Euro Bund Future September 2008
| Trading Metrics calculated at close of trading on 20-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2008 |
20-May-2008 |
Change |
Change % |
Previous Week |
| Open |
113.75 |
113.62 |
-0.13 |
-0.1% |
115.33 |
| High |
113.94 |
113.88 |
-0.06 |
-0.1% |
115.43 |
| Low |
113.39 |
113.61 |
0.22 |
0.2% |
113.05 |
| Close |
113.47 |
113.80 |
0.33 |
0.3% |
113.86 |
| Range |
0.55 |
0.27 |
-0.28 |
-50.9% |
2.38 |
| ATR |
0.61 |
0.60 |
-0.01 |
-2.4% |
0.00 |
| Volume |
4,011 |
3,954 |
-57 |
-1.4% |
11,938 |
|
| Daily Pivots for day following 20-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.57 |
114.46 |
113.95 |
|
| R3 |
114.30 |
114.19 |
113.87 |
|
| R2 |
114.03 |
114.03 |
113.85 |
|
| R1 |
113.92 |
113.92 |
113.82 |
113.98 |
| PP |
113.76 |
113.76 |
113.76 |
113.79 |
| S1 |
113.65 |
113.65 |
113.78 |
113.71 |
| S2 |
113.49 |
113.49 |
113.75 |
|
| S3 |
113.22 |
113.38 |
113.73 |
|
| S4 |
112.95 |
113.11 |
113.65 |
|
|
| 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 |
114.29 |
113.05 |
1.24 |
1.1% |
0.52 |
0.5% |
60% |
False |
False |
3,092 |
| 10 |
115.51 |
113.05 |
2.46 |
2.2% |
0.56 |
0.5% |
30% |
False |
False |
2,688 |
| 20 |
115.51 |
113.05 |
2.46 |
2.2% |
0.52 |
0.5% |
30% |
False |
False |
1,832 |
| 40 |
117.25 |
113.05 |
4.20 |
3.7% |
0.48 |
0.4% |
18% |
False |
False |
996 |
| 60 |
118.50 |
113.05 |
5.45 |
4.8% |
0.38 |
0.3% |
14% |
False |
False |
738 |
| 80 |
118.50 |
113.05 |
5.45 |
4.8% |
0.29 |
0.3% |
14% |
False |
False |
647 |
| 100 |
118.50 |
112.52 |
5.98 |
5.3% |
0.24 |
0.2% |
21% |
False |
False |
595 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.03 |
|
2.618 |
114.59 |
|
1.618 |
114.32 |
|
1.000 |
114.15 |
|
0.618 |
114.05 |
|
HIGH |
113.88 |
|
0.618 |
113.78 |
|
0.500 |
113.75 |
|
0.382 |
113.71 |
|
LOW |
113.61 |
|
0.618 |
113.44 |
|
1.000 |
113.34 |
|
1.618 |
113.17 |
|
2.618 |
112.90 |
|
4.250 |
112.46 |
|
|
| Fisher Pivots for day following 20-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113.78 |
113.76 |
| PP |
113.76 |
113.71 |
| S1 |
113.75 |
113.67 |
|