Euro Bund Future June 2008
| Trading Metrics calculated at close of trading on 06-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2008 |
06-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
112.05 |
111.23 |
-0.82 |
-0.7% |
111.76 |
| High |
112.33 |
111.72 |
-0.61 |
-0.5% |
112.67 |
| Low |
111.86 |
111.23 |
-0.63 |
-0.6% |
111.23 |
| Close |
112.05 |
111.66 |
-0.39 |
-0.3% |
111.66 |
| Range |
0.47 |
0.49 |
0.02 |
4.3% |
1.44 |
| ATR |
0.73 |
0.74 |
0.01 |
0.9% |
0.00 |
| Volume |
0 |
37,128 |
37,128 |
|
3,104,874 |
|
| Daily Pivots for day following 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.01 |
112.82 |
111.93 |
|
| R3 |
112.52 |
112.33 |
111.79 |
|
| R2 |
112.03 |
112.03 |
111.75 |
|
| R1 |
111.84 |
111.84 |
111.70 |
111.94 |
| PP |
111.54 |
111.54 |
111.54 |
111.58 |
| S1 |
111.35 |
111.35 |
111.62 |
111.45 |
| S2 |
111.05 |
111.05 |
111.57 |
|
| S3 |
110.56 |
110.86 |
111.53 |
|
| S4 |
110.07 |
110.37 |
111.39 |
|
|
| Weekly Pivots for week ending 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.17 |
115.36 |
112.45 |
|
| R3 |
114.73 |
113.92 |
112.06 |
|
| R2 |
113.29 |
113.29 |
111.92 |
|
| R1 |
112.48 |
112.48 |
111.79 |
112.17 |
| PP |
111.85 |
111.85 |
111.85 |
111.70 |
| S1 |
111.04 |
111.04 |
111.53 |
110.73 |
| S2 |
110.41 |
110.41 |
111.40 |
|
| S3 |
108.97 |
109.60 |
111.26 |
|
| S4 |
107.53 |
108.16 |
110.87 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
112.67 |
111.23 |
1.44 |
1.3% |
0.79 |
0.7% |
30% |
False |
True |
620,974 |
| 10 |
113.29 |
111.23 |
2.06 |
1.8% |
0.68 |
0.6% |
21% |
False |
True |
797,343 |
| 20 |
115.29 |
111.23 |
4.06 |
3.6% |
0.68 |
0.6% |
11% |
False |
True |
885,381 |
| 40 |
116.13 |
111.23 |
4.90 |
4.4% |
0.66 |
0.6% |
9% |
False |
True |
918,870 |
| 60 |
118.48 |
111.23 |
7.25 |
6.5% |
0.64 |
0.6% |
6% |
False |
True |
917,727 |
| 80 |
118.48 |
111.23 |
7.25 |
6.5% |
0.64 |
0.6% |
6% |
False |
True |
782,920 |
| 100 |
118.48 |
111.23 |
7.25 |
6.5% |
0.64 |
0.6% |
6% |
False |
True |
626,591 |
| 120 |
118.48 |
111.23 |
7.25 |
6.5% |
0.61 |
0.5% |
6% |
False |
True |
522,199 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.80 |
|
2.618 |
113.00 |
|
1.618 |
112.51 |
|
1.000 |
112.21 |
|
0.618 |
112.02 |
|
HIGH |
111.72 |
|
0.618 |
111.53 |
|
0.500 |
111.48 |
|
0.382 |
111.42 |
|
LOW |
111.23 |
|
0.618 |
110.93 |
|
1.000 |
110.74 |
|
1.618 |
110.44 |
|
2.618 |
109.95 |
|
4.250 |
109.15 |
|
|
| Fisher Pivots for day following 06-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
111.60 |
111.95 |
| PP |
111.54 |
111.85 |
| S1 |
111.48 |
111.76 |
|