Euro Bund Future June 2008
| Trading Metrics calculated at close of trading on 13-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2008 |
13-May-2008 |
Change |
Change % |
Previous Week |
| Open |
115.09 |
114.84 |
-0.25 |
-0.2% |
113.55 |
| High |
115.20 |
115.21 |
0.01 |
0.0% |
115.29 |
| Low |
114.78 |
114.10 |
-0.68 |
-0.6% |
113.45 |
| Close |
115.02 |
114.35 |
-0.67 |
-0.6% |
115.14 |
| Range |
0.42 |
1.11 |
0.69 |
164.3% |
1.84 |
| ATR |
0.66 |
0.70 |
0.03 |
4.8% |
0.00 |
| Volume |
587,797 |
1,307,684 |
719,887 |
122.5% |
4,318,171 |
|
| Daily Pivots for day following 13-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.88 |
117.23 |
114.96 |
|
| R3 |
116.77 |
116.12 |
114.66 |
|
| R2 |
115.66 |
115.66 |
114.55 |
|
| R1 |
115.01 |
115.01 |
114.45 |
114.78 |
| PP |
114.55 |
114.55 |
114.55 |
114.44 |
| S1 |
113.90 |
113.90 |
114.25 |
113.67 |
| S2 |
113.44 |
113.44 |
114.15 |
|
| S3 |
112.33 |
112.79 |
114.04 |
|
| S4 |
111.22 |
111.68 |
113.74 |
|
|
| Weekly Pivots for week ending 09-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.15 |
119.48 |
116.15 |
|
| R3 |
118.31 |
117.64 |
115.65 |
|
| R2 |
116.47 |
116.47 |
115.48 |
|
| R1 |
115.80 |
115.80 |
115.31 |
116.14 |
| PP |
114.63 |
114.63 |
114.63 |
114.79 |
| S1 |
113.96 |
113.96 |
114.97 |
114.30 |
| S2 |
112.79 |
112.79 |
114.80 |
|
| S3 |
110.95 |
112.12 |
114.63 |
|
| S4 |
109.11 |
110.28 |
114.13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115.29 |
113.45 |
1.84 |
1.6% |
0.73 |
0.6% |
49% |
False |
False |
993,708 |
| 10 |
115.29 |
113.28 |
2.01 |
1.8% |
0.67 |
0.6% |
53% |
False |
False |
889,832 |
| 20 |
116.06 |
113.10 |
2.96 |
2.6% |
0.66 |
0.6% |
42% |
False |
False |
961,791 |
| 40 |
118.48 |
113.10 |
5.38 |
4.7% |
0.62 |
0.5% |
23% |
False |
False |
906,392 |
| 60 |
118.48 |
113.10 |
5.38 |
4.7% |
0.63 |
0.5% |
23% |
False |
False |
798,992 |
| 80 |
118.48 |
113.10 |
5.38 |
4.7% |
0.65 |
0.6% |
23% |
False |
False |
599,639 |
| 100 |
118.48 |
112.26 |
6.22 |
5.4% |
0.60 |
0.5% |
34% |
False |
False |
479,781 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119.93 |
|
2.618 |
118.12 |
|
1.618 |
117.01 |
|
1.000 |
116.32 |
|
0.618 |
115.90 |
|
HIGH |
115.21 |
|
0.618 |
114.79 |
|
0.500 |
114.66 |
|
0.382 |
114.52 |
|
LOW |
114.10 |
|
0.618 |
113.41 |
|
1.000 |
112.99 |
|
1.618 |
112.30 |
|
2.618 |
111.19 |
|
4.250 |
109.38 |
|
|
| Fisher Pivots for day following 13-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114.66 |
114.70 |
| PP |
114.55 |
114.58 |
| S1 |
114.45 |
114.47 |
|