Euro Bund Future September 2008
| Trading Metrics calculated at close of trading on 15-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2008 |
15-May-2008 |
Change |
Change % |
Previous Week |
| Open |
114.25 |
113.84 |
-0.41 |
-0.4% |
113.81 |
| High |
114.29 |
113.84 |
-0.45 |
-0.4% |
115.51 |
| Low |
113.73 |
113.05 |
-0.68 |
-0.6% |
113.73 |
| Close |
113.95 |
113.39 |
-0.56 |
-0.5% |
115.38 |
| Range |
0.56 |
0.79 |
0.23 |
41.1% |
1.78 |
| ATR |
0.61 |
0.63 |
0.02 |
3.4% |
0.00 |
| Volume |
2,596 |
3,432 |
836 |
32.2% |
8,448 |
|
| Daily Pivots for day following 15-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.80 |
115.38 |
113.82 |
|
| R3 |
115.01 |
114.59 |
113.61 |
|
| R2 |
114.22 |
114.22 |
113.53 |
|
| R1 |
113.80 |
113.80 |
113.46 |
113.62 |
| PP |
113.43 |
113.43 |
113.43 |
113.33 |
| S1 |
113.01 |
113.01 |
113.32 |
112.83 |
| S2 |
112.64 |
112.64 |
113.25 |
|
| S3 |
111.85 |
112.22 |
113.17 |
|
| S4 |
111.06 |
111.43 |
112.96 |
|
|
| Weekly Pivots for week ending 09-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.21 |
119.58 |
116.36 |
|
| R3 |
118.43 |
117.80 |
115.87 |
|
| R2 |
116.65 |
116.65 |
115.71 |
|
| R1 |
116.02 |
116.02 |
115.54 |
116.34 |
| PP |
114.87 |
114.87 |
114.87 |
115.03 |
| S1 |
114.24 |
114.24 |
115.22 |
114.56 |
| S2 |
113.09 |
113.09 |
115.05 |
|
| S3 |
111.31 |
112.46 |
114.89 |
|
| S4 |
109.53 |
110.68 |
114.40 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115.51 |
113.05 |
2.46 |
2.2% |
0.63 |
0.6% |
14% |
False |
True |
2,601 |
| 10 |
115.51 |
113.05 |
2.46 |
2.2% |
0.61 |
0.5% |
14% |
False |
True |
2,159 |
| 20 |
115.51 |
113.05 |
2.46 |
2.2% |
0.53 |
0.5% |
14% |
False |
True |
1,398 |
| 40 |
118.13 |
113.05 |
5.08 |
4.5% |
0.47 |
0.4% |
7% |
False |
True |
770 |
| 60 |
118.50 |
113.05 |
5.45 |
4.8% |
0.37 |
0.3% |
6% |
False |
True |
605 |
| 80 |
118.50 |
113.05 |
5.45 |
4.8% |
0.28 |
0.2% |
6% |
False |
True |
541 |
| 100 |
118.50 |
112.52 |
5.98 |
5.3% |
0.22 |
0.2% |
15% |
False |
False |
504 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.20 |
|
2.618 |
115.91 |
|
1.618 |
115.12 |
|
1.000 |
114.63 |
|
0.618 |
114.33 |
|
HIGH |
113.84 |
|
0.618 |
113.54 |
|
0.500 |
113.45 |
|
0.382 |
113.35 |
|
LOW |
113.05 |
|
0.618 |
112.56 |
|
1.000 |
112.26 |
|
1.618 |
111.77 |
|
2.618 |
110.98 |
|
4.250 |
109.69 |
|
|
| Fisher Pivots for day following 15-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113.45 |
114.24 |
| PP |
113.43 |
113.96 |
| S1 |
113.41 |
113.67 |
|