Euro Bund Future September 2008
| Trading Metrics calculated at close of trading on 02-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2008 |
02-May-2008 |
Change |
Change % |
Previous Week |
| Open |
114.16 |
114.41 |
0.25 |
0.2% |
113.91 |
| High |
114.38 |
114.50 |
0.12 |
0.1% |
114.50 |
| Low |
114.09 |
113.57 |
-0.52 |
-0.5% |
113.57 |
| Close |
114.29 |
113.66 |
-0.63 |
-0.6% |
113.66 |
| Range |
0.29 |
0.93 |
0.64 |
220.7% |
0.93 |
| ATR |
0.50 |
0.53 |
0.03 |
6.3% |
0.00 |
| Volume |
61 |
2,676 |
2,615 |
4,286.9% |
4,386 |
|
| Daily Pivots for day following 02-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.70 |
116.11 |
114.17 |
|
| R3 |
115.77 |
115.18 |
113.92 |
|
| R2 |
114.84 |
114.84 |
113.83 |
|
| R1 |
114.25 |
114.25 |
113.75 |
114.08 |
| PP |
113.91 |
113.91 |
113.91 |
113.83 |
| S1 |
113.32 |
113.32 |
113.57 |
113.15 |
| S2 |
112.98 |
112.98 |
113.49 |
|
| S3 |
112.05 |
112.39 |
113.40 |
|
| S4 |
111.12 |
111.46 |
113.15 |
|
|
| Weekly Pivots for week ending 02-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.70 |
116.11 |
114.17 |
|
| R3 |
115.77 |
115.18 |
113.92 |
|
| R2 |
114.84 |
114.84 |
113.83 |
|
| R1 |
114.25 |
114.25 |
113.75 |
114.08 |
| PP |
113.91 |
113.91 |
113.91 |
113.83 |
| S1 |
113.32 |
113.32 |
113.57 |
113.15 |
| S2 |
112.98 |
112.98 |
113.49 |
|
| S3 |
112.05 |
112.39 |
113.40 |
|
| S4 |
111.12 |
111.46 |
113.15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114.50 |
113.36 |
1.14 |
1.0% |
0.49 |
0.4% |
26% |
True |
False |
898 |
| 10 |
114.71 |
113.36 |
1.35 |
1.2% |
0.48 |
0.4% |
22% |
False |
False |
897 |
| 20 |
116.33 |
113.36 |
2.97 |
2.6% |
0.47 |
0.4% |
10% |
False |
False |
496 |
| 40 |
118.50 |
113.36 |
5.14 |
4.5% |
0.41 |
0.4% |
6% |
False |
False |
368 |
| 60 |
118.50 |
113.36 |
5.14 |
4.5% |
0.28 |
0.2% |
6% |
False |
False |
348 |
| 80 |
118.50 |
113.36 |
5.14 |
4.5% |
0.21 |
0.2% |
6% |
False |
False |
376 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.45 |
|
2.618 |
116.93 |
|
1.618 |
116.00 |
|
1.000 |
115.43 |
|
0.618 |
115.07 |
|
HIGH |
114.50 |
|
0.618 |
114.14 |
|
0.500 |
114.04 |
|
0.382 |
113.93 |
|
LOW |
113.57 |
|
0.618 |
113.00 |
|
1.000 |
112.64 |
|
1.618 |
112.07 |
|
2.618 |
111.14 |
|
4.250 |
109.62 |
|
|
| Fisher Pivots for day following 02-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114.04 |
114.04 |
| PP |
113.91 |
113.91 |
| S1 |
113.79 |
113.79 |
|