Euro Bund Future September 2008
Trading Metrics calculated at close of trading on 05-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2008 |
05-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
112.61 |
112.70 |
0.09 |
0.1% |
110.54 |
High |
112.95 |
113.02 |
0.07 |
0.1% |
112.83 |
Low |
112.48 |
112.57 |
0.09 |
0.1% |
110.41 |
Close |
112.80 |
112.90 |
0.10 |
0.1% |
112.53 |
Range |
0.47 |
0.45 |
-0.02 |
-4.3% |
2.42 |
ATR |
0.79 |
0.77 |
-0.02 |
-3.1% |
0.00 |
Volume |
669,274 |
605,784 |
-63,490 |
-9.5% |
4,379,011 |
|
Daily Pivots for day following 05-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114.18 |
113.99 |
113.15 |
|
R3 |
113.73 |
113.54 |
113.02 |
|
R2 |
113.28 |
113.28 |
112.98 |
|
R1 |
113.09 |
113.09 |
112.94 |
113.19 |
PP |
112.83 |
112.83 |
112.83 |
112.88 |
S1 |
112.64 |
112.64 |
112.86 |
112.74 |
S2 |
112.38 |
112.38 |
112.82 |
|
S3 |
111.93 |
112.19 |
112.78 |
|
S4 |
111.48 |
111.74 |
112.65 |
|
|
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 |
113.02 |
111.54 |
1.48 |
1.3% |
0.64 |
0.6% |
92% |
True |
False |
816,429 |
10 |
113.02 |
109.70 |
3.32 |
2.9% |
0.75 |
0.7% |
96% |
True |
False |
854,802 |
20 |
113.02 |
109.70 |
3.32 |
2.9% |
0.76 |
0.7% |
96% |
True |
False |
872,056 |
40 |
113.02 |
109.65 |
3.37 |
3.0% |
0.75 |
0.7% |
96% |
True |
False |
902,657 |
60 |
115.43 |
109.65 |
5.78 |
5.1% |
0.73 |
0.6% |
56% |
False |
False |
707,536 |
80 |
116.33 |
109.65 |
6.68 |
5.9% |
0.67 |
0.6% |
49% |
False |
False |
530,891 |
100 |
118.50 |
109.65 |
8.85 |
7.8% |
0.61 |
0.5% |
37% |
False |
False |
424,746 |
120 |
118.50 |
109.65 |
8.85 |
7.8% |
0.53 |
0.5% |
37% |
False |
False |
354,010 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114.93 |
2.618 |
114.20 |
1.618 |
113.75 |
1.000 |
113.47 |
0.618 |
113.30 |
HIGH |
113.02 |
0.618 |
112.85 |
0.500 |
112.80 |
0.382 |
112.74 |
LOW |
112.57 |
0.618 |
112.29 |
1.000 |
112.12 |
1.618 |
111.84 |
2.618 |
111.39 |
4.250 |
110.66 |
|
|
Fisher Pivots for day following 05-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
112.87 |
112.82 |
PP |
112.83 |
112.74 |
S1 |
112.80 |
112.66 |
|