Euro Bund Future June 2008
| Trading Metrics calculated at close of trading on 22-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2008 |
22-May-2008 |
Change |
Change % |
Previous Week |
| Open |
113.66 |
112.98 |
-0.68 |
-0.6% |
115.09 |
| High |
113.71 |
113.13 |
-0.58 |
-0.5% |
115.21 |
| Low |
112.86 |
112.64 |
-0.22 |
-0.2% |
112.81 |
| Close |
112.97 |
112.67 |
-0.30 |
-0.3% |
113.63 |
| Range |
0.85 |
0.49 |
-0.36 |
-42.4% |
2.40 |
| ATR |
0.70 |
0.68 |
-0.01 |
-2.1% |
0.00 |
| Volume |
1,090,118 |
858,499 |
-231,619 |
-21.2% |
5,232,395 |
|
| Daily Pivots for day following 22-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.28 |
113.97 |
112.94 |
|
| R3 |
113.79 |
113.48 |
112.80 |
|
| R2 |
113.30 |
113.30 |
112.76 |
|
| R1 |
112.99 |
112.99 |
112.71 |
112.90 |
| PP |
112.81 |
112.81 |
112.81 |
112.77 |
| S1 |
112.50 |
112.50 |
112.63 |
112.41 |
| S2 |
112.32 |
112.32 |
112.58 |
|
| S3 |
111.83 |
112.01 |
112.54 |
|
| S4 |
111.34 |
111.52 |
112.40 |
|
|
| 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 |
112.64 |
1.14 |
1.0% |
0.59 |
0.5% |
3% |
False |
True |
850,405 |
| 10 |
115.29 |
112.64 |
2.65 |
2.4% |
0.68 |
0.6% |
1% |
False |
True |
973,420 |
| 20 |
115.29 |
112.64 |
2.65 |
2.4% |
0.67 |
0.6% |
1% |
False |
True |
918,415 |
| 40 |
116.13 |
112.64 |
3.49 |
3.1% |
0.62 |
0.6% |
1% |
False |
True |
930,969 |
| 60 |
118.48 |
112.64 |
5.84 |
5.2% |
0.64 |
0.6% |
1% |
False |
True |
909,357 |
| 80 |
118.48 |
112.64 |
5.84 |
5.2% |
0.63 |
0.6% |
1% |
False |
True |
683,519 |
| 100 |
118.48 |
112.42 |
6.06 |
5.4% |
0.62 |
0.6% |
4% |
False |
False |
546,894 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.21 |
|
2.618 |
114.41 |
|
1.618 |
113.92 |
|
1.000 |
113.62 |
|
0.618 |
113.43 |
|
HIGH |
113.13 |
|
0.618 |
112.94 |
|
0.500 |
112.89 |
|
0.382 |
112.83 |
|
LOW |
112.64 |
|
0.618 |
112.34 |
|
1.000 |
112.15 |
|
1.618 |
111.85 |
|
2.618 |
111.36 |
|
4.250 |
110.56 |
|
|
| Fisher Pivots for day following 22-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
112.89 |
113.18 |
| PP |
112.81 |
113.01 |
| S1 |
112.74 |
112.84 |
|