Euro Bund Future September 2008
| Trading Metrics calculated at close of trading on 03-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2008 |
03-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
114.54 |
114.52 |
-0.02 |
0.0% |
114.10 |
| High |
114.57 |
114.82 |
0.25 |
0.2% |
114.96 |
| Low |
113.56 |
114.17 |
0.61 |
0.5% |
113.50 |
| Close |
114.21 |
114.41 |
0.20 |
0.2% |
114.16 |
| Range |
1.01 |
0.65 |
-0.36 |
-35.6% |
1.46 |
| ATR |
0.74 |
0.73 |
-0.01 |
-0.9% |
0.00 |
| Volume |
1,378,439 |
1,467,318 |
88,879 |
6.4% |
3,399,233 |
|
| Daily Pivots for day following 03-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.42 |
116.06 |
114.77 |
|
| R3 |
115.77 |
115.41 |
114.59 |
|
| R2 |
115.12 |
115.12 |
114.53 |
|
| R1 |
114.76 |
114.76 |
114.47 |
114.62 |
| PP |
114.47 |
114.47 |
114.47 |
114.39 |
| S1 |
114.11 |
114.11 |
114.35 |
113.97 |
| S2 |
113.82 |
113.82 |
114.29 |
|
| S3 |
113.17 |
113.46 |
114.23 |
|
| S4 |
112.52 |
112.81 |
114.05 |
|
|
| Weekly Pivots for week ending 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.59 |
117.83 |
114.96 |
|
| R3 |
117.13 |
116.37 |
114.56 |
|
| R2 |
115.67 |
115.67 |
114.43 |
|
| R1 |
114.91 |
114.91 |
114.29 |
115.29 |
| PP |
114.21 |
114.21 |
114.21 |
114.40 |
| S1 |
113.45 |
113.45 |
114.03 |
113.83 |
| S2 |
112.75 |
112.75 |
113.89 |
|
| S3 |
111.29 |
111.99 |
113.76 |
|
| S4 |
109.83 |
110.53 |
113.36 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114.82 |
113.56 |
1.26 |
1.1% |
0.72 |
0.6% |
67% |
True |
False |
1,000,617 |
| 10 |
114.96 |
113.50 |
1.46 |
1.3% |
0.74 |
0.6% |
62% |
False |
False |
822,890 |
| 20 |
114.96 |
112.77 |
2.19 |
1.9% |
0.65 |
0.6% |
75% |
False |
False |
734,853 |
| 40 |
114.96 |
109.70 |
5.26 |
4.6% |
0.70 |
0.6% |
90% |
False |
False |
802,661 |
| 60 |
114.96 |
109.65 |
5.31 |
4.6% |
0.72 |
0.6% |
90% |
False |
False |
843,409 |
| 80 |
114.96 |
109.65 |
5.31 |
4.6% |
0.71 |
0.6% |
90% |
False |
False |
724,822 |
| 100 |
116.28 |
109.65 |
6.63 |
5.8% |
0.67 |
0.6% |
72% |
False |
False |
580,079 |
| 120 |
118.50 |
109.65 |
8.85 |
7.7% |
0.62 |
0.5% |
54% |
False |
False |
483,427 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.58 |
|
2.618 |
116.52 |
|
1.618 |
115.87 |
|
1.000 |
115.47 |
|
0.618 |
115.22 |
|
HIGH |
114.82 |
|
0.618 |
114.57 |
|
0.500 |
114.50 |
|
0.382 |
114.42 |
|
LOW |
114.17 |
|
0.618 |
113.77 |
|
1.000 |
113.52 |
|
1.618 |
113.12 |
|
2.618 |
112.47 |
|
4.250 |
111.41 |
|
|
| Fisher Pivots for day following 03-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114.50 |
114.34 |
| PP |
114.47 |
114.26 |
| S1 |
114.44 |
114.19 |
|