Euro Bund Future September 2008
| Trading Metrics calculated at close of trading on 17-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2008 |
17-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
110.00 |
110.26 |
0.26 |
0.2% |
112.00 |
| High |
110.37 |
110.47 |
0.10 |
0.1% |
113.29 |
| Low |
109.80 |
110.09 |
0.29 |
0.3% |
109.80 |
| Close |
110.09 |
110.20 |
0.11 |
0.1% |
109.87 |
| Range |
0.57 |
0.38 |
-0.19 |
-33.3% |
3.49 |
| ATR |
0.74 |
0.72 |
-0.03 |
-3.5% |
0.00 |
| Volume |
729,340 |
798,439 |
69,099 |
9.5% |
6,060,251 |
|
| Daily Pivots for day following 17-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.39 |
111.18 |
110.41 |
|
| R3 |
111.01 |
110.80 |
110.30 |
|
| R2 |
110.63 |
110.63 |
110.27 |
|
| R1 |
110.42 |
110.42 |
110.23 |
110.34 |
| PP |
110.25 |
110.25 |
110.25 |
110.21 |
| S1 |
110.04 |
110.04 |
110.17 |
109.96 |
| S2 |
109.87 |
109.87 |
110.13 |
|
| S3 |
109.49 |
109.66 |
110.10 |
|
| S4 |
109.11 |
109.28 |
109.99 |
|
|
| 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 |
111.32 |
109.80 |
1.52 |
1.4% |
0.61 |
0.6% |
26% |
False |
False |
971,024 |
| 10 |
113.29 |
109.80 |
3.49 |
3.2% |
0.79 |
0.7% |
11% |
False |
False |
1,095,643 |
| 20 |
113.91 |
109.80 |
4.11 |
3.7% |
0.71 |
0.6% |
10% |
False |
False |
611,044 |
| 40 |
115.51 |
109.80 |
5.71 |
5.2% |
0.61 |
0.6% |
7% |
False |
False |
306,438 |
| 60 |
117.25 |
109.80 |
7.45 |
6.8% |
0.56 |
0.5% |
5% |
False |
False |
204,345 |
| 80 |
118.50 |
109.80 |
8.70 |
7.9% |
0.47 |
0.4% |
5% |
False |
False |
153,315 |
| 100 |
118.50 |
109.80 |
8.70 |
7.9% |
0.38 |
0.3% |
5% |
False |
False |
122,726 |
| 120 |
118.50 |
109.80 |
8.70 |
7.9% |
0.31 |
0.3% |
5% |
False |
False |
102,337 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.09 |
|
2.618 |
111.46 |
|
1.618 |
111.08 |
|
1.000 |
110.85 |
|
0.618 |
110.70 |
|
HIGH |
110.47 |
|
0.618 |
110.32 |
|
0.500 |
110.28 |
|
0.382 |
110.24 |
|
LOW |
110.09 |
|
0.618 |
109.86 |
|
1.000 |
109.71 |
|
1.618 |
109.48 |
|
2.618 |
109.10 |
|
4.250 |
108.48 |
|
|
| Fisher Pivots for day following 17-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
110.28 |
110.18 |
| PP |
110.25 |
110.16 |
| S1 |
110.23 |
110.14 |
|