Euro Bund Future September 2008
| Trading Metrics calculated at close of trading on 07-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2008 |
07-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
112.94 |
112.82 |
-0.12 |
-0.1% |
110.54 |
| High |
113.29 |
113.60 |
0.31 |
0.3% |
112.83 |
| Low |
112.55 |
112.77 |
0.22 |
0.2% |
110.41 |
| Close |
112.85 |
113.48 |
0.63 |
0.6% |
112.53 |
| Range |
0.74 |
0.83 |
0.09 |
12.2% |
2.42 |
| ATR |
0.76 |
0.77 |
0.00 |
0.6% |
0.00 |
| Volume |
839,637 |
850,148 |
10,511 |
1.3% |
4,379,011 |
|
| Daily Pivots for day following 07-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.77 |
115.46 |
113.94 |
|
| R3 |
114.94 |
114.63 |
113.71 |
|
| R2 |
114.11 |
114.11 |
113.63 |
|
| R1 |
113.80 |
113.80 |
113.56 |
113.96 |
| PP |
113.28 |
113.28 |
113.28 |
113.36 |
| S1 |
112.97 |
112.97 |
113.40 |
113.13 |
| S2 |
112.45 |
112.45 |
113.33 |
|
| S3 |
111.62 |
112.14 |
113.25 |
|
| S4 |
110.79 |
111.31 |
113.02 |
|
|
| 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 |
113.60 |
112.29 |
1.31 |
1.2% |
0.61 |
0.5% |
91% |
True |
False |
767,452 |
| 10 |
113.60 |
110.25 |
3.35 |
3.0% |
0.76 |
0.7% |
96% |
True |
False |
844,669 |
| 20 |
113.60 |
109.70 |
3.90 |
3.4% |
0.77 |
0.7% |
97% |
True |
False |
872,278 |
| 40 |
113.60 |
109.65 |
3.95 |
3.5% |
0.75 |
0.7% |
97% |
True |
False |
888,491 |
| 60 |
113.94 |
109.65 |
4.29 |
3.8% |
0.73 |
0.6% |
89% |
False |
False |
735,604 |
| 80 |
115.65 |
109.65 |
6.00 |
5.3% |
0.68 |
0.6% |
64% |
False |
False |
552,012 |
| 100 |
118.50 |
109.65 |
8.85 |
7.8% |
0.62 |
0.5% |
43% |
False |
False |
441,638 |
| 120 |
118.50 |
109.65 |
8.85 |
7.8% |
0.54 |
0.5% |
43% |
False |
False |
368,079 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.13 |
|
2.618 |
115.77 |
|
1.618 |
114.94 |
|
1.000 |
114.43 |
|
0.618 |
114.11 |
|
HIGH |
113.60 |
|
0.618 |
113.28 |
|
0.500 |
113.19 |
|
0.382 |
113.09 |
|
LOW |
112.77 |
|
0.618 |
112.26 |
|
1.000 |
111.94 |
|
1.618 |
111.43 |
|
2.618 |
110.60 |
|
4.250 |
109.24 |
|
|
| Fisher Pivots for day following 07-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113.38 |
113.35 |
| PP |
113.28 |
113.21 |
| S1 |
113.19 |
113.08 |
|