Euro Bund Future June 2008
Trading Metrics calculated at close of trading on 30-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2008 |
30-May-2008 |
Change |
Change % |
Previous Week |
Open |
112.15 |
111.78 |
-0.37 |
-0.3% |
112.68 |
High |
112.24 |
112.15 |
-0.09 |
-0.1% |
113.01 |
Low |
111.49 |
111.68 |
0.19 |
0.2% |
111.49 |
Close |
111.59 |
111.92 |
0.33 |
0.3% |
111.92 |
Range |
0.75 |
0.47 |
-0.28 |
-37.3% |
1.52 |
ATR |
0.68 |
0.67 |
-0.01 |
-1.2% |
0.00 |
Volume |
1,256,187 |
1,006,434 |
-249,753 |
-19.9% |
3,995,430 |
|
Daily Pivots for day following 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.33 |
113.09 |
112.18 |
|
R3 |
112.86 |
112.62 |
112.05 |
|
R2 |
112.39 |
112.39 |
112.01 |
|
R1 |
112.15 |
112.15 |
111.96 |
112.27 |
PP |
111.92 |
111.92 |
111.92 |
111.98 |
S1 |
111.68 |
111.68 |
111.88 |
111.80 |
S2 |
111.45 |
111.45 |
111.83 |
|
S3 |
110.98 |
111.21 |
111.79 |
|
S4 |
110.51 |
110.74 |
111.66 |
|
|
Weekly Pivots for week ending 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116.70 |
115.83 |
112.76 |
|
R3 |
115.18 |
114.31 |
112.34 |
|
R2 |
113.66 |
113.66 |
112.20 |
|
R1 |
112.79 |
112.79 |
112.06 |
112.47 |
PP |
112.14 |
112.14 |
112.14 |
111.98 |
S1 |
111.27 |
111.27 |
111.78 |
110.95 |
S2 |
110.62 |
110.62 |
111.64 |
|
S3 |
109.10 |
109.75 |
111.50 |
|
S4 |
107.58 |
108.23 |
111.08 |
|
|
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% |
24% |
False |
False |
973,712 |
10 |
113.78 |
111.49 |
2.29 |
2.0% |
0.59 |
0.5% |
19% |
False |
False |
912,059 |
20 |
115.29 |
111.49 |
3.80 |
3.4% |
0.66 |
0.6% |
11% |
False |
False |
936,294 |
40 |
116.13 |
111.49 |
4.64 |
4.1% |
0.63 |
0.6% |
9% |
False |
False |
946,530 |
60 |
118.48 |
111.49 |
6.99 |
6.2% |
0.63 |
0.6% |
6% |
False |
False |
973,224 |
80 |
118.48 |
111.49 |
6.99 |
6.2% |
0.64 |
0.6% |
6% |
False |
False |
744,284 |
100 |
118.48 |
111.49 |
6.99 |
6.2% |
0.62 |
0.6% |
6% |
False |
False |
595,560 |
120 |
118.48 |
111.49 |
6.99 |
6.2% |
0.60 |
0.5% |
6% |
False |
False |
496,333 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114.15 |
2.618 |
113.38 |
1.618 |
112.91 |
1.000 |
112.62 |
0.618 |
112.44 |
HIGH |
112.15 |
0.618 |
111.97 |
0.500 |
111.92 |
0.382 |
111.86 |
LOW |
111.68 |
0.618 |
111.39 |
1.000 |
111.21 |
1.618 |
110.92 |
2.618 |
110.45 |
4.250 |
109.68 |
|
|
Fisher Pivots for day following 30-May-2008 |
Pivot |
1 day |
3 day |
R1 |
111.92 |
112.08 |
PP |
111.92 |
112.02 |
S1 |
111.92 |
111.97 |
|