Euro Bund Future September 2008
| Trading Metrics calculated at close of trading on 12-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2008 |
12-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
110.76 |
110.72 |
-0.04 |
0.0% |
111.87 |
| High |
111.32 |
110.85 |
-0.47 |
-0.4% |
112.83 |
| Low |
110.52 |
110.22 |
-0.30 |
-0.3% |
111.25 |
| Close |
110.88 |
110.42 |
-0.46 |
-0.4% |
111.93 |
| Range |
0.80 |
0.63 |
-0.17 |
-21.3% |
1.58 |
| ATR |
0.77 |
0.76 |
-0.01 |
-1.0% |
0.00 |
| Volume |
1,217,943 |
994,397 |
-223,546 |
-18.4% |
4,400,486 |
|
| Daily Pivots for day following 12-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.39 |
112.03 |
110.77 |
|
| R3 |
111.76 |
111.40 |
110.59 |
|
| R2 |
111.13 |
111.13 |
110.54 |
|
| R1 |
110.77 |
110.77 |
110.48 |
110.64 |
| PP |
110.50 |
110.50 |
110.50 |
110.43 |
| S1 |
110.14 |
110.14 |
110.36 |
110.01 |
| S2 |
109.87 |
109.87 |
110.30 |
|
| S3 |
109.24 |
109.51 |
110.25 |
|
| S4 |
108.61 |
108.88 |
110.07 |
|
|
| 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 |
110.22 |
3.07 |
2.8% |
1.01 |
0.9% |
7% |
False |
True |
1,198,891 |
| 10 |
113.29 |
110.22 |
3.07 |
2.8% |
0.86 |
0.8% |
7% |
False |
True |
943,876 |
| 20 |
113.94 |
110.22 |
3.72 |
3.4% |
0.69 |
0.6% |
5% |
False |
True |
479,377 |
| 40 |
115.51 |
110.22 |
5.29 |
4.8% |
0.61 |
0.6% |
4% |
False |
True |
240,387 |
| 60 |
118.13 |
110.22 |
7.91 |
7.2% |
0.54 |
0.5% |
3% |
False |
True |
160,305 |
| 80 |
118.50 |
110.22 |
8.28 |
7.5% |
0.45 |
0.4% |
2% |
False |
True |
120,298 |
| 100 |
118.50 |
110.22 |
8.28 |
7.5% |
0.36 |
0.3% |
2% |
False |
True |
96,308 |
| 120 |
118.50 |
110.22 |
8.28 |
7.5% |
0.30 |
0.3% |
2% |
False |
True |
80,316 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.53 |
|
2.618 |
112.50 |
|
1.618 |
111.87 |
|
1.000 |
111.48 |
|
0.618 |
111.24 |
|
HIGH |
110.85 |
|
0.618 |
110.61 |
|
0.500 |
110.54 |
|
0.382 |
110.46 |
|
LOW |
110.22 |
|
0.618 |
109.83 |
|
1.000 |
109.59 |
|
1.618 |
109.20 |
|
2.618 |
108.57 |
|
4.250 |
107.54 |
|
|
| Fisher Pivots for day following 12-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
110.54 |
110.82 |
| PP |
110.50 |
110.69 |
| S1 |
110.46 |
110.55 |
|