Euro Bund Future September 2008
| Trading Metrics calculated at close of trading on 14-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2008 |
14-May-2008 |
Change |
Change % |
Previous Week |
| Open |
115.34 |
114.25 |
-1.09 |
-0.9% |
113.81 |
| High |
115.43 |
114.29 |
-1.14 |
-1.0% |
115.51 |
| Low |
114.41 |
113.73 |
-0.68 |
-0.6% |
113.73 |
| Close |
114.59 |
113.95 |
-0.64 |
-0.6% |
115.38 |
| Range |
1.02 |
0.56 |
-0.46 |
-45.1% |
1.78 |
| ATR |
0.59 |
0.61 |
0.02 |
3.3% |
0.00 |
| Volume |
3,104 |
2,596 |
-508 |
-16.4% |
8,448 |
|
| Daily Pivots for day following 14-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.67 |
115.37 |
114.26 |
|
| R3 |
115.11 |
114.81 |
114.10 |
|
| R2 |
114.55 |
114.55 |
114.05 |
|
| R1 |
114.25 |
114.25 |
114.00 |
114.12 |
| PP |
113.99 |
113.99 |
113.99 |
113.93 |
| S1 |
113.69 |
113.69 |
113.90 |
113.56 |
| S2 |
113.43 |
113.43 |
113.85 |
|
| S3 |
112.87 |
113.13 |
113.80 |
|
| S4 |
112.31 |
112.57 |
113.64 |
|
|
| 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% |
0.65 |
0.6% |
12% |
False |
True |
2,471 |
| 10 |
115.51 |
113.57 |
1.94 |
1.7% |
0.56 |
0.5% |
20% |
False |
False |
1,822 |
| 20 |
115.65 |
113.36 |
2.29 |
2.0% |
0.51 |
0.5% |
26% |
False |
False |
1,235 |
| 40 |
118.50 |
113.36 |
5.14 |
4.5% |
0.46 |
0.4% |
11% |
False |
False |
689 |
| 60 |
118.50 |
113.36 |
5.14 |
4.5% |
0.35 |
0.3% |
11% |
False |
False |
555 |
| 80 |
118.50 |
113.36 |
5.14 |
4.5% |
0.27 |
0.2% |
11% |
False |
False |
536 |
| 100 |
118.50 |
112.52 |
5.98 |
5.2% |
0.21 |
0.2% |
24% |
False |
False |
471 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.67 |
|
2.618 |
115.76 |
|
1.618 |
115.20 |
|
1.000 |
114.85 |
|
0.618 |
114.64 |
|
HIGH |
114.29 |
|
0.618 |
114.08 |
|
0.500 |
114.01 |
|
0.382 |
113.94 |
|
LOW |
113.73 |
|
0.618 |
113.38 |
|
1.000 |
113.17 |
|
1.618 |
112.82 |
|
2.618 |
112.26 |
|
4.250 |
111.35 |
|
|
| Fisher Pivots for day following 14-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114.01 |
114.58 |
| PP |
113.99 |
114.37 |
| S1 |
113.97 |
114.16 |
|