Euro Bund Future September 2008
| Trading Metrics calculated at close of trading on 22-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2008 |
22-May-2008 |
Change |
Change % |
Previous Week |
| Open |
113.91 |
113.00 |
-0.91 |
-0.8% |
115.33 |
| High |
113.91 |
113.27 |
-0.64 |
-0.6% |
115.43 |
| Low |
113.04 |
112.82 |
-0.22 |
-0.2% |
113.05 |
| Close |
113.15 |
112.84 |
-0.31 |
-0.3% |
113.86 |
| Range |
0.87 |
0.45 |
-0.42 |
-48.3% |
2.38 |
| ATR |
0.62 |
0.61 |
-0.01 |
-1.9% |
0.00 |
| Volume |
10,002 |
7,325 |
-2,677 |
-26.8% |
11,938 |
|
| Daily Pivots for day following 22-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.33 |
114.03 |
113.09 |
|
| R3 |
113.88 |
113.58 |
112.96 |
|
| R2 |
113.43 |
113.43 |
112.92 |
|
| R1 |
113.13 |
113.13 |
112.88 |
113.06 |
| PP |
112.98 |
112.98 |
112.98 |
112.94 |
| S1 |
112.68 |
112.68 |
112.80 |
112.61 |
| S2 |
112.53 |
112.53 |
112.76 |
|
| S3 |
112.08 |
112.23 |
112.72 |
|
| S4 |
111.63 |
111.78 |
112.59 |
|
|
| Weekly Pivots for week ending 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.25 |
119.94 |
115.17 |
|
| R3 |
118.87 |
117.56 |
114.51 |
|
| R2 |
116.49 |
116.49 |
114.30 |
|
| R1 |
115.18 |
115.18 |
114.08 |
114.65 |
| PP |
114.11 |
114.11 |
114.11 |
113.85 |
| S1 |
112.80 |
112.80 |
113.64 |
112.27 |
| S2 |
111.73 |
111.73 |
113.42 |
|
| S3 |
109.35 |
110.42 |
113.21 |
|
| S4 |
106.97 |
108.04 |
112.55 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113.94 |
112.82 |
1.12 |
1.0% |
0.51 |
0.5% |
2% |
False |
True |
5,351 |
| 10 |
115.51 |
112.82 |
2.69 |
2.4% |
0.57 |
0.5% |
1% |
False |
True |
3,976 |
| 20 |
115.51 |
112.82 |
2.69 |
2.4% |
0.56 |
0.5% |
1% |
False |
True |
2,543 |
| 40 |
116.42 |
112.82 |
3.60 |
3.2% |
0.48 |
0.4% |
1% |
False |
True |
1,420 |
| 60 |
118.50 |
112.82 |
5.68 |
5.0% |
0.41 |
0.4% |
0% |
False |
True |
1,023 |
| 80 |
118.50 |
112.82 |
5.68 |
5.0% |
0.31 |
0.3% |
0% |
False |
True |
860 |
| 100 |
118.50 |
112.82 |
5.68 |
5.0% |
0.25 |
0.2% |
0% |
False |
True |
766 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.18 |
|
2.618 |
114.45 |
|
1.618 |
114.00 |
|
1.000 |
113.72 |
|
0.618 |
113.55 |
|
HIGH |
113.27 |
|
0.618 |
113.10 |
|
0.500 |
113.05 |
|
0.382 |
112.99 |
|
LOW |
112.82 |
|
0.618 |
112.54 |
|
1.000 |
112.37 |
|
1.618 |
112.09 |
|
2.618 |
111.64 |
|
4.250 |
110.91 |
|
|
| Fisher Pivots for day following 22-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113.05 |
113.37 |
| PP |
112.98 |
113.19 |
| S1 |
112.91 |
113.02 |
|