Euro Bund Future June 2008
| Trading Metrics calculated at close of trading on 08-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2008 |
08-May-2008 |
Change |
Change % |
Previous Week |
| Open |
113.60 |
113.88 |
0.28 |
0.2% |
113.49 |
| High |
113.85 |
114.73 |
0.88 |
0.8% |
114.32 |
| Low |
113.45 |
113.78 |
0.33 |
0.3% |
113.28 |
| Close |
113.57 |
114.53 |
0.96 |
0.8% |
113.42 |
| Range |
0.40 |
0.95 |
0.55 |
137.5% |
1.04 |
| ATR |
0.64 |
0.67 |
0.04 |
5.9% |
0.00 |
| Volume |
797,886 |
1,148,220 |
350,334 |
43.9% |
3,332,043 |
|
| Daily Pivots for day following 08-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.20 |
116.81 |
115.05 |
|
| R3 |
116.25 |
115.86 |
114.79 |
|
| R2 |
115.30 |
115.30 |
114.70 |
|
| R1 |
114.91 |
114.91 |
114.62 |
115.11 |
| PP |
114.35 |
114.35 |
114.35 |
114.44 |
| S1 |
113.96 |
113.96 |
114.44 |
114.16 |
| S2 |
113.40 |
113.40 |
114.36 |
|
| S3 |
112.45 |
113.01 |
114.27 |
|
| S4 |
111.50 |
112.06 |
114.01 |
|
|
| 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 |
114.73 |
113.28 |
1.45 |
1.3% |
0.68 |
0.6% |
86% |
True |
False |
824,626 |
| 10 |
114.73 |
113.10 |
1.63 |
1.4% |
0.65 |
0.6% |
88% |
True |
False |
863,410 |
| 20 |
116.13 |
113.10 |
3.03 |
2.6% |
0.64 |
0.6% |
47% |
False |
False |
952,358 |
| 40 |
118.48 |
113.10 |
5.38 |
4.7% |
0.62 |
0.5% |
27% |
False |
False |
933,899 |
| 60 |
118.48 |
113.10 |
5.38 |
4.7% |
0.62 |
0.5% |
27% |
False |
False |
748,766 |
| 80 |
118.48 |
113.10 |
5.38 |
4.7% |
0.63 |
0.6% |
27% |
False |
False |
561,894 |
| 100 |
118.48 |
112.26 |
6.22 |
5.4% |
0.60 |
0.5% |
36% |
False |
False |
449,563 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.77 |
|
2.618 |
117.22 |
|
1.618 |
116.27 |
|
1.000 |
115.68 |
|
0.618 |
115.32 |
|
HIGH |
114.73 |
|
0.618 |
114.37 |
|
0.500 |
114.26 |
|
0.382 |
114.14 |
|
LOW |
113.78 |
|
0.618 |
113.19 |
|
1.000 |
112.83 |
|
1.618 |
112.24 |
|
2.618 |
111.29 |
|
4.250 |
109.74 |
|
|
| Fisher Pivots for day following 08-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114.44 |
114.38 |
| PP |
114.35 |
114.24 |
| S1 |
114.26 |
114.09 |
|