Euro Bund Future June 2008
| Trading Metrics calculated at close of trading on 19-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2008 |
19-May-2008 |
Change |
Change % |
Previous Week |
| Open |
113.40 |
113.50 |
0.10 |
0.1% |
115.09 |
| High |
113.68 |
113.78 |
0.10 |
0.1% |
115.21 |
| Low |
113.14 |
113.13 |
-0.01 |
0.0% |
112.81 |
| Close |
113.63 |
113.25 |
-0.38 |
-0.3% |
113.63 |
| Range |
0.54 |
0.65 |
0.11 |
20.4% |
2.40 |
| ATR |
0.71 |
0.71 |
0.00 |
-0.6% |
0.00 |
| Volume |
877,179 |
666,135 |
-211,044 |
-24.1% |
5,232,395 |
|
| Daily Pivots for day following 19-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.34 |
114.94 |
113.61 |
|
| R3 |
114.69 |
114.29 |
113.43 |
|
| R2 |
114.04 |
114.04 |
113.37 |
|
| R1 |
113.64 |
113.64 |
113.31 |
113.52 |
| PP |
113.39 |
113.39 |
113.39 |
113.32 |
| S1 |
112.99 |
112.99 |
113.19 |
112.87 |
| S2 |
112.74 |
112.74 |
113.13 |
|
| S3 |
112.09 |
112.34 |
113.07 |
|
| S4 |
111.44 |
111.69 |
112.89 |
|
|
| 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% |
0.77 |
0.7% |
18% |
False |
False |
1,062,146 |
| 10 |
115.29 |
112.81 |
2.48 |
2.2% |
0.70 |
0.6% |
18% |
False |
False |
987,371 |
| 20 |
115.29 |
112.81 |
2.48 |
2.2% |
0.65 |
0.6% |
18% |
False |
False |
931,358 |
| 40 |
117.90 |
112.81 |
5.09 |
4.5% |
0.63 |
0.6% |
9% |
False |
False |
940,807 |
| 60 |
118.48 |
112.81 |
5.67 |
5.0% |
0.64 |
0.6% |
8% |
False |
False |
865,161 |
| 80 |
118.48 |
112.81 |
5.67 |
5.0% |
0.63 |
0.6% |
8% |
False |
False |
649,668 |
| 100 |
118.48 |
112.26 |
6.22 |
5.5% |
0.61 |
0.5% |
16% |
False |
False |
519,808 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.54 |
|
2.618 |
115.48 |
|
1.618 |
114.83 |
|
1.000 |
114.43 |
|
0.618 |
114.18 |
|
HIGH |
113.78 |
|
0.618 |
113.53 |
|
0.500 |
113.46 |
|
0.382 |
113.38 |
|
LOW |
113.13 |
|
0.618 |
112.73 |
|
1.000 |
112.48 |
|
1.618 |
112.08 |
|
2.618 |
111.43 |
|
4.250 |
110.37 |
|
|
| Fisher Pivots for day following 19-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113.46 |
113.30 |
| PP |
113.39 |
113.28 |
| S1 |
113.32 |
113.27 |
|