Euro Bund Future June 2008
Trading Metrics calculated at close of trading on 29-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2008 |
29-May-2008 |
Change |
Change % |
Previous Week |
Open |
112.63 |
112.15 |
-0.48 |
-0.4% |
113.50 |
High |
112.66 |
112.24 |
-0.42 |
-0.4% |
113.78 |
Low |
112.22 |
111.49 |
-0.73 |
-0.7% |
112.53 |
Close |
112.33 |
111.59 |
-0.74 |
-0.7% |
113.06 |
Range |
0.44 |
0.75 |
0.31 |
70.5% |
1.25 |
ATR |
0.66 |
0.68 |
0.01 |
1.9% |
0.00 |
Volume |
945,771 |
1,256,187 |
310,416 |
32.8% |
4,247,983 |
|
Daily Pivots for day following 29-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114.02 |
113.56 |
112.00 |
|
R3 |
113.27 |
112.81 |
111.80 |
|
R2 |
112.52 |
112.52 |
111.73 |
|
R1 |
112.06 |
112.06 |
111.66 |
111.92 |
PP |
111.77 |
111.77 |
111.77 |
111.70 |
S1 |
111.31 |
111.31 |
111.52 |
111.17 |
S2 |
111.02 |
111.02 |
111.45 |
|
S3 |
110.27 |
110.56 |
111.38 |
|
S4 |
109.52 |
109.81 |
111.18 |
|
|
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 |
113.29 |
111.49 |
1.80 |
1.6% |
0.58 |
0.5% |
6% |
False |
True |
944,125 |
10 |
113.78 |
111.49 |
2.29 |
2.1% |
0.63 |
0.6% |
4% |
False |
True |
944,107 |
20 |
115.29 |
111.49 |
3.80 |
3.4% |
0.65 |
0.6% |
3% |
False |
True |
930,562 |
40 |
116.13 |
111.49 |
4.64 |
4.2% |
0.63 |
0.6% |
2% |
False |
True |
948,234 |
60 |
118.48 |
111.49 |
6.99 |
6.3% |
0.63 |
0.6% |
1% |
False |
True |
967,183 |
80 |
118.48 |
111.49 |
6.99 |
6.3% |
0.64 |
0.6% |
1% |
False |
True |
731,745 |
100 |
118.48 |
111.49 |
6.99 |
6.3% |
0.62 |
0.6% |
1% |
False |
True |
585,496 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
115.43 |
2.618 |
114.20 |
1.618 |
113.45 |
1.000 |
112.99 |
0.618 |
112.70 |
HIGH |
112.24 |
0.618 |
111.95 |
0.500 |
111.87 |
0.382 |
111.78 |
LOW |
111.49 |
0.618 |
111.03 |
1.000 |
110.74 |
1.618 |
110.28 |
2.618 |
109.53 |
4.250 |
108.30 |
|
|
Fisher Pivots for day following 29-May-2008 |
Pivot |
1 day |
3 day |
R1 |
111.87 |
112.25 |
PP |
111.77 |
112.03 |
S1 |
111.68 |
111.81 |
|