Euro Bund Future June 2008
| Trading Metrics calculated at close of trading on 12-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2008 |
12-May-2008 |
Change |
Change % |
Previous Week |
| Open |
114.69 |
115.09 |
0.40 |
0.3% |
113.55 |
| High |
115.29 |
115.20 |
-0.09 |
-0.1% |
115.29 |
| Low |
114.51 |
114.78 |
0.27 |
0.2% |
113.45 |
| Close |
115.14 |
115.02 |
-0.12 |
-0.1% |
115.14 |
| Range |
0.78 |
0.42 |
-0.36 |
-46.2% |
1.84 |
| ATR |
0.68 |
0.66 |
-0.02 |
-2.7% |
0.00 |
| Volume |
1,126,956 |
587,797 |
-539,159 |
-47.8% |
4,318,171 |
|
| Daily Pivots for day following 12-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.26 |
116.06 |
115.25 |
|
| R3 |
115.84 |
115.64 |
115.14 |
|
| R2 |
115.42 |
115.42 |
115.10 |
|
| R1 |
115.22 |
115.22 |
115.06 |
115.11 |
| PP |
115.00 |
115.00 |
115.00 |
114.95 |
| S1 |
114.80 |
114.80 |
114.98 |
114.69 |
| S2 |
114.58 |
114.58 |
114.94 |
|
| S3 |
114.16 |
114.38 |
114.90 |
|
| S4 |
113.74 |
113.96 |
114.79 |
|
|
| 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% |
0.63 |
0.6% |
85% |
False |
False |
912,596 |
| 10 |
115.29 |
113.28 |
2.01 |
1.7% |
0.60 |
0.5% |
87% |
False |
False |
823,801 |
| 20 |
116.13 |
113.10 |
3.03 |
2.6% |
0.62 |
0.5% |
63% |
False |
False |
942,580 |
| 40 |
118.48 |
113.10 |
5.38 |
4.7% |
0.61 |
0.5% |
36% |
False |
False |
905,590 |
| 60 |
118.48 |
113.10 |
5.38 |
4.7% |
0.62 |
0.5% |
36% |
False |
False |
777,221 |
| 80 |
118.48 |
113.10 |
5.38 |
4.7% |
0.64 |
0.6% |
36% |
False |
False |
583,316 |
| 100 |
118.48 |
112.26 |
6.22 |
5.4% |
0.59 |
0.5% |
44% |
False |
False |
466,707 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.99 |
|
2.618 |
116.30 |
|
1.618 |
115.88 |
|
1.000 |
115.62 |
|
0.618 |
115.46 |
|
HIGH |
115.20 |
|
0.618 |
115.04 |
|
0.500 |
114.99 |
|
0.382 |
114.94 |
|
LOW |
114.78 |
|
0.618 |
114.52 |
|
1.000 |
114.36 |
|
1.618 |
114.10 |
|
2.618 |
113.68 |
|
4.250 |
113.00 |
|
|
| Fisher Pivots for day following 12-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115.01 |
114.86 |
| PP |
115.00 |
114.70 |
| S1 |
114.99 |
114.54 |
|