Euro Bund Future September 2008
Trading Metrics calculated at close of trading on 31-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2008 |
31-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
111.63 |
112.15 |
0.52 |
0.5% |
110.75 |
High |
112.36 |
112.67 |
0.31 |
0.3% |
111.53 |
Low |
111.54 |
111.77 |
0.23 |
0.2% |
109.70 |
Close |
112.05 |
112.51 |
0.46 |
0.4% |
110.61 |
Range |
0.82 |
0.90 |
0.08 |
9.8% |
1.83 |
ATR |
0.83 |
0.84 |
0.00 |
0.6% |
0.00 |
Volume |
900,415 |
1,034,251 |
133,836 |
14.9% |
4,419,871 |
|
Daily Pivots for day following 31-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115.02 |
114.66 |
113.01 |
|
R3 |
114.12 |
113.76 |
112.76 |
|
R2 |
113.22 |
113.22 |
112.68 |
|
R1 |
112.86 |
112.86 |
112.59 |
113.04 |
PP |
112.32 |
112.32 |
112.32 |
112.41 |
S1 |
111.96 |
111.96 |
112.43 |
112.14 |
S2 |
111.42 |
111.42 |
112.35 |
|
S3 |
110.52 |
111.06 |
112.26 |
|
S4 |
109.62 |
110.16 |
112.02 |
|
|
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 |
112.67 |
110.25 |
2.42 |
2.2% |
0.91 |
0.8% |
93% |
True |
False |
921,886 |
10 |
112.67 |
109.70 |
2.97 |
2.6% |
0.87 |
0.8% |
95% |
True |
False |
900,570 |
20 |
112.88 |
109.70 |
3.18 |
2.8% |
0.83 |
0.7% |
88% |
False |
False |
912,437 |
40 |
113.29 |
109.65 |
3.64 |
3.2% |
0.80 |
0.7% |
79% |
False |
False |
951,467 |
60 |
115.51 |
109.65 |
5.86 |
5.2% |
0.73 |
0.7% |
49% |
False |
False |
671,855 |
80 |
116.33 |
109.65 |
6.68 |
5.9% |
0.67 |
0.6% |
43% |
False |
False |
504,051 |
100 |
118.50 |
109.65 |
8.85 |
7.9% |
0.61 |
0.5% |
32% |
False |
False |
403,284 |
120 |
118.50 |
109.65 |
8.85 |
7.9% |
0.52 |
0.5% |
32% |
False |
False |
336,117 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
116.50 |
2.618 |
115.03 |
1.618 |
114.13 |
1.000 |
113.57 |
0.618 |
113.23 |
HIGH |
112.67 |
0.618 |
112.33 |
0.500 |
112.22 |
0.382 |
112.11 |
LOW |
111.77 |
0.618 |
111.21 |
1.000 |
110.87 |
1.618 |
110.31 |
2.618 |
109.41 |
4.250 |
107.95 |
|
|
Fisher Pivots for day following 31-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
112.41 |
112.28 |
PP |
112.32 |
112.06 |
S1 |
112.22 |
111.83 |
|