Euro Bund Future June 2008
| Trading Metrics calculated at close of trading on 14-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2008 |
14-May-2008 |
Change |
Change % |
Previous Week |
| Open |
114.84 |
114.12 |
-0.72 |
-0.6% |
113.55 |
| High |
115.21 |
114.18 |
-1.03 |
-0.9% |
115.29 |
| Low |
114.10 |
113.48 |
-0.62 |
-0.5% |
113.45 |
| Close |
114.35 |
113.72 |
-0.63 |
-0.6% |
115.14 |
| Range |
1.11 |
0.70 |
-0.41 |
-36.9% |
1.84 |
| ATR |
0.70 |
0.71 |
0.01 |
1.8% |
0.00 |
| Volume |
1,307,684 |
1,132,815 |
-174,869 |
-13.4% |
4,318,171 |
|
| Daily Pivots for day following 14-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.89 |
115.51 |
114.11 |
|
| R3 |
115.19 |
114.81 |
113.91 |
|
| R2 |
114.49 |
114.49 |
113.85 |
|
| R1 |
114.11 |
114.11 |
113.78 |
113.95 |
| PP |
113.79 |
113.79 |
113.79 |
113.72 |
| S1 |
113.41 |
113.41 |
113.66 |
113.25 |
| S2 |
113.09 |
113.09 |
113.59 |
|
| S3 |
112.39 |
112.71 |
113.53 |
|
| S4 |
111.69 |
112.01 |
113.34 |
|
|
| 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 |
113.48 |
1.81 |
1.6% |
0.79 |
0.7% |
13% |
False |
True |
1,060,694 |
| 10 |
115.29 |
113.28 |
2.01 |
1.8% |
0.67 |
0.6% |
22% |
False |
False |
917,018 |
| 20 |
115.43 |
113.10 |
2.33 |
2.0% |
0.66 |
0.6% |
27% |
False |
False |
961,291 |
| 40 |
118.48 |
113.10 |
5.38 |
4.7% |
0.62 |
0.5% |
12% |
False |
False |
934,712 |
| 60 |
118.48 |
113.10 |
5.38 |
4.7% |
0.63 |
0.6% |
12% |
False |
False |
817,754 |
| 80 |
118.48 |
113.10 |
5.38 |
4.7% |
0.65 |
0.6% |
12% |
False |
False |
613,799 |
| 100 |
118.48 |
112.26 |
6.22 |
5.5% |
0.60 |
0.5% |
23% |
False |
False |
491,109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.16 |
|
2.618 |
116.01 |
|
1.618 |
115.31 |
|
1.000 |
114.88 |
|
0.618 |
114.61 |
|
HIGH |
114.18 |
|
0.618 |
113.91 |
|
0.500 |
113.83 |
|
0.382 |
113.75 |
|
LOW |
113.48 |
|
0.618 |
113.05 |
|
1.000 |
112.78 |
|
1.618 |
112.35 |
|
2.618 |
111.65 |
|
4.250 |
110.51 |
|
|
| Fisher Pivots for day following 14-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113.83 |
114.35 |
| PP |
113.79 |
114.14 |
| S1 |
113.76 |
113.93 |
|