Euro Bund Future June 2008
| Trading Metrics calculated at close of trading on 02-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2008 |
02-May-2008 |
Change |
Change % |
Previous Week |
| Open |
113.83 |
114.03 |
0.20 |
0.2% |
113.49 |
| High |
114.17 |
114.32 |
0.15 |
0.1% |
114.32 |
| Low |
113.83 |
113.28 |
-0.55 |
-0.5% |
113.28 |
| Close |
114.07 |
113.42 |
-0.65 |
-0.6% |
113.42 |
| Range |
0.34 |
1.04 |
0.70 |
205.9% |
1.04 |
| ATR |
0.63 |
0.66 |
0.03 |
4.6% |
0.00 |
| Volume |
891,799 |
931,915 |
40,116 |
4.5% |
3,332,043 |
|
| Daily Pivots for day following 02-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.79 |
116.15 |
113.99 |
|
| R3 |
115.75 |
115.11 |
113.71 |
|
| R2 |
114.71 |
114.71 |
113.61 |
|
| R1 |
114.07 |
114.07 |
113.52 |
113.87 |
| PP |
113.67 |
113.67 |
113.67 |
113.58 |
| S1 |
113.03 |
113.03 |
113.32 |
112.83 |
| S2 |
112.63 |
112.63 |
113.23 |
|
| S3 |
111.59 |
111.99 |
113.13 |
|
| S4 |
110.55 |
110.95 |
112.85 |
|
|
| Weekly Pivots for week ending 02-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.79 |
116.15 |
113.99 |
|
| R3 |
115.75 |
115.11 |
113.71 |
|
| R2 |
114.71 |
114.71 |
113.61 |
|
| R1 |
114.07 |
114.07 |
113.52 |
113.87 |
| PP |
113.67 |
113.67 |
113.67 |
113.58 |
| S1 |
113.03 |
113.03 |
113.32 |
112.83 |
| S2 |
112.63 |
112.63 |
113.23 |
|
| S3 |
111.59 |
111.99 |
113.13 |
|
| S4 |
110.55 |
110.95 |
112.85 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114.32 |
113.10 |
1.22 |
1.1% |
0.64 |
0.6% |
26% |
True |
False |
834,602 |
| 10 |
114.50 |
113.10 |
1.40 |
1.2% |
0.64 |
0.6% |
23% |
False |
False |
952,134 |
| 20 |
116.13 |
113.10 |
3.03 |
2.7% |
0.63 |
0.6% |
11% |
False |
False |
957,848 |
| 40 |
118.48 |
113.10 |
5.38 |
4.7% |
0.63 |
0.6% |
6% |
False |
False |
990,298 |
| 60 |
118.48 |
113.10 |
5.38 |
4.7% |
0.64 |
0.6% |
6% |
False |
False |
695,775 |
| 80 |
118.48 |
113.10 |
5.38 |
4.7% |
0.62 |
0.5% |
6% |
False |
False |
522,025 |
| 100 |
118.48 |
112.26 |
6.22 |
5.5% |
0.60 |
0.5% |
19% |
False |
False |
417,660 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.74 |
|
2.618 |
117.04 |
|
1.618 |
116.00 |
|
1.000 |
115.36 |
|
0.618 |
114.96 |
|
HIGH |
114.32 |
|
0.618 |
113.92 |
|
0.500 |
113.80 |
|
0.382 |
113.68 |
|
LOW |
113.28 |
|
0.618 |
112.64 |
|
1.000 |
112.24 |
|
1.618 |
111.60 |
|
2.618 |
110.56 |
|
4.250 |
108.86 |
|
|
| Fisher Pivots for day following 02-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113.80 |
113.80 |
| PP |
113.67 |
113.67 |
| S1 |
113.55 |
113.55 |
|