Euro Bund Future September 2008
| Trading Metrics calculated at close of trading on 27-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2008 |
27-May-2008 |
Change |
Change % |
Previous Week |
| Open |
113.12 |
112.81 |
-0.31 |
-0.3% |
113.75 |
| High |
113.15 |
113.13 |
-0.02 |
0.0% |
113.94 |
| Low |
112.88 |
112.71 |
-0.17 |
-0.2% |
112.71 |
| Close |
112.99 |
112.86 |
-0.13 |
-0.1% |
113.22 |
| Range |
0.27 |
0.42 |
0.15 |
55.6% |
1.23 |
| ATR |
0.59 |
0.58 |
-0.01 |
-2.1% |
0.00 |
| Volume |
2,133 |
18,157 |
16,024 |
751.2% |
33,202 |
|
| Daily Pivots for day following 27-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.16 |
113.93 |
113.09 |
|
| R3 |
113.74 |
113.51 |
112.98 |
|
| R2 |
113.32 |
113.32 |
112.94 |
|
| R1 |
113.09 |
113.09 |
112.90 |
113.21 |
| PP |
112.90 |
112.90 |
112.90 |
112.96 |
| S1 |
112.67 |
112.67 |
112.82 |
112.79 |
| S2 |
112.48 |
112.48 |
112.78 |
|
| S3 |
112.06 |
112.25 |
112.74 |
|
| S4 |
111.64 |
111.83 |
112.63 |
|
|
| Weekly Pivots for week ending 23-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.98 |
116.33 |
113.90 |
|
| R3 |
115.75 |
115.10 |
113.56 |
|
| R2 |
114.52 |
114.52 |
113.45 |
|
| R1 |
113.87 |
113.87 |
113.33 |
113.58 |
| PP |
113.29 |
113.29 |
113.29 |
113.15 |
| S1 |
112.64 |
112.64 |
113.11 |
112.35 |
| S2 |
112.06 |
112.06 |
112.99 |
|
| S3 |
110.83 |
111.41 |
112.88 |
|
| S4 |
109.60 |
110.18 |
112.54 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113.91 |
112.71 |
1.20 |
1.1% |
0.55 |
0.5% |
13% |
False |
True |
9,105 |
| 10 |
114.29 |
112.71 |
1.58 |
1.4% |
0.53 |
0.5% |
9% |
False |
True |
6,098 |
| 20 |
115.51 |
112.71 |
2.80 |
2.5% |
0.54 |
0.5% |
5% |
False |
True |
3,849 |
| 40 |
116.33 |
112.71 |
3.62 |
3.2% |
0.47 |
0.4% |
4% |
False |
True |
2,112 |
| 60 |
118.50 |
112.71 |
5.79 |
5.1% |
0.43 |
0.4% |
3% |
False |
True |
1,483 |
| 80 |
118.50 |
112.71 |
5.79 |
5.1% |
0.33 |
0.3% |
3% |
False |
True |
1,196 |
| 100 |
118.50 |
112.71 |
5.79 |
5.1% |
0.26 |
0.2% |
3% |
False |
True |
1,045 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.92 |
|
2.618 |
114.23 |
|
1.618 |
113.81 |
|
1.000 |
113.55 |
|
0.618 |
113.39 |
|
HIGH |
113.13 |
|
0.618 |
112.97 |
|
0.500 |
112.92 |
|
0.382 |
112.87 |
|
LOW |
112.71 |
|
0.618 |
112.45 |
|
1.000 |
112.29 |
|
1.618 |
112.03 |
|
2.618 |
111.61 |
|
4.250 |
110.93 |
|
|
| Fisher Pivots for day following 27-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
112.92 |
113.07 |
| PP |
112.90 |
113.00 |
| S1 |
112.88 |
112.93 |
|