Euro Bund Future June 2008
| Trading Metrics calculated at close of trading on 15-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2008 |
15-May-2008 |
Change |
Change % |
Previous Week |
| Open |
114.12 |
113.63 |
-0.49 |
-0.4% |
113.55 |
| High |
114.18 |
113.68 |
-0.50 |
-0.4% |
115.29 |
| Low |
113.48 |
112.81 |
-0.67 |
-0.6% |
113.45 |
| Close |
113.72 |
113.18 |
-0.54 |
-0.5% |
115.14 |
| Range |
0.70 |
0.87 |
0.17 |
24.3% |
1.84 |
| ATR |
0.71 |
0.72 |
0.01 |
2.0% |
0.00 |
| Volume |
1,132,815 |
1,326,920 |
194,105 |
17.1% |
4,318,171 |
|
| Daily Pivots for day following 15-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.83 |
115.38 |
113.66 |
|
| R3 |
114.96 |
114.51 |
113.42 |
|
| R2 |
114.09 |
114.09 |
113.34 |
|
| R1 |
113.64 |
113.64 |
113.26 |
113.43 |
| PP |
113.22 |
113.22 |
113.22 |
113.12 |
| S1 |
112.77 |
112.77 |
113.10 |
112.56 |
| S2 |
112.35 |
112.35 |
113.02 |
|
| S3 |
111.48 |
111.90 |
112.94 |
|
| S4 |
110.61 |
111.03 |
112.70 |
|
|
| 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 |
112.81 |
2.48 |
2.2% |
0.78 |
0.7% |
15% |
False |
True |
1,096,434 |
| 10 |
115.29 |
112.81 |
2.48 |
2.2% |
0.73 |
0.6% |
15% |
False |
True |
960,530 |
| 20 |
115.29 |
112.81 |
2.48 |
2.2% |
0.67 |
0.6% |
15% |
False |
True |
972,399 |
| 40 |
118.48 |
112.81 |
5.67 |
5.0% |
0.63 |
0.6% |
7% |
False |
True |
936,559 |
| 60 |
118.48 |
112.81 |
5.67 |
5.0% |
0.63 |
0.6% |
7% |
False |
True |
839,832 |
| 80 |
118.48 |
112.81 |
5.67 |
5.0% |
0.66 |
0.6% |
7% |
False |
True |
630,385 |
| 100 |
118.48 |
112.26 |
6.22 |
5.5% |
0.61 |
0.5% |
15% |
False |
False |
504,377 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.38 |
|
2.618 |
115.96 |
|
1.618 |
115.09 |
|
1.000 |
114.55 |
|
0.618 |
114.22 |
|
HIGH |
113.68 |
|
0.618 |
113.35 |
|
0.500 |
113.25 |
|
0.382 |
113.14 |
|
LOW |
112.81 |
|
0.618 |
112.27 |
|
1.000 |
111.94 |
|
1.618 |
111.40 |
|
2.618 |
110.53 |
|
4.250 |
109.11 |
|
|
| Fisher Pivots for day following 15-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113.25 |
114.01 |
| PP |
113.22 |
113.73 |
| S1 |
113.20 |
113.46 |
|