Euro Bund Future September 2008
Trading Metrics calculated at close of trading on 30-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2008 |
30-May-2008 |
Change |
Change % |
Previous Week |
Open |
112.35 |
111.88 |
-0.47 |
-0.4% |
113.12 |
High |
112.37 |
112.30 |
-0.07 |
-0.1% |
113.15 |
Low |
111.63 |
111.83 |
0.20 |
0.2% |
111.63 |
Close |
111.72 |
112.07 |
0.35 |
0.3% |
112.07 |
Range |
0.74 |
0.47 |
-0.27 |
-36.5% |
1.52 |
ATR |
0.59 |
0.59 |
0.00 |
-0.2% |
0.00 |
Volume |
57,304 |
93,030 |
35,726 |
62.3% |
207,144 |
|
Daily Pivots for day following 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.48 |
113.24 |
112.33 |
|
R3 |
113.01 |
112.77 |
112.20 |
|
R2 |
112.54 |
112.54 |
112.16 |
|
R1 |
112.30 |
112.30 |
112.11 |
112.42 |
PP |
112.07 |
112.07 |
112.07 |
112.13 |
S1 |
111.83 |
111.83 |
112.03 |
111.95 |
S2 |
111.60 |
111.60 |
111.98 |
|
S3 |
111.13 |
111.36 |
111.94 |
|
S4 |
110.66 |
110.89 |
111.81 |
|
|
Weekly Pivots for week ending 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116.84 |
115.98 |
112.91 |
|
R3 |
115.32 |
114.46 |
112.49 |
|
R2 |
113.80 |
113.80 |
112.35 |
|
R1 |
112.94 |
112.94 |
112.21 |
112.61 |
PP |
112.28 |
112.28 |
112.28 |
112.12 |
S1 |
111.42 |
111.42 |
111.93 |
111.09 |
S2 |
110.76 |
110.76 |
111.79 |
|
S3 |
109.24 |
109.90 |
111.65 |
|
S4 |
107.72 |
108.38 |
111.23 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
113.15 |
111.63 |
1.52 |
1.4% |
0.46 |
0.4% |
29% |
False |
False |
41,428 |
10 |
113.94 |
111.63 |
2.31 |
2.1% |
0.52 |
0.5% |
19% |
False |
False |
24,034 |
20 |
115.51 |
111.63 |
3.88 |
3.5% |
0.54 |
0.5% |
11% |
False |
False |
13,036 |
40 |
116.33 |
111.63 |
4.70 |
4.2% |
0.51 |
0.5% |
9% |
False |
False |
6,766 |
60 |
118.50 |
111.63 |
6.87 |
6.1% |
0.45 |
0.4% |
6% |
False |
False |
4,591 |
80 |
118.50 |
111.63 |
6.87 |
6.1% |
0.35 |
0.3% |
6% |
False |
False |
3,520 |
100 |
118.50 |
111.63 |
6.87 |
6.1% |
0.28 |
0.2% |
6% |
False |
False |
2,908 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114.30 |
2.618 |
113.53 |
1.618 |
113.06 |
1.000 |
112.77 |
0.618 |
112.59 |
HIGH |
112.30 |
0.618 |
112.12 |
0.500 |
112.07 |
0.382 |
112.01 |
LOW |
111.83 |
0.618 |
111.54 |
1.000 |
111.36 |
1.618 |
111.07 |
2.618 |
110.60 |
4.250 |
109.83 |
|
|
Fisher Pivots for day following 30-May-2008 |
Pivot |
1 day |
3 day |
R1 |
112.07 |
112.21 |
PP |
112.07 |
112.16 |
S1 |
112.07 |
112.12 |
|