Euro Bund Future September 2008
| Trading Metrics calculated at close of trading on 12-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2008 |
12-May-2008 |
Change |
Change % |
Previous Week |
| Open |
114.96 |
115.33 |
0.37 |
0.3% |
113.81 |
| High |
115.51 |
115.33 |
-0.18 |
-0.2% |
115.51 |
| Low |
114.95 |
115.13 |
0.18 |
0.2% |
113.73 |
| Close |
115.38 |
115.26 |
-0.12 |
-0.1% |
115.38 |
| Range |
0.56 |
0.20 |
-0.36 |
-64.3% |
1.78 |
| ATR |
0.58 |
0.55 |
-0.02 |
-4.1% |
0.00 |
| Volume |
2,534 |
1,339 |
-1,195 |
-47.2% |
8,448 |
|
| Daily Pivots for day following 12-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.84 |
115.75 |
115.37 |
|
| R3 |
115.64 |
115.55 |
115.32 |
|
| R2 |
115.44 |
115.44 |
115.30 |
|
| R1 |
115.35 |
115.35 |
115.28 |
115.30 |
| PP |
115.24 |
115.24 |
115.24 |
115.21 |
| S1 |
115.15 |
115.15 |
115.24 |
115.10 |
| S2 |
115.04 |
115.04 |
115.22 |
|
| S3 |
114.84 |
114.95 |
115.21 |
|
| S4 |
114.64 |
114.75 |
115.15 |
|
|
| 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% |
0.51 |
0.4% |
86% |
False |
False |
1,945 |
| 10 |
115.51 |
113.57 |
1.94 |
1.7% |
0.47 |
0.4% |
87% |
False |
False |
1,417 |
| 20 |
116.33 |
113.36 |
2.97 |
2.6% |
0.48 |
0.4% |
64% |
False |
False |
957 |
| 40 |
118.50 |
113.36 |
5.14 |
4.5% |
0.43 |
0.4% |
37% |
False |
False |
562 |
| 60 |
118.50 |
113.36 |
5.14 |
4.5% |
0.33 |
0.3% |
37% |
False |
False |
485 |
| 80 |
118.50 |
113.36 |
5.14 |
4.5% |
0.25 |
0.2% |
37% |
False |
False |
465 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.18 |
|
2.618 |
115.85 |
|
1.618 |
115.65 |
|
1.000 |
115.53 |
|
0.618 |
115.45 |
|
HIGH |
115.33 |
|
0.618 |
115.25 |
|
0.500 |
115.23 |
|
0.382 |
115.21 |
|
LOW |
115.13 |
|
0.618 |
115.01 |
|
1.000 |
114.93 |
|
1.618 |
114.81 |
|
2.618 |
114.61 |
|
4.250 |
114.28 |
|
|
| Fisher Pivots for day following 12-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115.25 |
115.10 |
| PP |
115.24 |
114.94 |
| S1 |
115.23 |
114.79 |
|