Euro Bund Future September 2008
Trading Metrics calculated at close of trading on 04-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2008 |
04-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
112.52 |
112.23 |
-0.29 |
-0.3% |
113.12 |
High |
112.83 |
112.47 |
-0.36 |
-0.3% |
113.15 |
Low |
111.75 |
111.99 |
0.24 |
0.2% |
111.63 |
Close |
111.77 |
112.19 |
0.42 |
0.4% |
112.07 |
Range |
1.08 |
0.48 |
-0.60 |
-55.6% |
1.52 |
ATR |
0.64 |
0.64 |
0.00 |
0.7% |
0.00 |
Volume |
789,751 |
962,953 |
173,202 |
21.9% |
207,144 |
|
Daily Pivots for day following 04-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.66 |
113.40 |
112.45 |
|
R3 |
113.18 |
112.92 |
112.32 |
|
R2 |
112.70 |
112.70 |
112.28 |
|
R1 |
112.44 |
112.44 |
112.23 |
112.33 |
PP |
112.22 |
112.22 |
112.22 |
112.16 |
S1 |
111.96 |
111.96 |
112.15 |
111.85 |
S2 |
111.74 |
111.74 |
112.10 |
|
S3 |
111.26 |
111.48 |
112.06 |
|
S4 |
110.78 |
111.00 |
111.93 |
|
|
Weekly Pivots for week ending 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116.84 |
115.98 |
112.91 |
|
R3 |
115.32 |
114.46 |
112.49 |
|
R2 |
113.80 |
113.80 |
112.35 |
|
R1 |
112.94 |
112.94 |
112.21 |
112.61 |
PP |
112.28 |
112.28 |
112.28 |
112.12 |
S1 |
111.42 |
111.42 |
111.93 |
111.09 |
S2 |
110.76 |
110.76 |
111.79 |
|
S3 |
109.24 |
109.90 |
111.65 |
|
S4 |
107.72 |
108.38 |
111.23 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
112.83 |
111.63 |
1.20 |
1.1% |
0.71 |
0.6% |
47% |
False |
False |
429,072 |
10 |
113.43 |
111.63 |
1.80 |
1.6% |
0.58 |
0.5% |
31% |
False |
False |
221,740 |
20 |
115.51 |
111.63 |
3.88 |
3.5% |
0.60 |
0.5% |
14% |
False |
False |
112,631 |
40 |
116.33 |
111.63 |
4.70 |
4.2% |
0.54 |
0.5% |
12% |
False |
False |
56,635 |
60 |
118.50 |
111.63 |
6.87 |
6.1% |
0.48 |
0.4% |
8% |
False |
False |
37,828 |
80 |
118.50 |
111.63 |
6.87 |
6.1% |
0.37 |
0.3% |
8% |
False |
False |
28,442 |
100 |
118.50 |
111.63 |
6.87 |
6.1% |
0.30 |
0.3% |
8% |
False |
False |
22,847 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114.51 |
2.618 |
113.73 |
1.618 |
113.25 |
1.000 |
112.95 |
0.618 |
112.77 |
HIGH |
112.47 |
0.618 |
112.29 |
0.500 |
112.23 |
0.382 |
112.17 |
LOW |
111.99 |
0.618 |
111.69 |
1.000 |
111.51 |
1.618 |
111.21 |
2.618 |
110.73 |
4.250 |
109.95 |
|
|
Fisher Pivots for day following 04-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
112.23 |
112.29 |
PP |
112.22 |
112.26 |
S1 |
112.20 |
112.22 |
|