Euro Bund Future September 2008
| Trading Metrics calculated at close of trading on 09-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2008 |
09-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
111.37 |
112.00 |
0.63 |
0.6% |
111.87 |
| High |
112.21 |
113.29 |
1.08 |
1.0% |
112.83 |
| Low |
111.34 |
111.20 |
-0.14 |
-0.1% |
111.25 |
| Close |
111.93 |
111.33 |
-0.60 |
-0.5% |
111.93 |
| Range |
0.87 |
2.09 |
1.22 |
140.2% |
1.58 |
| ATR |
0.68 |
0.78 |
0.10 |
14.8% |
0.00 |
| Volume |
1,049,211 |
1,694,449 |
645,238 |
61.5% |
4,400,486 |
|
| Daily Pivots for day following 09-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.21 |
116.86 |
112.48 |
|
| R3 |
116.12 |
114.77 |
111.90 |
|
| R2 |
114.03 |
114.03 |
111.71 |
|
| R1 |
112.68 |
112.68 |
111.52 |
112.31 |
| PP |
111.94 |
111.94 |
111.94 |
111.76 |
| S1 |
110.59 |
110.59 |
111.14 |
110.22 |
| S2 |
109.85 |
109.85 |
110.95 |
|
| S3 |
107.76 |
108.50 |
110.76 |
|
| S4 |
105.67 |
106.41 |
110.18 |
|
|
| Weekly Pivots for week ending 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.74 |
115.92 |
112.80 |
|
| R3 |
115.16 |
114.34 |
112.36 |
|
| R2 |
113.58 |
113.58 |
112.22 |
|
| R1 |
112.76 |
112.76 |
112.07 |
113.17 |
| PP |
112.00 |
112.00 |
112.00 |
112.21 |
| S1 |
111.18 |
111.18 |
111.79 |
111.59 |
| S2 |
110.42 |
110.42 |
111.64 |
|
| S3 |
108.84 |
109.60 |
111.50 |
|
| S4 |
107.26 |
108.02 |
111.06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113.29 |
111.20 |
2.09 |
1.9% |
1.06 |
1.0% |
6% |
True |
True |
1,170,521 |
| 10 |
113.29 |
111.20 |
2.09 |
1.9% |
0.81 |
0.7% |
6% |
True |
True |
629,994 |
| 20 |
115.43 |
111.20 |
4.23 |
3.8% |
0.70 |
0.6% |
3% |
False |
True |
317,294 |
| 40 |
116.33 |
111.20 |
5.13 |
4.6% |
0.59 |
0.5% |
3% |
False |
True |
159,125 |
| 60 |
118.50 |
111.20 |
7.30 |
6.6% |
0.52 |
0.5% |
2% |
False |
True |
106,139 |
| 80 |
118.50 |
111.20 |
7.30 |
6.6% |
0.42 |
0.4% |
2% |
False |
True |
79,687 |
| 100 |
118.50 |
111.20 |
7.30 |
6.6% |
0.34 |
0.3% |
2% |
False |
True |
63,831 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122.17 |
|
2.618 |
118.76 |
|
1.618 |
116.67 |
|
1.000 |
115.38 |
|
0.618 |
114.58 |
|
HIGH |
113.29 |
|
0.618 |
112.49 |
|
0.500 |
112.25 |
|
0.382 |
112.00 |
|
LOW |
111.20 |
|
0.618 |
109.91 |
|
1.000 |
109.11 |
|
1.618 |
107.82 |
|
2.618 |
105.73 |
|
4.250 |
102.32 |
|
|
| Fisher Pivots for day following 09-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
112.25 |
112.25 |
| PP |
111.94 |
111.94 |
| S1 |
111.64 |
111.64 |
|