Euro Bund Future June 2008
| Trading Metrics calculated at close of trading on 30-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2008 |
30-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
113.49 |
113.83 |
0.34 |
0.3% |
114.01 |
| High |
114.10 |
114.17 |
0.07 |
0.1% |
114.46 |
| Low |
113.42 |
113.83 |
0.41 |
0.4% |
113.10 |
| Close |
114.05 |
114.07 |
0.02 |
0.0% |
113.68 |
| Range |
0.68 |
0.34 |
-0.34 |
-50.0% |
1.36 |
| ATR |
0.66 |
0.63 |
-0.02 |
-3.4% |
0.00 |
| Volume |
860,959 |
891,799 |
30,840 |
3.6% |
5,078,427 |
|
| Daily Pivots for day following 30-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.04 |
114.90 |
114.26 |
|
| R3 |
114.70 |
114.56 |
114.16 |
|
| R2 |
114.36 |
114.36 |
114.13 |
|
| R1 |
114.22 |
114.22 |
114.10 |
114.29 |
| PP |
114.02 |
114.02 |
114.02 |
114.06 |
| S1 |
113.88 |
113.88 |
114.04 |
113.95 |
| S2 |
113.68 |
113.68 |
114.01 |
|
| S3 |
113.34 |
113.54 |
113.98 |
|
| S4 |
113.00 |
113.20 |
113.88 |
|
|
| Weekly Pivots for week ending 25-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.83 |
117.11 |
114.43 |
|
| R3 |
116.47 |
115.75 |
114.05 |
|
| R2 |
115.11 |
115.11 |
113.93 |
|
| R1 |
114.39 |
114.39 |
113.80 |
114.07 |
| PP |
113.75 |
113.75 |
113.75 |
113.59 |
| S1 |
113.03 |
113.03 |
113.56 |
112.71 |
| S2 |
112.39 |
112.39 |
113.43 |
|
| S3 |
111.03 |
111.67 |
113.31 |
|
| S4 |
109.67 |
110.31 |
112.93 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114.46 |
113.10 |
1.36 |
1.2% |
0.63 |
0.6% |
71% |
False |
False |
902,194 |
| 10 |
114.92 |
113.10 |
1.82 |
1.6% |
0.61 |
0.5% |
53% |
False |
False |
984,268 |
| 20 |
116.13 |
113.10 |
3.03 |
2.7% |
0.60 |
0.5% |
32% |
False |
False |
956,765 |
| 40 |
118.48 |
113.10 |
5.38 |
4.7% |
0.62 |
0.5% |
18% |
False |
False |
991,688 |
| 60 |
118.48 |
113.10 |
5.38 |
4.7% |
0.64 |
0.6% |
18% |
False |
False |
680,281 |
| 80 |
118.48 |
113.10 |
5.38 |
4.7% |
0.61 |
0.5% |
18% |
False |
False |
510,376 |
| 100 |
118.48 |
112.26 |
6.22 |
5.5% |
0.59 |
0.5% |
29% |
False |
False |
408,341 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.62 |
|
2.618 |
115.06 |
|
1.618 |
114.72 |
|
1.000 |
114.51 |
|
0.618 |
114.38 |
|
HIGH |
114.17 |
|
0.618 |
114.04 |
|
0.500 |
114.00 |
|
0.382 |
113.96 |
|
LOW |
113.83 |
|
0.618 |
113.62 |
|
1.000 |
113.49 |
|
1.618 |
113.28 |
|
2.618 |
112.94 |
|
4.250 |
112.39 |
|
|
| Fisher Pivots for day following 30-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114.05 |
113.97 |
| PP |
114.02 |
113.86 |
| S1 |
114.00 |
113.76 |
|