Euro Bund Future June 2008
| Trading Metrics calculated at close of trading on 16-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2008 |
16-May-2008 |
Change |
Change % |
Previous Week |
| Open |
113.63 |
113.40 |
-0.23 |
-0.2% |
115.09 |
| High |
113.68 |
113.68 |
0.00 |
0.0% |
115.21 |
| Low |
112.81 |
113.14 |
0.33 |
0.3% |
112.81 |
| Close |
113.18 |
113.63 |
0.45 |
0.4% |
113.63 |
| Range |
0.87 |
0.54 |
-0.33 |
-37.9% |
2.40 |
| ATR |
0.72 |
0.71 |
-0.01 |
-1.8% |
0.00 |
| Volume |
1,326,920 |
877,179 |
-449,741 |
-33.9% |
5,232,395 |
|
| Daily Pivots for day following 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.10 |
114.91 |
113.93 |
|
| R3 |
114.56 |
114.37 |
113.78 |
|
| R2 |
114.02 |
114.02 |
113.73 |
|
| R1 |
113.83 |
113.83 |
113.68 |
113.93 |
| PP |
113.48 |
113.48 |
113.48 |
113.53 |
| S1 |
113.29 |
113.29 |
113.58 |
113.39 |
| S2 |
112.94 |
112.94 |
113.53 |
|
| S3 |
112.40 |
112.75 |
113.48 |
|
| S4 |
111.86 |
112.21 |
113.33 |
|
|
| Weekly Pivots for week ending 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.08 |
119.76 |
114.95 |
|
| R3 |
118.68 |
117.36 |
114.29 |
|
| R2 |
116.28 |
116.28 |
114.07 |
|
| R1 |
114.96 |
114.96 |
113.85 |
114.42 |
| PP |
113.88 |
113.88 |
113.88 |
113.62 |
| S1 |
112.56 |
112.56 |
113.41 |
112.02 |
| S2 |
111.48 |
111.48 |
113.19 |
|
| S3 |
109.08 |
110.16 |
112.97 |
|
| S4 |
106.68 |
107.76 |
112.31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115.21 |
112.81 |
2.40 |
2.1% |
0.73 |
0.6% |
34% |
False |
False |
1,046,479 |
| 10 |
115.29 |
112.81 |
2.48 |
2.2% |
0.68 |
0.6% |
33% |
False |
False |
955,056 |
| 20 |
115.29 |
112.81 |
2.48 |
2.2% |
0.66 |
0.6% |
33% |
False |
False |
953,595 |
| 40 |
118.06 |
112.81 |
5.25 |
4.6% |
0.63 |
0.6% |
16% |
False |
False |
958,488 |
| 60 |
118.48 |
112.81 |
5.67 |
5.0% |
0.63 |
0.6% |
14% |
False |
False |
854,247 |
| 80 |
118.48 |
112.81 |
5.67 |
5.0% |
0.64 |
0.6% |
14% |
False |
False |
641,343 |
| 100 |
118.48 |
112.26 |
6.22 |
5.5% |
0.61 |
0.5% |
22% |
False |
False |
513,147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.98 |
|
2.618 |
115.09 |
|
1.618 |
114.55 |
|
1.000 |
114.22 |
|
0.618 |
114.01 |
|
HIGH |
113.68 |
|
0.618 |
113.47 |
|
0.500 |
113.41 |
|
0.382 |
113.35 |
|
LOW |
113.14 |
|
0.618 |
112.81 |
|
1.000 |
112.60 |
|
1.618 |
112.27 |
|
2.618 |
111.73 |
|
4.250 |
110.85 |
|
|
| Fisher Pivots for day following 16-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113.56 |
113.59 |
| PP |
113.48 |
113.54 |
| S1 |
113.41 |
113.50 |
|