Euro Bund Future September 2008
Trading Metrics calculated at close of trading on 01-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2008 |
01-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
112.15 |
112.60 |
0.45 |
0.4% |
110.54 |
High |
112.67 |
112.83 |
0.16 |
0.1% |
112.83 |
Low |
111.77 |
112.29 |
0.52 |
0.5% |
110.41 |
Close |
112.51 |
112.53 |
0.02 |
0.0% |
112.53 |
Range |
0.90 |
0.54 |
-0.36 |
-40.0% |
2.42 |
ATR |
0.84 |
0.81 |
-0.02 |
-2.5% |
0.00 |
Volume |
1,034,251 |
872,421 |
-161,830 |
-15.6% |
4,379,011 |
|
Daily Pivots for day following 01-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114.17 |
113.89 |
112.83 |
|
R3 |
113.63 |
113.35 |
112.68 |
|
R2 |
113.09 |
113.09 |
112.63 |
|
R1 |
112.81 |
112.81 |
112.58 |
112.68 |
PP |
112.55 |
112.55 |
112.55 |
112.49 |
S1 |
112.27 |
112.27 |
112.48 |
112.14 |
S2 |
112.01 |
112.01 |
112.43 |
|
S3 |
111.47 |
111.73 |
112.38 |
|
S4 |
110.93 |
111.19 |
112.23 |
|
|
Weekly Pivots for week ending 01-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119.18 |
118.28 |
113.86 |
|
R3 |
116.76 |
115.86 |
113.20 |
|
R2 |
114.34 |
114.34 |
112.97 |
|
R1 |
113.44 |
113.44 |
112.75 |
113.89 |
PP |
111.92 |
111.92 |
111.92 |
112.15 |
S1 |
111.02 |
111.02 |
112.31 |
111.47 |
S2 |
109.50 |
109.50 |
112.09 |
|
S3 |
107.08 |
108.60 |
111.86 |
|
S4 |
104.66 |
106.18 |
111.20 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
112.83 |
110.41 |
2.42 |
2.2% |
0.77 |
0.7% |
88% |
True |
False |
875,802 |
10 |
112.83 |
109.70 |
3.13 |
2.8% |
0.79 |
0.7% |
90% |
True |
False |
879,888 |
20 |
112.88 |
109.70 |
3.18 |
2.8% |
0.79 |
0.7% |
89% |
False |
False |
896,845 |
40 |
113.29 |
109.65 |
3.64 |
3.2% |
0.80 |
0.7% |
79% |
False |
False |
939,372 |
60 |
115.51 |
109.65 |
5.86 |
5.2% |
0.73 |
0.6% |
49% |
False |
False |
686,349 |
80 |
116.33 |
109.65 |
6.68 |
5.9% |
0.67 |
0.6% |
43% |
False |
False |
514,956 |
100 |
118.50 |
109.65 |
8.85 |
7.9% |
0.61 |
0.5% |
33% |
False |
False |
411,999 |
120 |
118.50 |
109.65 |
8.85 |
7.9% |
0.52 |
0.5% |
33% |
False |
False |
343,387 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
115.13 |
2.618 |
114.24 |
1.618 |
113.70 |
1.000 |
113.37 |
0.618 |
113.16 |
HIGH |
112.83 |
0.618 |
112.62 |
0.500 |
112.56 |
0.382 |
112.50 |
LOW |
112.29 |
0.618 |
111.96 |
1.000 |
111.75 |
1.618 |
111.42 |
2.618 |
110.88 |
4.250 |
110.00 |
|
|
Fisher Pivots for day following 01-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
112.56 |
112.42 |
PP |
112.55 |
112.30 |
S1 |
112.54 |
112.19 |
|