Euro Bund Future June 2008
| Trading Metrics calculated at close of trading on 23-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2008 |
23-May-2008 |
Change |
Change % |
Previous Week |
| Open |
112.98 |
112.66 |
-0.32 |
-0.3% |
113.50 |
| High |
113.13 |
113.29 |
0.16 |
0.1% |
113.78 |
| Low |
112.64 |
112.53 |
-0.11 |
-0.1% |
112.53 |
| Close |
112.67 |
113.06 |
0.39 |
0.3% |
113.06 |
| Range |
0.49 |
0.76 |
0.27 |
55.1% |
1.25 |
| ATR |
0.68 |
0.69 |
0.01 |
0.8% |
0.00 |
| Volume |
858,499 |
873,133 |
14,634 |
1.7% |
4,247,983 |
|
| Daily Pivots for day following 23-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.24 |
114.91 |
113.48 |
|
| R3 |
114.48 |
114.15 |
113.27 |
|
| R2 |
113.72 |
113.72 |
113.20 |
|
| R1 |
113.39 |
113.39 |
113.13 |
113.56 |
| PP |
112.96 |
112.96 |
112.96 |
113.04 |
| S1 |
112.63 |
112.63 |
112.99 |
112.80 |
| S2 |
112.20 |
112.20 |
112.92 |
|
| S3 |
111.44 |
111.87 |
112.85 |
|
| S4 |
110.68 |
111.11 |
112.64 |
|
|
| Weekly Pivots for week ending 23-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.87 |
116.22 |
113.75 |
|
| R3 |
115.62 |
114.97 |
113.40 |
|
| R2 |
114.37 |
114.37 |
113.29 |
|
| R1 |
113.72 |
113.72 |
113.17 |
113.42 |
| PP |
113.12 |
113.12 |
113.12 |
112.98 |
| S1 |
112.47 |
112.47 |
112.95 |
112.17 |
| S2 |
111.87 |
111.87 |
112.83 |
|
| S3 |
110.62 |
111.22 |
112.72 |
|
| S4 |
109.37 |
109.97 |
112.37 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113.78 |
112.53 |
1.25 |
1.1% |
0.64 |
0.6% |
42% |
False |
True |
849,596 |
| 10 |
115.21 |
112.53 |
2.68 |
2.4% |
0.68 |
0.6% |
20% |
False |
True |
948,037 |
| 20 |
115.29 |
112.53 |
2.76 |
2.4% |
0.66 |
0.6% |
19% |
False |
True |
898,578 |
| 40 |
116.13 |
112.53 |
3.60 |
3.2% |
0.63 |
0.6% |
15% |
False |
True |
925,577 |
| 60 |
118.48 |
112.53 |
5.95 |
5.3% |
0.64 |
0.6% |
9% |
False |
True |
923,123 |
| 80 |
118.48 |
112.53 |
5.95 |
5.3% |
0.64 |
0.6% |
9% |
False |
True |
694,406 |
| 100 |
118.48 |
112.51 |
5.97 |
5.3% |
0.63 |
0.6% |
9% |
False |
False |
555,620 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.52 |
|
2.618 |
115.28 |
|
1.618 |
114.52 |
|
1.000 |
114.05 |
|
0.618 |
113.76 |
|
HIGH |
113.29 |
|
0.618 |
113.00 |
|
0.500 |
112.91 |
|
0.382 |
112.82 |
|
LOW |
112.53 |
|
0.618 |
112.06 |
|
1.000 |
111.77 |
|
1.618 |
111.30 |
|
2.618 |
110.54 |
|
4.250 |
109.30 |
|
|
| Fisher Pivots for day following 23-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113.01 |
113.12 |
| PP |
112.96 |
113.10 |
| S1 |
112.91 |
113.08 |
|