Euro Bund Future September 2008
Trading Metrics calculated at close of trading on 06-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2008 |
06-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
112.70 |
112.94 |
0.24 |
0.2% |
110.54 |
High |
113.02 |
113.29 |
0.27 |
0.2% |
112.83 |
Low |
112.57 |
112.55 |
-0.02 |
0.0% |
110.41 |
Close |
112.90 |
112.85 |
-0.05 |
0.0% |
112.53 |
Range |
0.45 |
0.74 |
0.29 |
64.4% |
2.42 |
ATR |
0.77 |
0.76 |
0.00 |
-0.2% |
0.00 |
Volume |
605,784 |
839,637 |
233,853 |
38.6% |
4,379,011 |
|
Daily Pivots for day following 06-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115.12 |
114.72 |
113.26 |
|
R3 |
114.38 |
113.98 |
113.05 |
|
R2 |
113.64 |
113.64 |
112.99 |
|
R1 |
113.24 |
113.24 |
112.92 |
113.07 |
PP |
112.90 |
112.90 |
112.90 |
112.81 |
S1 |
112.50 |
112.50 |
112.78 |
112.33 |
S2 |
112.16 |
112.16 |
112.71 |
|
S3 |
111.42 |
111.76 |
112.65 |
|
S4 |
110.68 |
111.02 |
112.44 |
|
|
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 |
113.29 |
111.77 |
1.52 |
1.3% |
0.62 |
0.5% |
71% |
True |
False |
804,273 |
10 |
113.29 |
110.10 |
3.19 |
2.8% |
0.77 |
0.7% |
86% |
True |
False |
842,070 |
20 |
113.29 |
109.70 |
3.59 |
3.2% |
0.76 |
0.7% |
88% |
True |
False |
870,469 |
40 |
113.29 |
109.65 |
3.64 |
3.2% |
0.75 |
0.7% |
88% |
True |
False |
897,686 |
60 |
114.29 |
109.65 |
4.64 |
4.1% |
0.73 |
0.6% |
69% |
False |
False |
721,478 |
80 |
116.28 |
109.65 |
6.63 |
5.9% |
0.68 |
0.6% |
48% |
False |
False |
541,385 |
100 |
118.50 |
109.65 |
8.85 |
7.8% |
0.62 |
0.5% |
36% |
False |
False |
433,142 |
120 |
118.50 |
109.65 |
8.85 |
7.8% |
0.53 |
0.5% |
36% |
False |
False |
361,001 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
116.44 |
2.618 |
115.23 |
1.618 |
114.49 |
1.000 |
114.03 |
0.618 |
113.75 |
HIGH |
113.29 |
0.618 |
113.01 |
0.500 |
112.92 |
0.382 |
112.83 |
LOW |
112.55 |
0.618 |
112.09 |
1.000 |
111.81 |
1.618 |
111.35 |
2.618 |
110.61 |
4.250 |
109.41 |
|
|
Fisher Pivots for day following 06-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
112.92 |
112.89 |
PP |
112.90 |
112.87 |
S1 |
112.87 |
112.86 |
|