Euro Bund Future June 2008
| Trading Metrics calculated at close of trading on 03-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2008 |
03-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
111.76 |
112.45 |
0.69 |
0.6% |
112.68 |
| High |
112.48 |
112.67 |
0.19 |
0.2% |
113.01 |
| Low |
111.71 |
111.57 |
-0.14 |
-0.1% |
111.49 |
| Close |
112.33 |
111.61 |
-0.72 |
-0.6% |
111.92 |
| Range |
0.77 |
1.10 |
0.33 |
42.9% |
1.52 |
| ATR |
0.67 |
0.71 |
0.03 |
4.5% |
0.00 |
| Volume |
1,118,814 |
1,948,932 |
830,118 |
74.2% |
3,995,430 |
|
| Daily Pivots for day following 03-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.25 |
114.53 |
112.22 |
|
| R3 |
114.15 |
113.43 |
111.91 |
|
| R2 |
113.05 |
113.05 |
111.81 |
|
| R1 |
112.33 |
112.33 |
111.71 |
112.14 |
| PP |
111.95 |
111.95 |
111.95 |
111.86 |
| S1 |
111.23 |
111.23 |
111.51 |
111.04 |
| S2 |
110.85 |
110.85 |
111.41 |
|
| S3 |
109.75 |
110.13 |
111.31 |
|
| S4 |
108.65 |
109.03 |
111.01 |
|
|
| Weekly Pivots for week ending 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.70 |
115.83 |
112.76 |
|
| R3 |
115.18 |
114.31 |
112.34 |
|
| R2 |
113.66 |
113.66 |
112.20 |
|
| R1 |
112.79 |
112.79 |
112.06 |
112.47 |
| PP |
112.14 |
112.14 |
112.14 |
111.98 |
| S1 |
111.27 |
111.27 |
111.78 |
110.95 |
| S2 |
110.62 |
110.62 |
111.64 |
|
| S3 |
109.10 |
109.75 |
111.50 |
|
| S4 |
107.58 |
108.23 |
111.08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
112.67 |
111.49 |
1.18 |
1.1% |
0.71 |
0.6% |
10% |
True |
False |
1,255,227 |
| 10 |
113.71 |
111.49 |
2.22 |
2.0% |
0.65 |
0.6% |
5% |
False |
False |
1,064,502 |
| 20 |
115.29 |
111.49 |
3.80 |
3.4% |
0.68 |
0.6% |
3% |
False |
False |
1,025,936 |
| 40 |
116.13 |
111.49 |
4.64 |
4.2% |
0.65 |
0.6% |
3% |
False |
False |
977,947 |
| 60 |
118.48 |
111.49 |
6.99 |
6.3% |
0.64 |
0.6% |
2% |
False |
False |
983,554 |
| 80 |
118.48 |
111.49 |
6.99 |
6.3% |
0.65 |
0.6% |
2% |
False |
False |
782,577 |
| 100 |
118.48 |
111.49 |
6.99 |
6.3% |
0.63 |
0.6% |
2% |
False |
False |
626,226 |
| 120 |
118.48 |
111.49 |
6.99 |
6.3% |
0.61 |
0.5% |
2% |
False |
False |
521,895 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.35 |
|
2.618 |
115.55 |
|
1.618 |
114.45 |
|
1.000 |
113.77 |
|
0.618 |
113.35 |
|
HIGH |
112.67 |
|
0.618 |
112.25 |
|
0.500 |
112.12 |
|
0.382 |
111.99 |
|
LOW |
111.57 |
|
0.618 |
110.89 |
|
1.000 |
110.47 |
|
1.618 |
109.79 |
|
2.618 |
108.69 |
|
4.250 |
106.90 |
|
|
| Fisher Pivots for day following 03-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
112.12 |
112.12 |
| PP |
111.95 |
111.95 |
| S1 |
111.78 |
111.78 |
|