Euro Bund Future September 2008
| Trading Metrics calculated at close of trading on 13-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2008 |
13-May-2008 |
Change |
Change % |
Previous Week |
| Open |
115.33 |
115.34 |
0.01 |
0.0% |
113.81 |
| High |
115.33 |
115.43 |
0.10 |
0.1% |
115.51 |
| Low |
115.13 |
114.41 |
-0.72 |
-0.6% |
113.73 |
| Close |
115.26 |
114.59 |
-0.67 |
-0.6% |
115.38 |
| Range |
0.20 |
1.02 |
0.82 |
410.0% |
1.78 |
| ATR |
0.55 |
0.59 |
0.03 |
6.0% |
0.00 |
| Volume |
1,339 |
3,104 |
1,765 |
131.8% |
8,448 |
|
| Daily Pivots for day following 13-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.87 |
117.25 |
115.15 |
|
| R3 |
116.85 |
116.23 |
114.87 |
|
| R2 |
115.83 |
115.83 |
114.78 |
|
| R1 |
115.21 |
115.21 |
114.68 |
115.01 |
| PP |
114.81 |
114.81 |
114.81 |
114.71 |
| S1 |
114.19 |
114.19 |
114.50 |
113.99 |
| S2 |
113.79 |
113.79 |
114.40 |
|
| S3 |
112.77 |
113.17 |
114.31 |
|
| S4 |
111.75 |
112.15 |
114.03 |
|
|
| 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 |
1.6% |
0.60 |
0.5% |
48% |
False |
False |
2,285 |
| 10 |
115.51 |
113.57 |
1.94 |
1.7% |
0.54 |
0.5% |
53% |
False |
False |
1,600 |
| 20 |
116.28 |
113.36 |
2.92 |
2.5% |
0.52 |
0.5% |
42% |
False |
False |
1,107 |
| 40 |
118.50 |
113.36 |
5.14 |
4.5% |
0.45 |
0.4% |
24% |
False |
False |
638 |
| 60 |
118.50 |
113.36 |
5.14 |
4.5% |
0.34 |
0.3% |
24% |
False |
False |
524 |
| 80 |
118.50 |
113.36 |
5.14 |
4.5% |
0.26 |
0.2% |
24% |
False |
False |
504 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119.77 |
|
2.618 |
118.10 |
|
1.618 |
117.08 |
|
1.000 |
116.45 |
|
0.618 |
116.06 |
|
HIGH |
115.43 |
|
0.618 |
115.04 |
|
0.500 |
114.92 |
|
0.382 |
114.80 |
|
LOW |
114.41 |
|
0.618 |
113.78 |
|
1.000 |
113.39 |
|
1.618 |
112.76 |
|
2.618 |
111.74 |
|
4.250 |
110.08 |
|
|
| Fisher Pivots for day following 13-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114.92 |
114.96 |
| PP |
114.81 |
114.84 |
| S1 |
114.70 |
114.71 |
|