Euro Bund Future June 2008
| Trading Metrics calculated at close of trading on 21-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2008 |
21-May-2008 |
Change |
Change % |
Previous Week |
| Open |
113.36 |
113.66 |
0.30 |
0.3% |
115.09 |
| High |
113.69 |
113.71 |
0.02 |
0.0% |
115.21 |
| Low |
113.26 |
112.86 |
-0.40 |
-0.4% |
112.81 |
| Close |
113.58 |
112.97 |
-0.61 |
-0.5% |
113.63 |
| Range |
0.43 |
0.85 |
0.42 |
97.7% |
2.40 |
| ATR |
0.69 |
0.70 |
0.01 |
1.7% |
0.00 |
| Volume |
760,098 |
1,090,118 |
330,020 |
43.4% |
5,232,395 |
|
| Daily Pivots for day following 21-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.73 |
115.20 |
113.44 |
|
| R3 |
114.88 |
114.35 |
113.20 |
|
| R2 |
114.03 |
114.03 |
113.13 |
|
| R1 |
113.50 |
113.50 |
113.05 |
113.34 |
| PP |
113.18 |
113.18 |
113.18 |
113.10 |
| S1 |
112.65 |
112.65 |
112.89 |
112.49 |
| S2 |
112.33 |
112.33 |
112.81 |
|
| S3 |
111.48 |
111.80 |
112.74 |
|
| S4 |
110.63 |
110.95 |
112.50 |
|
|
| 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 |
113.78 |
112.81 |
0.97 |
0.9% |
0.67 |
0.6% |
16% |
False |
False |
944,090 |
| 10 |
115.29 |
112.81 |
2.48 |
2.2% |
0.73 |
0.6% |
6% |
False |
False |
1,002,392 |
| 20 |
115.29 |
112.81 |
2.48 |
2.2% |
0.66 |
0.6% |
6% |
False |
False |
923,212 |
| 40 |
116.47 |
112.81 |
3.66 |
3.2% |
0.63 |
0.6% |
4% |
False |
False |
938,487 |
| 60 |
118.48 |
112.81 |
5.67 |
5.0% |
0.64 |
0.6% |
3% |
False |
False |
895,490 |
| 80 |
118.48 |
112.81 |
5.67 |
5.0% |
0.63 |
0.6% |
3% |
False |
False |
672,791 |
| 100 |
118.48 |
112.26 |
6.22 |
5.5% |
0.62 |
0.5% |
11% |
False |
False |
538,309 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.32 |
|
2.618 |
115.94 |
|
1.618 |
115.09 |
|
1.000 |
114.56 |
|
0.618 |
114.24 |
|
HIGH |
113.71 |
|
0.618 |
113.39 |
|
0.500 |
113.29 |
|
0.382 |
113.18 |
|
LOW |
112.86 |
|
0.618 |
112.33 |
|
1.000 |
112.01 |
|
1.618 |
111.48 |
|
2.618 |
110.63 |
|
4.250 |
109.25 |
|
|
| Fisher Pivots for day following 21-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113.29 |
113.32 |
| PP |
113.18 |
113.20 |
| S1 |
113.08 |
113.09 |
|