Euro Bund Future September 2008
| Trading Metrics calculated at close of trading on 26-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2008 |
26-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
110.48 |
110.57 |
0.09 |
0.1% |
110.00 |
| High |
110.60 |
111.45 |
0.85 |
0.8% |
110.74 |
| Low |
110.23 |
110.43 |
0.20 |
0.2% |
109.65 |
| Close |
110.45 |
111.23 |
0.78 |
0.7% |
110.26 |
| Range |
0.37 |
1.02 |
0.65 |
175.7% |
1.09 |
| ATR |
0.68 |
0.70 |
0.02 |
3.6% |
0.00 |
| Volume |
656,429 |
1,004,980 |
348,551 |
53.1% |
4,007,503 |
|
| Daily Pivots for day following 26-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.10 |
113.68 |
111.79 |
|
| R3 |
113.08 |
112.66 |
111.51 |
|
| R2 |
112.06 |
112.06 |
111.42 |
|
| R1 |
111.64 |
111.64 |
111.32 |
111.85 |
| PP |
111.04 |
111.04 |
111.04 |
111.14 |
| S1 |
110.62 |
110.62 |
111.14 |
110.83 |
| S2 |
110.02 |
110.02 |
111.04 |
|
| S3 |
109.00 |
109.60 |
110.95 |
|
| S4 |
107.98 |
108.58 |
110.67 |
|
|
| 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 |
111.45 |
109.85 |
1.60 |
1.4% |
0.64 |
0.6% |
86% |
True |
False |
763,833 |
| 10 |
111.45 |
109.65 |
1.80 |
1.6% |
0.62 |
0.6% |
88% |
True |
False |
826,665 |
| 20 |
113.29 |
109.65 |
3.64 |
3.3% |
0.74 |
0.7% |
43% |
False |
False |
885,271 |
| 40 |
115.51 |
109.65 |
5.86 |
5.3% |
0.65 |
0.6% |
27% |
False |
False |
446,894 |
| 60 |
116.33 |
109.65 |
6.68 |
6.0% |
0.58 |
0.5% |
24% |
False |
False |
298,055 |
| 80 |
118.50 |
109.65 |
8.85 |
8.0% |
0.52 |
0.5% |
18% |
False |
False |
223,601 |
| 100 |
118.50 |
109.65 |
8.85 |
8.0% |
0.42 |
0.4% |
18% |
False |
False |
178,940 |
| 120 |
118.50 |
109.65 |
8.85 |
8.0% |
0.35 |
0.3% |
18% |
False |
False |
149,195 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.79 |
|
2.618 |
114.12 |
|
1.618 |
113.10 |
|
1.000 |
112.47 |
|
0.618 |
112.08 |
|
HIGH |
111.45 |
|
0.618 |
111.06 |
|
0.500 |
110.94 |
|
0.382 |
110.82 |
|
LOW |
110.43 |
|
0.618 |
109.80 |
|
1.000 |
109.41 |
|
1.618 |
108.78 |
|
2.618 |
107.76 |
|
4.250 |
106.10 |
|
|
| Fisher Pivots for day following 26-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
111.13 |
111.08 |
| PP |
111.04 |
110.93 |
| S1 |
110.94 |
110.78 |
|