Euro Bund Future June 2008
Trading Metrics calculated at close of trading on 05-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2008 |
05-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
112.45 |
112.05 |
-0.40 |
-0.4% |
112.68 |
High |
112.67 |
112.33 |
-0.34 |
-0.3% |
113.01 |
Low |
111.57 |
111.86 |
0.29 |
0.3% |
111.49 |
Close |
111.61 |
112.05 |
0.44 |
0.4% |
111.92 |
Range |
1.10 |
0.47 |
-0.63 |
-57.3% |
1.52 |
ATR |
0.73 |
0.73 |
0.00 |
-0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.49 |
113.24 |
112.31 |
|
R3 |
113.02 |
112.77 |
112.18 |
|
R2 |
112.55 |
112.55 |
112.14 |
|
R1 |
112.30 |
112.30 |
112.09 |
112.29 |
PP |
112.08 |
112.08 |
112.08 |
112.07 |
S1 |
111.83 |
111.83 |
112.01 |
111.82 |
S2 |
111.61 |
111.61 |
111.96 |
|
S3 |
111.14 |
111.36 |
111.92 |
|
S4 |
110.67 |
110.89 |
111.79 |
|
|
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 |
112.67 |
111.57 |
1.10 |
1.0% |
0.78 |
0.7% |
44% |
False |
False |
814,836 |
10 |
113.29 |
111.49 |
1.80 |
1.6% |
0.68 |
0.6% |
31% |
False |
False |
879,480 |
20 |
115.29 |
111.49 |
3.80 |
3.4% |
0.71 |
0.6% |
15% |
False |
False |
940,936 |
40 |
116.13 |
111.49 |
4.64 |
4.1% |
0.67 |
0.6% |
12% |
False |
False |
942,187 |
60 |
118.48 |
111.49 |
6.99 |
6.2% |
0.64 |
0.6% |
8% |
False |
False |
933,732 |
80 |
118.48 |
111.49 |
6.99 |
6.2% |
0.64 |
0.6% |
8% |
False |
False |
782,459 |
100 |
118.48 |
111.49 |
6.99 |
6.2% |
0.64 |
0.6% |
8% |
False |
False |
626,220 |
120 |
118.48 |
111.49 |
6.99 |
6.2% |
0.61 |
0.5% |
8% |
False |
False |
521,891 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114.33 |
2.618 |
113.56 |
1.618 |
113.09 |
1.000 |
112.80 |
0.618 |
112.62 |
HIGH |
112.33 |
0.618 |
112.15 |
0.500 |
112.10 |
0.382 |
112.04 |
LOW |
111.86 |
0.618 |
111.57 |
1.000 |
111.39 |
1.618 |
111.10 |
2.618 |
110.63 |
4.250 |
109.86 |
|
|
Fisher Pivots for day following 05-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
112.10 |
112.12 |
PP |
112.08 |
112.10 |
S1 |
112.07 |
112.07 |
|