Euro Bund Future September 2008
Trading Metrics calculated at close of trading on 04-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2008 |
04-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
112.60 |
112.61 |
0.01 |
0.0% |
110.54 |
High |
112.83 |
112.95 |
0.12 |
0.1% |
112.83 |
Low |
112.29 |
112.48 |
0.19 |
0.2% |
110.41 |
Close |
112.53 |
112.80 |
0.27 |
0.2% |
112.53 |
Range |
0.54 |
0.47 |
-0.07 |
-13.0% |
2.42 |
ATR |
0.81 |
0.79 |
-0.02 |
-3.0% |
0.00 |
Volume |
872,421 |
669,274 |
-203,147 |
-23.3% |
4,379,011 |
|
Daily Pivots for day following 04-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114.15 |
113.95 |
113.06 |
|
R3 |
113.68 |
113.48 |
112.93 |
|
R2 |
113.21 |
113.21 |
112.89 |
|
R1 |
113.01 |
113.01 |
112.84 |
113.11 |
PP |
112.74 |
112.74 |
112.74 |
112.80 |
S1 |
112.54 |
112.54 |
112.76 |
112.64 |
S2 |
112.27 |
112.27 |
112.71 |
|
S3 |
111.80 |
112.07 |
112.67 |
|
S4 |
111.33 |
111.60 |
112.54 |
|
|
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 |
112.95 |
110.99 |
1.96 |
1.7% |
0.69 |
0.6% |
92% |
True |
False |
883,522 |
10 |
112.95 |
109.70 |
3.25 |
2.9% |
0.76 |
0.7% |
95% |
True |
False |
869,499 |
20 |
112.95 |
109.70 |
3.25 |
2.9% |
0.77 |
0.7% |
95% |
True |
False |
889,662 |
40 |
113.29 |
109.65 |
3.64 |
3.2% |
0.79 |
0.7% |
87% |
False |
False |
929,873 |
60 |
115.43 |
109.65 |
5.78 |
5.1% |
0.73 |
0.6% |
54% |
False |
False |
697,462 |
80 |
116.33 |
109.65 |
6.68 |
5.9% |
0.67 |
0.6% |
47% |
False |
False |
523,319 |
100 |
118.50 |
109.65 |
8.85 |
7.8% |
0.61 |
0.5% |
36% |
False |
False |
418,689 |
120 |
118.50 |
109.65 |
8.85 |
7.8% |
0.53 |
0.5% |
36% |
False |
False |
348,964 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114.95 |
2.618 |
114.18 |
1.618 |
113.71 |
1.000 |
113.42 |
0.618 |
113.24 |
HIGH |
112.95 |
0.618 |
112.77 |
0.500 |
112.72 |
0.382 |
112.66 |
LOW |
112.48 |
0.618 |
112.19 |
1.000 |
112.01 |
1.618 |
111.72 |
2.618 |
111.25 |
4.250 |
110.48 |
|
|
Fisher Pivots for day following 04-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
112.77 |
112.65 |
PP |
112.74 |
112.51 |
S1 |
112.72 |
112.36 |
|