Euro Bund Future September 2008
| Trading Metrics calculated at close of trading on 21-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2008 |
21-May-2008 |
Change |
Change % |
Previous Week |
| Open |
113.62 |
113.91 |
0.29 |
0.3% |
115.33 |
| High |
113.88 |
113.91 |
0.03 |
0.0% |
115.43 |
| Low |
113.61 |
113.04 |
-0.57 |
-0.5% |
113.05 |
| Close |
113.80 |
113.15 |
-0.65 |
-0.6% |
113.86 |
| Range |
0.27 |
0.87 |
0.60 |
222.2% |
2.38 |
| ATR |
0.60 |
0.62 |
0.02 |
3.3% |
0.00 |
| Volume |
3,954 |
10,002 |
6,048 |
153.0% |
11,938 |
|
| Daily Pivots for day following 21-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.98 |
115.43 |
113.63 |
|
| R3 |
115.11 |
114.56 |
113.39 |
|
| R2 |
114.24 |
114.24 |
113.31 |
|
| R1 |
113.69 |
113.69 |
113.23 |
113.53 |
| PP |
113.37 |
113.37 |
113.37 |
113.29 |
| S1 |
112.82 |
112.82 |
113.07 |
112.66 |
| S2 |
112.50 |
112.50 |
112.99 |
|
| S3 |
111.63 |
111.95 |
112.91 |
|
| S4 |
110.76 |
111.08 |
112.67 |
|
|
| 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 |
113.94 |
113.04 |
0.90 |
0.8% |
0.58 |
0.5% |
12% |
False |
True |
4,573 |
| 10 |
115.51 |
113.04 |
2.47 |
2.2% |
0.61 |
0.5% |
4% |
False |
True |
3,522 |
| 20 |
115.51 |
113.04 |
2.47 |
2.2% |
0.54 |
0.5% |
4% |
False |
True |
2,217 |
| 40 |
116.65 |
113.04 |
3.61 |
3.2% |
0.48 |
0.4% |
3% |
False |
True |
1,244 |
| 60 |
118.50 |
113.04 |
5.46 |
4.8% |
0.40 |
0.4% |
2% |
False |
True |
903 |
| 80 |
118.50 |
113.04 |
5.46 |
4.8% |
0.30 |
0.3% |
2% |
False |
True |
770 |
| 100 |
118.50 |
112.52 |
5.98 |
5.3% |
0.24 |
0.2% |
11% |
False |
False |
694 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.61 |
|
2.618 |
116.19 |
|
1.618 |
115.32 |
|
1.000 |
114.78 |
|
0.618 |
114.45 |
|
HIGH |
113.91 |
|
0.618 |
113.58 |
|
0.500 |
113.48 |
|
0.382 |
113.37 |
|
LOW |
113.04 |
|
0.618 |
112.50 |
|
1.000 |
112.17 |
|
1.618 |
111.63 |
|
2.618 |
110.76 |
|
4.250 |
109.34 |
|
|
| Fisher Pivots for day following 21-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113.48 |
113.49 |
| PP |
113.37 |
113.38 |
| S1 |
113.26 |
113.26 |
|