Euro Bund Future September 2008
| Trading Metrics calculated at close of trading on 07-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2008 |
07-May-2008 |
Change |
Change % |
Previous Week |
| Open |
113.97 |
113.84 |
-0.13 |
-0.1% |
113.91 |
| High |
114.39 |
114.07 |
-0.32 |
-0.3% |
114.50 |
| Low |
113.83 |
113.73 |
-0.10 |
-0.1% |
113.57 |
| Close |
114.22 |
113.80 |
-0.42 |
-0.4% |
113.66 |
| Range |
0.56 |
0.34 |
-0.22 |
-39.3% |
0.93 |
| ATR |
0.52 |
0.52 |
0.00 |
-0.4% |
0.00 |
| Volume |
1,404 |
1,664 |
260 |
18.5% |
4,386 |
|
| Daily Pivots for day following 07-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.89 |
114.68 |
113.99 |
|
| R3 |
114.55 |
114.34 |
113.89 |
|
| R2 |
114.21 |
114.21 |
113.86 |
|
| R1 |
114.00 |
114.00 |
113.83 |
113.94 |
| PP |
113.87 |
113.87 |
113.87 |
113.83 |
| S1 |
113.66 |
113.66 |
113.77 |
113.60 |
| S2 |
113.53 |
113.53 |
113.74 |
|
| S3 |
113.19 |
113.32 |
113.71 |
|
| S4 |
112.85 |
112.98 |
113.61 |
|
|
| Weekly Pivots for week ending 02-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.70 |
116.11 |
114.17 |
|
| R3 |
115.77 |
115.18 |
113.92 |
|
| R2 |
114.84 |
114.84 |
113.83 |
|
| R1 |
114.25 |
114.25 |
113.75 |
114.08 |
| PP |
113.91 |
113.91 |
113.91 |
113.83 |
| S1 |
113.32 |
113.32 |
113.57 |
113.15 |
| S2 |
112.98 |
112.98 |
113.49 |
|
| S3 |
112.05 |
112.39 |
113.40 |
|
| S4 |
111.12 |
111.46 |
113.15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114.50 |
113.57 |
0.93 |
0.8% |
0.48 |
0.4% |
25% |
False |
False |
1,173 |
| 10 |
114.71 |
113.36 |
1.35 |
1.2% |
0.48 |
0.4% |
33% |
False |
False |
912 |
| 20 |
116.33 |
113.36 |
2.97 |
2.6% |
0.49 |
0.4% |
15% |
False |
False |
639 |
| 40 |
118.50 |
113.36 |
5.14 |
4.5% |
0.42 |
0.4% |
9% |
False |
False |
426 |
| 60 |
118.50 |
113.36 |
5.14 |
4.5% |
0.30 |
0.3% |
9% |
False |
False |
378 |
| 80 |
118.50 |
113.36 |
5.14 |
4.5% |
0.23 |
0.2% |
9% |
False |
False |
401 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.52 |
|
2.618 |
114.96 |
|
1.618 |
114.62 |
|
1.000 |
114.41 |
|
0.618 |
114.28 |
|
HIGH |
114.07 |
|
0.618 |
113.94 |
|
0.500 |
113.90 |
|
0.382 |
113.86 |
|
LOW |
113.73 |
|
0.618 |
113.52 |
|
1.000 |
113.39 |
|
1.618 |
113.18 |
|
2.618 |
112.84 |
|
4.250 |
112.29 |
|
|
| Fisher Pivots for day following 07-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113.90 |
114.06 |
| PP |
113.87 |
113.97 |
| S1 |
113.83 |
113.89 |
|