Euro Bund Future June 2008
| Trading Metrics calculated at close of trading on 09-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2008 |
09-May-2008 |
Change |
Change % |
Previous Week |
| Open |
113.88 |
114.69 |
0.81 |
0.7% |
113.55 |
| High |
114.73 |
115.29 |
0.56 |
0.5% |
115.29 |
| Low |
113.78 |
114.51 |
0.73 |
0.6% |
113.45 |
| Close |
114.53 |
115.14 |
0.61 |
0.5% |
115.14 |
| Range |
0.95 |
0.78 |
-0.17 |
-17.9% |
1.84 |
| ATR |
0.67 |
0.68 |
0.01 |
1.1% |
0.00 |
| Volume |
1,148,220 |
1,126,956 |
-21,264 |
-1.9% |
4,318,171 |
|
| Daily Pivots for day following 09-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.32 |
117.01 |
115.57 |
|
| R3 |
116.54 |
116.23 |
115.35 |
|
| R2 |
115.76 |
115.76 |
115.28 |
|
| R1 |
115.45 |
115.45 |
115.21 |
115.61 |
| PP |
114.98 |
114.98 |
114.98 |
115.06 |
| S1 |
114.67 |
114.67 |
115.07 |
114.83 |
| S2 |
114.20 |
114.20 |
115.00 |
|
| S3 |
113.42 |
113.89 |
114.93 |
|
| S4 |
112.64 |
113.11 |
114.71 |
|
|
| Weekly Pivots for week ending 09-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.15 |
119.48 |
116.15 |
|
| R3 |
118.31 |
117.64 |
115.65 |
|
| R2 |
116.47 |
116.47 |
115.48 |
|
| R1 |
115.80 |
115.80 |
115.31 |
116.14 |
| PP |
114.63 |
114.63 |
114.63 |
114.79 |
| S1 |
113.96 |
113.96 |
114.97 |
114.30 |
| S2 |
112.79 |
112.79 |
114.80 |
|
| S3 |
110.95 |
112.12 |
114.63 |
|
| S4 |
109.11 |
110.28 |
114.13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115.29 |
113.45 |
1.84 |
1.6% |
0.62 |
0.5% |
92% |
True |
False |
863,634 |
| 10 |
115.29 |
113.10 |
2.19 |
1.9% |
0.63 |
0.5% |
93% |
True |
False |
849,118 |
| 20 |
116.13 |
113.10 |
3.03 |
2.6% |
0.65 |
0.6% |
67% |
False |
False |
961,607 |
| 40 |
118.48 |
113.10 |
5.38 |
4.7% |
0.62 |
0.5% |
38% |
False |
False |
924,158 |
| 60 |
118.48 |
113.10 |
5.38 |
4.7% |
0.62 |
0.5% |
38% |
False |
False |
767,476 |
| 80 |
118.48 |
113.10 |
5.38 |
4.7% |
0.64 |
0.6% |
38% |
False |
False |
575,970 |
| 100 |
118.48 |
112.26 |
6.22 |
5.4% |
0.60 |
0.5% |
46% |
False |
False |
460,832 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.61 |
|
2.618 |
117.33 |
|
1.618 |
116.55 |
|
1.000 |
116.07 |
|
0.618 |
115.77 |
|
HIGH |
115.29 |
|
0.618 |
114.99 |
|
0.500 |
114.90 |
|
0.382 |
114.81 |
|
LOW |
114.51 |
|
0.618 |
114.03 |
|
1.000 |
113.73 |
|
1.618 |
113.25 |
|
2.618 |
112.47 |
|
4.250 |
111.20 |
|
|
| Fisher Pivots for day following 09-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115.06 |
114.88 |
| PP |
114.98 |
114.63 |
| S1 |
114.90 |
114.37 |
|