Euro Bund Future June 2008
| Trading Metrics calculated at close of trading on 27-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2008 |
27-May-2008 |
Change |
Change % |
Previous Week |
| Open |
112.66 |
112.68 |
0.02 |
0.0% |
113.50 |
| High |
113.29 |
113.01 |
-0.28 |
-0.2% |
113.78 |
| Low |
112.53 |
112.53 |
0.00 |
0.0% |
112.53 |
| Close |
113.06 |
112.70 |
-0.36 |
-0.3% |
113.06 |
| Range |
0.76 |
0.48 |
-0.28 |
-36.8% |
1.25 |
| ATR |
0.69 |
0.68 |
-0.01 |
-1.6% |
0.00 |
| Volume |
873,133 |
787,038 |
-86,095 |
-9.9% |
4,247,983 |
|
| Daily Pivots for day following 27-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.19 |
113.92 |
112.96 |
|
| R3 |
113.71 |
113.44 |
112.83 |
|
| R2 |
113.23 |
113.23 |
112.79 |
|
| R1 |
112.96 |
112.96 |
112.74 |
113.10 |
| PP |
112.75 |
112.75 |
112.75 |
112.81 |
| S1 |
112.48 |
112.48 |
112.66 |
112.62 |
| S2 |
112.27 |
112.27 |
112.61 |
|
| S3 |
111.79 |
112.00 |
112.57 |
|
| S4 |
111.31 |
111.52 |
112.44 |
|
|
| 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 |
113.71 |
112.53 |
1.18 |
1.0% |
0.60 |
0.5% |
14% |
False |
True |
873,777 |
| 10 |
115.21 |
112.53 |
2.68 |
2.4% |
0.69 |
0.6% |
6% |
False |
True |
967,961 |
| 20 |
115.29 |
112.53 |
2.76 |
2.4% |
0.64 |
0.6% |
6% |
False |
True |
895,881 |
| 40 |
116.13 |
112.53 |
3.60 |
3.2% |
0.63 |
0.6% |
5% |
False |
True |
945,253 |
| 60 |
118.48 |
112.53 |
5.95 |
5.3% |
0.64 |
0.6% |
3% |
False |
True |
935,184 |
| 80 |
118.48 |
112.53 |
5.95 |
5.3% |
0.64 |
0.6% |
3% |
False |
True |
704,241 |
| 100 |
118.48 |
112.53 |
5.95 |
5.3% |
0.62 |
0.5% |
3% |
False |
True |
563,489 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.05 |
|
2.618 |
114.27 |
|
1.618 |
113.79 |
|
1.000 |
113.49 |
|
0.618 |
113.31 |
|
HIGH |
113.01 |
|
0.618 |
112.83 |
|
0.500 |
112.77 |
|
0.382 |
112.71 |
|
LOW |
112.53 |
|
0.618 |
112.23 |
|
1.000 |
112.05 |
|
1.618 |
111.75 |
|
2.618 |
111.27 |
|
4.250 |
110.49 |
|
|
| Fisher Pivots for day following 27-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
112.77 |
112.91 |
| PP |
112.75 |
112.84 |
| S1 |
112.72 |
112.77 |
|