Euro Bund Future September 2008
| Trading Metrics calculated at close of trading on 20-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2008 |
20-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
110.33 |
109.93 |
-0.40 |
-0.4% |
110.00 |
| High |
110.74 |
110.42 |
-0.32 |
-0.3% |
110.74 |
| Low |
109.65 |
109.85 |
0.20 |
0.2% |
109.65 |
| Close |
109.80 |
110.26 |
0.46 |
0.4% |
110.26 |
| Range |
1.09 |
0.57 |
-0.52 |
-47.7% |
1.09 |
| ATR |
0.72 |
0.71 |
-0.01 |
-1.0% |
0.00 |
| Volume |
1,143,850 |
675,014 |
-468,836 |
-41.0% |
4,007,503 |
|
| Daily Pivots for day following 20-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.89 |
111.64 |
110.57 |
|
| R3 |
111.32 |
111.07 |
110.42 |
|
| R2 |
110.75 |
110.75 |
110.36 |
|
| R1 |
110.50 |
110.50 |
110.31 |
110.63 |
| PP |
110.18 |
110.18 |
110.18 |
110.24 |
| S1 |
109.93 |
109.93 |
110.21 |
110.06 |
| S2 |
109.61 |
109.61 |
110.16 |
|
| S3 |
109.04 |
109.36 |
110.10 |
|
| S4 |
108.47 |
108.79 |
109.95 |
|
|
| Weekly Pivots for week ending 20-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.49 |
112.96 |
110.86 |
|
| R3 |
112.40 |
111.87 |
110.56 |
|
| R2 |
111.31 |
111.31 |
110.46 |
|
| R1 |
110.78 |
110.78 |
110.36 |
111.05 |
| PP |
110.22 |
110.22 |
110.22 |
110.35 |
| S1 |
109.69 |
109.69 |
110.16 |
109.96 |
| S2 |
109.13 |
109.13 |
110.06 |
|
| S3 |
108.04 |
108.60 |
109.96 |
|
| S4 |
106.95 |
107.51 |
109.66 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110.74 |
109.65 |
1.09 |
1.0% |
0.58 |
0.5% |
56% |
False |
False |
801,500 |
| 10 |
113.29 |
109.65 |
3.64 |
3.3% |
0.78 |
0.7% |
17% |
False |
False |
1,006,775 |
| 20 |
113.29 |
109.65 |
3.64 |
3.3% |
0.70 |
0.6% |
17% |
False |
False |
733,769 |
| 40 |
115.51 |
109.65 |
5.86 |
5.3% |
0.63 |
0.6% |
10% |
False |
False |
368,336 |
| 60 |
116.42 |
109.65 |
6.77 |
6.1% |
0.56 |
0.5% |
9% |
False |
False |
245,662 |
| 80 |
118.50 |
109.65 |
8.85 |
8.0% |
0.49 |
0.4% |
7% |
False |
False |
184,307 |
| 100 |
118.50 |
109.65 |
8.85 |
8.0% |
0.39 |
0.4% |
7% |
False |
False |
147,512 |
| 120 |
118.50 |
109.65 |
8.85 |
8.0% |
0.33 |
0.3% |
7% |
False |
False |
122,998 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.84 |
|
2.618 |
111.91 |
|
1.618 |
111.34 |
|
1.000 |
110.99 |
|
0.618 |
110.77 |
|
HIGH |
110.42 |
|
0.618 |
110.20 |
|
0.500 |
110.14 |
|
0.382 |
110.07 |
|
LOW |
109.85 |
|
0.618 |
109.50 |
|
1.000 |
109.28 |
|
1.618 |
108.93 |
|
2.618 |
108.36 |
|
4.250 |
107.43 |
|
|
| Fisher Pivots for day following 20-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
110.22 |
110.24 |
| PP |
110.18 |
110.22 |
| S1 |
110.14 |
110.20 |
|