Euro Bund Future September 2008
| Trading Metrics calculated at close of trading on 30-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2008 |
30-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
111.40 |
111.33 |
-0.07 |
-0.1% |
110.11 |
| High |
111.54 |
111.35 |
-0.19 |
-0.2% |
111.54 |
| Low |
111.06 |
110.04 |
-1.02 |
-0.9% |
110.10 |
| Close |
111.37 |
110.57 |
-0.80 |
-0.7% |
111.37 |
| Range |
0.48 |
1.31 |
0.83 |
172.9% |
1.44 |
| ATR |
0.68 |
0.73 |
0.05 |
6.7% |
0.00 |
| Volume |
935,228 |
1,111,644 |
176,416 |
18.9% |
4,079,379 |
|
| Daily Pivots for day following 30-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.58 |
113.89 |
111.29 |
|
| R3 |
113.27 |
112.58 |
110.93 |
|
| R2 |
111.96 |
111.96 |
110.81 |
|
| R1 |
111.27 |
111.27 |
110.69 |
110.96 |
| PP |
110.65 |
110.65 |
110.65 |
110.50 |
| S1 |
109.96 |
109.96 |
110.45 |
109.65 |
| S2 |
109.34 |
109.34 |
110.33 |
|
| S3 |
108.03 |
108.65 |
110.21 |
|
| S4 |
106.72 |
107.34 |
109.85 |
|
|
| Weekly Pivots for week ending 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.32 |
114.79 |
112.16 |
|
| R3 |
113.88 |
113.35 |
111.77 |
|
| R2 |
112.44 |
112.44 |
111.63 |
|
| R1 |
111.91 |
111.91 |
111.50 |
112.18 |
| PP |
111.00 |
111.00 |
111.00 |
111.14 |
| S1 |
110.47 |
110.47 |
111.24 |
110.74 |
| S2 |
109.56 |
109.56 |
111.11 |
|
| S3 |
108.12 |
109.03 |
110.97 |
|
| S4 |
106.68 |
107.59 |
110.58 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111.54 |
110.04 |
1.50 |
1.4% |
0.77 |
0.7% |
35% |
False |
True |
905,829 |
| 10 |
111.54 |
109.65 |
1.89 |
1.7% |
0.68 |
0.6% |
49% |
False |
False |
846,918 |
| 20 |
113.29 |
109.65 |
3.64 |
3.3% |
0.77 |
0.7% |
25% |
False |
False |
970,846 |
| 40 |
115.51 |
109.65 |
5.86 |
5.3% |
0.67 |
0.6% |
16% |
False |
False |
497,998 |
| 60 |
116.33 |
109.65 |
6.68 |
6.0% |
0.60 |
0.5% |
14% |
False |
False |
332,162 |
| 80 |
118.50 |
109.65 |
8.85 |
8.0% |
0.54 |
0.5% |
10% |
False |
False |
249,184 |
| 100 |
118.50 |
109.65 |
8.85 |
8.0% |
0.44 |
0.4% |
10% |
False |
False |
199,402 |
| 120 |
118.50 |
109.65 |
8.85 |
8.0% |
0.37 |
0.3% |
10% |
False |
False |
166,243 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.92 |
|
2.618 |
114.78 |
|
1.618 |
113.47 |
|
1.000 |
112.66 |
|
0.618 |
112.16 |
|
HIGH |
111.35 |
|
0.618 |
110.85 |
|
0.500 |
110.70 |
|
0.382 |
110.54 |
|
LOW |
110.04 |
|
0.618 |
109.23 |
|
1.000 |
108.73 |
|
1.618 |
107.92 |
|
2.618 |
106.61 |
|
4.250 |
104.47 |
|
|
| Fisher Pivots for day following 30-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
110.70 |
110.79 |
| PP |
110.65 |
110.72 |
| S1 |
110.61 |
110.64 |
|