Euro Bund Future June 2008
| Trading Metrics calculated at close of trading on 20-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2008 |
20-May-2008 |
Change |
Change % |
Previous Week |
| Open |
113.50 |
113.36 |
-0.14 |
-0.1% |
115.09 |
| High |
113.78 |
113.69 |
-0.09 |
-0.1% |
115.21 |
| Low |
113.13 |
113.26 |
0.13 |
0.1% |
112.81 |
| Close |
113.25 |
113.58 |
0.33 |
0.3% |
113.63 |
| Range |
0.65 |
0.43 |
-0.22 |
-33.8% |
2.40 |
| ATR |
0.71 |
0.69 |
-0.02 |
-2.7% |
0.00 |
| Volume |
666,135 |
760,098 |
93,963 |
14.1% |
5,232,395 |
|
| Daily Pivots for day following 20-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.80 |
114.62 |
113.82 |
|
| R3 |
114.37 |
114.19 |
113.70 |
|
| R2 |
113.94 |
113.94 |
113.66 |
|
| R1 |
113.76 |
113.76 |
113.62 |
113.85 |
| PP |
113.51 |
113.51 |
113.51 |
113.56 |
| S1 |
113.33 |
113.33 |
113.54 |
113.42 |
| S2 |
113.08 |
113.08 |
113.50 |
|
| S3 |
112.65 |
112.90 |
113.46 |
|
| S4 |
112.22 |
112.47 |
113.34 |
|
|
| Weekly Pivots for week ending 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.08 |
119.76 |
114.95 |
|
| R3 |
118.68 |
117.36 |
114.29 |
|
| R2 |
116.28 |
116.28 |
114.07 |
|
| R1 |
114.96 |
114.96 |
113.85 |
114.42 |
| PP |
113.88 |
113.88 |
113.88 |
113.62 |
| S1 |
112.56 |
112.56 |
113.41 |
112.02 |
| S2 |
111.48 |
111.48 |
113.19 |
|
| S3 |
109.08 |
110.16 |
112.97 |
|
| S4 |
106.68 |
107.76 |
112.31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114.18 |
112.81 |
1.37 |
1.2% |
0.64 |
0.6% |
56% |
False |
False |
952,629 |
| 10 |
115.29 |
112.81 |
2.48 |
2.2% |
0.69 |
0.6% |
31% |
False |
False |
973,169 |
| 20 |
115.29 |
112.81 |
2.48 |
2.2% |
0.65 |
0.6% |
31% |
False |
False |
925,874 |
| 40 |
117.02 |
112.81 |
4.21 |
3.7% |
0.63 |
0.6% |
18% |
False |
False |
939,443 |
| 60 |
118.48 |
112.81 |
5.67 |
5.0% |
0.63 |
0.6% |
14% |
False |
False |
877,547 |
| 80 |
118.48 |
112.81 |
5.67 |
5.0% |
0.63 |
0.6% |
14% |
False |
False |
659,167 |
| 100 |
118.48 |
112.26 |
6.22 |
5.5% |
0.61 |
0.5% |
21% |
False |
False |
527,408 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.52 |
|
2.618 |
114.82 |
|
1.618 |
114.39 |
|
1.000 |
114.12 |
|
0.618 |
113.96 |
|
HIGH |
113.69 |
|
0.618 |
113.53 |
|
0.500 |
113.48 |
|
0.382 |
113.42 |
|
LOW |
113.26 |
|
0.618 |
112.99 |
|
1.000 |
112.83 |
|
1.618 |
112.56 |
|
2.618 |
112.13 |
|
4.250 |
111.43 |
|
|
| Fisher Pivots for day following 20-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113.55 |
113.54 |
| PP |
113.51 |
113.50 |
| S1 |
113.48 |
113.46 |
|