Euro Bund Future September 2008
| Trading Metrics calculated at close of trading on 13-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2008 |
13-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
110.72 |
110.30 |
-0.42 |
-0.4% |
112.00 |
| High |
110.85 |
110.48 |
-0.37 |
-0.3% |
113.29 |
| Low |
110.22 |
109.80 |
-0.42 |
-0.4% |
109.80 |
| Close |
110.42 |
109.87 |
-0.55 |
-0.5% |
109.87 |
| Range |
0.63 |
0.68 |
0.05 |
7.9% |
3.49 |
| ATR |
0.76 |
0.76 |
-0.01 |
-0.8% |
0.00 |
| Volume |
994,397 |
1,115,005 |
120,608 |
12.1% |
6,060,251 |
|
| Daily Pivots for day following 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.09 |
111.66 |
110.24 |
|
| R3 |
111.41 |
110.98 |
110.06 |
|
| R2 |
110.73 |
110.73 |
109.99 |
|
| R1 |
110.30 |
110.30 |
109.93 |
110.18 |
| PP |
110.05 |
110.05 |
110.05 |
109.99 |
| S1 |
109.62 |
109.62 |
109.81 |
109.50 |
| S2 |
109.37 |
109.37 |
109.75 |
|
| S3 |
108.69 |
108.94 |
109.68 |
|
| S4 |
108.01 |
108.26 |
109.50 |
|
|
| Weekly Pivots for week ending 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.46 |
119.15 |
111.79 |
|
| R3 |
117.97 |
115.66 |
110.83 |
|
| R2 |
114.48 |
114.48 |
110.51 |
|
| R1 |
112.17 |
112.17 |
110.19 |
111.58 |
| PP |
110.99 |
110.99 |
110.99 |
110.69 |
| S1 |
108.68 |
108.68 |
109.55 |
108.09 |
| S2 |
107.50 |
107.50 |
109.23 |
|
| S3 |
104.01 |
105.19 |
108.91 |
|
| S4 |
100.52 |
101.70 |
107.95 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113.29 |
109.80 |
3.49 |
3.2% |
0.97 |
0.9% |
2% |
False |
True |
1,212,050 |
| 10 |
113.29 |
109.80 |
3.49 |
3.2% |
0.88 |
0.8% |
2% |
False |
True |
1,046,073 |
| 20 |
113.94 |
109.80 |
4.14 |
3.8% |
0.70 |
0.6% |
2% |
False |
True |
535,054 |
| 40 |
115.51 |
109.80 |
5.71 |
5.2% |
0.61 |
0.6% |
1% |
False |
True |
268,260 |
| 60 |
117.80 |
109.80 |
8.00 |
7.3% |
0.54 |
0.5% |
1% |
False |
True |
178,886 |
| 80 |
118.50 |
109.80 |
8.70 |
7.9% |
0.45 |
0.4% |
1% |
False |
True |
134,228 |
| 100 |
118.50 |
109.80 |
8.70 |
7.9% |
0.37 |
0.3% |
1% |
False |
True |
107,455 |
| 120 |
118.50 |
109.80 |
8.70 |
7.9% |
0.31 |
0.3% |
1% |
False |
True |
89,607 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.37 |
|
2.618 |
112.26 |
|
1.618 |
111.58 |
|
1.000 |
111.16 |
|
0.618 |
110.90 |
|
HIGH |
110.48 |
|
0.618 |
110.22 |
|
0.500 |
110.14 |
|
0.382 |
110.06 |
|
LOW |
109.80 |
|
0.618 |
109.38 |
|
1.000 |
109.12 |
|
1.618 |
108.70 |
|
2.618 |
108.02 |
|
4.250 |
106.91 |
|
|
| Fisher Pivots for day following 13-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
110.14 |
110.56 |
| PP |
110.05 |
110.33 |
| S1 |
109.96 |
110.10 |
|