Euro Bund Future September 2008
Trading Metrics calculated at close of trading on 09-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2008 |
09-May-2008 |
Change |
Change % |
Previous Week |
Open |
114.06 |
114.96 |
0.90 |
0.8% |
113.81 |
High |
114.95 |
115.51 |
0.56 |
0.5% |
115.51 |
Low |
114.06 |
114.95 |
0.89 |
0.8% |
113.73 |
Close |
114.77 |
115.38 |
0.61 |
0.5% |
115.38 |
Range |
0.89 |
0.56 |
-0.33 |
-37.1% |
1.78 |
ATR |
0.57 |
0.58 |
0.01 |
2.2% |
0.00 |
Volume |
2,785 |
2,534 |
-251 |
-9.0% |
8,448 |
|
Daily Pivots for day following 09-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116.96 |
116.73 |
115.69 |
|
R3 |
116.40 |
116.17 |
115.53 |
|
R2 |
115.84 |
115.84 |
115.48 |
|
R1 |
115.61 |
115.61 |
115.43 |
115.73 |
PP |
115.28 |
115.28 |
115.28 |
115.34 |
S1 |
115.05 |
115.05 |
115.33 |
115.17 |
S2 |
114.72 |
114.72 |
115.28 |
|
S3 |
114.16 |
114.49 |
115.23 |
|
S4 |
113.60 |
113.93 |
115.07 |
|
|
Weekly Pivots for week ending 09-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120.21 |
119.58 |
116.36 |
|
R3 |
118.43 |
117.80 |
115.87 |
|
R2 |
116.65 |
116.65 |
115.71 |
|
R1 |
116.02 |
116.02 |
115.54 |
116.34 |
PP |
114.87 |
114.87 |
114.87 |
115.03 |
S1 |
114.24 |
114.24 |
115.22 |
114.56 |
S2 |
113.09 |
113.09 |
115.05 |
|
S3 |
111.31 |
112.46 |
114.89 |
|
S4 |
109.53 |
110.68 |
114.40 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
115.51 |
113.73 |
1.78 |
1.5% |
0.53 |
0.5% |
93% |
True |
False |
1,689 |
10 |
115.51 |
113.36 |
2.15 |
1.9% |
0.51 |
0.4% |
94% |
True |
False |
1,294 |
20 |
116.33 |
113.36 |
2.97 |
2.6% |
0.51 |
0.4% |
68% |
False |
False |
893 |
40 |
118.50 |
113.36 |
5.14 |
4.5% |
0.44 |
0.4% |
39% |
False |
False |
531 |
60 |
118.50 |
113.36 |
5.14 |
4.5% |
0.32 |
0.3% |
39% |
False |
False |
467 |
80 |
118.50 |
113.36 |
5.14 |
4.5% |
0.25 |
0.2% |
39% |
False |
False |
451 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
117.89 |
2.618 |
116.98 |
1.618 |
116.42 |
1.000 |
116.07 |
0.618 |
115.86 |
HIGH |
115.51 |
0.618 |
115.30 |
0.500 |
115.23 |
0.382 |
115.16 |
LOW |
114.95 |
0.618 |
114.60 |
1.000 |
114.39 |
1.618 |
114.04 |
2.618 |
113.48 |
4.250 |
112.57 |
|
|
Fisher Pivots for day following 09-May-2008 |
Pivot |
1 day |
3 day |
R1 |
115.33 |
115.13 |
PP |
115.28 |
114.87 |
S1 |
115.23 |
114.62 |
|