Euro Bund Future September 2008
| Trading Metrics calculated at close of trading on 19-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2008 |
19-May-2008 |
Change |
Change % |
Previous Week |
| Open |
113.58 |
113.75 |
0.17 |
0.1% |
115.33 |
| High |
113.86 |
113.94 |
0.08 |
0.1% |
115.43 |
| Low |
113.45 |
113.39 |
-0.06 |
-0.1% |
113.05 |
| Close |
113.86 |
113.47 |
-0.39 |
-0.3% |
113.86 |
| Range |
0.41 |
0.55 |
0.14 |
34.1% |
2.38 |
| ATR |
0.62 |
0.61 |
0.00 |
-0.8% |
0.00 |
| Volume |
1,467 |
4,011 |
2,544 |
173.4% |
11,938 |
|
| Daily Pivots for day following 19-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.25 |
114.91 |
113.77 |
|
| R3 |
114.70 |
114.36 |
113.62 |
|
| R2 |
114.15 |
114.15 |
113.57 |
|
| R1 |
113.81 |
113.81 |
113.52 |
113.71 |
| PP |
113.60 |
113.60 |
113.60 |
113.55 |
| S1 |
113.26 |
113.26 |
113.42 |
113.16 |
| S2 |
113.05 |
113.05 |
113.37 |
|
| S3 |
112.50 |
112.71 |
113.32 |
|
| S4 |
111.95 |
112.16 |
113.17 |
|
|
| Weekly Pivots for week ending 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.25 |
119.94 |
115.17 |
|
| R3 |
118.87 |
117.56 |
114.51 |
|
| R2 |
116.49 |
116.49 |
114.30 |
|
| R1 |
115.18 |
115.18 |
114.08 |
114.65 |
| PP |
114.11 |
114.11 |
114.11 |
113.85 |
| S1 |
112.80 |
112.80 |
113.64 |
112.27 |
| S2 |
111.73 |
111.73 |
113.42 |
|
| S3 |
109.35 |
110.42 |
113.21 |
|
| S4 |
106.97 |
108.04 |
112.55 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115.43 |
113.05 |
2.38 |
2.1% |
0.67 |
0.6% |
18% |
False |
False |
2,922 |
| 10 |
115.51 |
113.05 |
2.46 |
2.2% |
0.59 |
0.5% |
17% |
False |
False |
2,433 |
| 20 |
115.51 |
113.05 |
2.46 |
2.2% |
0.51 |
0.5% |
17% |
False |
False |
1,646 |
| 40 |
117.68 |
113.05 |
4.63 |
4.1% |
0.47 |
0.4% |
9% |
False |
False |
900 |
| 60 |
118.50 |
113.05 |
5.45 |
4.8% |
0.38 |
0.3% |
8% |
False |
False |
675 |
| 80 |
118.50 |
113.05 |
5.45 |
4.8% |
0.29 |
0.3% |
8% |
False |
False |
601 |
| 100 |
118.50 |
112.52 |
5.98 |
5.3% |
0.23 |
0.2% |
16% |
False |
False |
557 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.28 |
|
2.618 |
115.38 |
|
1.618 |
114.83 |
|
1.000 |
114.49 |
|
0.618 |
114.28 |
|
HIGH |
113.94 |
|
0.618 |
113.73 |
|
0.500 |
113.67 |
|
0.382 |
113.60 |
|
LOW |
113.39 |
|
0.618 |
113.05 |
|
1.000 |
112.84 |
|
1.618 |
112.50 |
|
2.618 |
111.95 |
|
4.250 |
111.05 |
|
|
| Fisher Pivots for day following 19-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113.67 |
113.50 |
| PP |
113.60 |
113.49 |
| S1 |
113.54 |
113.48 |
|