Euro Bund Future September 2008
| Trading Metrics calculated at close of trading on 08-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2008 |
08-May-2008 |
Change |
Change % |
Previous Week |
| Open |
113.84 |
114.06 |
0.22 |
0.2% |
113.91 |
| High |
114.07 |
114.95 |
0.88 |
0.8% |
114.50 |
| Low |
113.73 |
114.06 |
0.33 |
0.3% |
113.57 |
| Close |
113.80 |
114.77 |
0.97 |
0.9% |
113.66 |
| Range |
0.34 |
0.89 |
0.55 |
161.8% |
0.93 |
| ATR |
0.52 |
0.57 |
0.04 |
8.6% |
0.00 |
| Volume |
1,664 |
2,785 |
1,121 |
67.4% |
4,386 |
|
| Daily Pivots for day following 08-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.26 |
116.91 |
115.26 |
|
| R3 |
116.37 |
116.02 |
115.01 |
|
| R2 |
115.48 |
115.48 |
114.93 |
|
| R1 |
115.13 |
115.13 |
114.85 |
115.31 |
| PP |
114.59 |
114.59 |
114.59 |
114.68 |
| S1 |
114.24 |
114.24 |
114.69 |
114.42 |
| S2 |
113.70 |
113.70 |
114.61 |
|
| S3 |
112.81 |
113.35 |
114.53 |
|
| S4 |
111.92 |
112.46 |
114.28 |
|
|
| 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 |
114.95 |
113.57 |
1.38 |
1.2% |
0.60 |
0.5% |
87% |
True |
False |
1,718 |
| 10 |
114.95 |
113.36 |
1.59 |
1.4% |
0.55 |
0.5% |
89% |
True |
False |
1,109 |
| 20 |
116.33 |
113.36 |
2.97 |
2.6% |
0.50 |
0.4% |
47% |
False |
False |
776 |
| 40 |
118.50 |
113.36 |
5.14 |
4.5% |
0.43 |
0.4% |
27% |
False |
False |
473 |
| 60 |
118.50 |
113.36 |
5.14 |
4.5% |
0.32 |
0.3% |
27% |
False |
False |
425 |
| 80 |
118.50 |
113.36 |
5.14 |
4.5% |
0.24 |
0.2% |
27% |
False |
False |
432 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.73 |
|
2.618 |
117.28 |
|
1.618 |
116.39 |
|
1.000 |
115.84 |
|
0.618 |
115.50 |
|
HIGH |
114.95 |
|
0.618 |
114.61 |
|
0.500 |
114.51 |
|
0.382 |
114.40 |
|
LOW |
114.06 |
|
0.618 |
113.51 |
|
1.000 |
113.17 |
|
1.618 |
112.62 |
|
2.618 |
111.73 |
|
4.250 |
110.28 |
|
|
| Fisher Pivots for day following 08-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114.68 |
114.63 |
| PP |
114.59 |
114.48 |
| S1 |
114.51 |
114.34 |
|