Euro Bund Future June 2008
| Trading Metrics calculated at close of trading on 07-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2008 |
07-May-2008 |
Change |
Change % |
Previous Week |
| Open |
113.66 |
113.60 |
-0.06 |
-0.1% |
113.49 |
| High |
114.18 |
113.85 |
-0.33 |
-0.3% |
114.32 |
| Low |
113.56 |
113.45 |
-0.11 |
-0.1% |
113.28 |
| Close |
113.98 |
113.57 |
-0.41 |
-0.4% |
113.42 |
| Range |
0.62 |
0.40 |
-0.22 |
-35.5% |
1.04 |
| ATR |
0.65 |
0.64 |
-0.01 |
-1.3% |
0.00 |
| Volume |
902,123 |
797,886 |
-104,237 |
-11.6% |
3,332,043 |
|
| Daily Pivots for day following 07-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.82 |
114.60 |
113.79 |
|
| R3 |
114.42 |
114.20 |
113.68 |
|
| R2 |
114.02 |
114.02 |
113.64 |
|
| R1 |
113.80 |
113.80 |
113.61 |
113.71 |
| PP |
113.62 |
113.62 |
113.62 |
113.58 |
| S1 |
113.40 |
113.40 |
113.53 |
113.31 |
| S2 |
113.22 |
113.22 |
113.50 |
|
| S3 |
112.82 |
113.00 |
113.46 |
|
| S4 |
112.42 |
112.60 |
113.35 |
|
|
| 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% |
0.55 |
0.5% |
28% |
False |
False |
773,341 |
| 10 |
114.46 |
113.10 |
1.36 |
1.2% |
0.59 |
0.5% |
35% |
False |
False |
844,033 |
| 20 |
116.13 |
113.10 |
3.03 |
2.7% |
0.63 |
0.6% |
16% |
False |
False |
943,437 |
| 40 |
118.48 |
113.10 |
5.38 |
4.7% |
0.61 |
0.5% |
9% |
False |
False |
930,130 |
| 60 |
118.48 |
113.10 |
5.38 |
4.7% |
0.62 |
0.5% |
9% |
False |
False |
729,634 |
| 80 |
118.48 |
113.10 |
5.38 |
4.7% |
0.62 |
0.5% |
9% |
False |
False |
547,541 |
| 100 |
118.48 |
112.26 |
6.22 |
5.5% |
0.59 |
0.5% |
21% |
False |
False |
438,082 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.55 |
|
2.618 |
114.90 |
|
1.618 |
114.50 |
|
1.000 |
114.25 |
|
0.618 |
114.10 |
|
HIGH |
113.85 |
|
0.618 |
113.70 |
|
0.500 |
113.65 |
|
0.382 |
113.60 |
|
LOW |
113.45 |
|
0.618 |
113.20 |
|
1.000 |
113.05 |
|
1.618 |
112.80 |
|
2.618 |
112.40 |
|
4.250 |
111.75 |
|
|
| Fisher Pivots for day following 07-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113.65 |
113.82 |
| PP |
113.62 |
113.73 |
| S1 |
113.60 |
113.65 |
|