |
10.8% |
1.83 |
ATR |
0.83 |
0.83 |
0.00 |
-0.1% |
0.00 |
Volume |
941,253 |
900,415 |
-40,838 |
-4.3% |
4,419,871 |
|
Daily Pivots for day following 30-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114.44 |
114.07 |
112.50 |
|
R3 |
113.62 |
113.25 |
112.28 |
|
R2 |
112.80 |
112.80 |
112.20 |
|
R1 |
112.43 |
112.43 |
112.13 |
112.62 |
PP |
111.98 |
111.98 |
111.98 |
112.08 |
S1 |
111.61 |
111.61 |
111.97 |
111.80 |
S2 |
111.16 |
111.16 |
111.90 |
|
S3 |
110.34 |
110.79 |
111.82 |
|
S4 |
109.52 |
109.97 |
111.60 |
|
|
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 |
112.36 |
110.10 |
2.26 |
2.0% |
0.92 |
0.8% |
86% |
True |
False |
879,866 |
10 |
112.36 |
109.70 |
2.66 |
2.4% |
0.84 |
0.8% |
88% |
True |
False |
882,995 |
20 |
112.88 |
109.70 |
3.18 |
2.8% |
0.82 |
0.7% |
74% |
False |
False |
911,489 |
40 |
113.29 |
109.65 |
3.64 |
3.2% |
0.79 |
0.7% |
66% |
False |
False |
949,685 |
60 |
115.51 |
109.65 |
5.86 |
5.2% |
0.73 |
0.6% |
41% |
False |
False |
654,646 |
80 |
116.33 |
109.65 |
6.68 |
6.0% |
0.67 |
0.6% |
36% |
False |
False |
491,123 |
100 |
118.50 |
109.65 |
8.85 |
7.9% |
0.61 |
0.5% |
27% |
False |
False |
392,943 |
120 |
118.50 |
109.65 |
8.85 |
7.9% |
0.51 |
0.5% |
27% |
False |
False |
327,503 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
115.85 |
2.618 |
114.51 |
1.618 |
113.69 |
1.000 |
113.18 |
0.618 |
112.87 |
HIGH |
112.36 |
0.618 |
112.05 |
0.500 |
111.95 |
0.382 |
111.85 |
LOW |
111.54 |
0.618 |
111.03 |
1.000 |
110.72 |
1.618 |
110.21 |
2.618 |
109.39 |
4.250 |
108.06 |
|
|
Fisher Pivots for day following 30-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
112.02 |
111.83 |
PP |
111.98 |
111.61 |
S1 |
111.95 |
111.39 |
|