Euro Bund Future June 2008
| Trading Metrics calculated at close of trading on 02-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2008 |
02-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
111.78 |
111.76 |
-0.02 |
0.0% |
112.68 |
| High |
112.15 |
112.48 |
0.33 |
0.3% |
113.01 |
| Low |
111.68 |
111.71 |
0.03 |
0.0% |
111.49 |
| Close |
111.92 |
112.33 |
0.41 |
0.4% |
111.92 |
| Range |
0.47 |
0.77 |
0.30 |
63.8% |
1.52 |
| ATR |
0.67 |
0.67 |
0.01 |
1.1% |
0.00 |
| Volume |
1,006,434 |
1,118,814 |
112,380 |
11.2% |
3,995,430 |
|
| Daily Pivots for day following 02-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.48 |
114.18 |
112.75 |
|
| R3 |
113.71 |
113.41 |
112.54 |
|
| R2 |
112.94 |
112.94 |
112.47 |
|
| R1 |
112.64 |
112.64 |
112.40 |
112.79 |
| PP |
112.17 |
112.17 |
112.17 |
112.25 |
| S1 |
111.87 |
111.87 |
112.26 |
112.02 |
| S2 |
111.40 |
111.40 |
112.19 |
|
| S3 |
110.63 |
111.10 |
112.12 |
|
| S4 |
109.86 |
110.33 |
111.91 |
|
|
| 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 |
113.01 |
111.49 |
1.52 |
1.4% |
0.58 |
0.5% |
55% |
False |
False |
1,022,848 |
| 10 |
113.78 |
111.49 |
2.29 |
2.0% |
0.61 |
0.5% |
37% |
False |
False |
936,222 |
| 20 |
115.29 |
111.49 |
3.80 |
3.4% |
0.64 |
0.6% |
22% |
False |
False |
945,639 |
| 40 |
116.13 |
111.49 |
4.64 |
4.1% |
0.64 |
0.6% |
18% |
False |
False |
951,744 |
| 60 |
118.48 |
111.49 |
6.99 |
6.2% |
0.63 |
0.6% |
12% |
False |
False |
975,412 |
| 80 |
118.48 |
111.49 |
6.99 |
6.2% |
0.64 |
0.6% |
12% |
False |
False |
758,241 |
| 100 |
118.48 |
111.49 |
6.99 |
6.2% |
0.62 |
0.6% |
12% |
False |
False |
606,748 |
| 120 |
118.48 |
111.49 |
6.99 |
6.2% |
0.60 |
0.5% |
12% |
False |
False |
505,657 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.75 |
|
2.618 |
114.50 |
|
1.618 |
113.73 |
|
1.000 |
113.25 |
|
0.618 |
112.96 |
|
HIGH |
112.48 |
|
0.618 |
112.19 |
|
0.500 |
112.10 |
|
0.382 |
112.00 |
|
LOW |
111.71 |
|
0.618 |
111.23 |
|
1.000 |
110.94 |
|
1.618 |
110.46 |
|
2.618 |
109.69 |
|
4.250 |
108.44 |
|
|
| Fisher Pivots for day following 02-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
112.25 |
112.22 |
| PP |
112.17 |
112.10 |
| S1 |
112.10 |
111.99 |
|