Euro Bund Future June 2008
| Trading Metrics calculated at close of trading on 05-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2008 |
05-May-2008 |
Change |
Change % |
Previous Week |
| Open |
114.03 |
113.55 |
-0.48 |
-0.4% |
113.49 |
| High |
114.32 |
113.88 |
-0.44 |
-0.4% |
114.32 |
| Low |
113.28 |
113.51 |
0.23 |
0.2% |
113.28 |
| Close |
113.42 |
113.77 |
0.35 |
0.3% |
113.42 |
| Range |
1.04 |
0.37 |
-0.67 |
-64.4% |
1.04 |
| ATR |
0.66 |
0.65 |
-0.01 |
-2.2% |
0.00 |
| Volume |
931,915 |
342,986 |
-588,929 |
-63.2% |
3,332,043 |
|
| Daily Pivots for day following 05-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.83 |
114.67 |
113.97 |
|
| R3 |
114.46 |
114.30 |
113.87 |
|
| R2 |
114.09 |
114.09 |
113.84 |
|
| R1 |
113.93 |
113.93 |
113.80 |
114.01 |
| PP |
113.72 |
113.72 |
113.72 |
113.76 |
| S1 |
113.56 |
113.56 |
113.74 |
113.64 |
| S2 |
113.35 |
113.35 |
113.70 |
|
| S3 |
112.98 |
113.19 |
113.67 |
|
| S4 |
112.61 |
112.82 |
113.57 |
|
|
| 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 |
113.28 |
1.04 |
0.9% |
0.57 |
0.5% |
47% |
False |
False |
735,005 |
| 10 |
114.46 |
113.10 |
1.36 |
1.2% |
0.59 |
0.5% |
49% |
False |
False |
875,345 |
| 20 |
116.13 |
113.10 |
3.03 |
2.7% |
0.62 |
0.5% |
22% |
False |
False |
929,957 |
| 40 |
118.48 |
113.10 |
5.38 |
4.7% |
0.62 |
0.5% |
12% |
False |
False |
962,363 |
| 60 |
118.48 |
113.10 |
5.38 |
4.7% |
0.63 |
0.6% |
12% |
False |
False |
701,458 |
| 80 |
118.48 |
113.10 |
5.38 |
4.7% |
0.62 |
0.5% |
12% |
False |
False |
526,298 |
| 100 |
118.48 |
112.26 |
6.22 |
5.5% |
0.60 |
0.5% |
24% |
False |
False |
421,087 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.45 |
|
2.618 |
114.85 |
|
1.618 |
114.48 |
|
1.000 |
114.25 |
|
0.618 |
114.11 |
|
HIGH |
113.88 |
|
0.618 |
113.74 |
|
0.500 |
113.70 |
|
0.382 |
113.65 |
|
LOW |
113.51 |
|
0.618 |
113.28 |
|
1.000 |
113.14 |
|
1.618 |
112.91 |
|
2.618 |
112.54 |
|
4.250 |
111.94 |
|
|
| Fisher Pivots for day following 05-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113.75 |
113.80 |
| PP |
113.72 |
113.79 |
| S1 |
113.70 |
113.78 |
|