Euro Bund Future September 2008
| Trading Metrics calculated at close of trading on 23-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2008 |
23-May-2008 |
Change |
Change % |
Previous Week |
| Open |
113.00 |
112.85 |
-0.15 |
-0.1% |
113.75 |
| High |
113.27 |
113.43 |
0.16 |
0.1% |
113.94 |
| Low |
112.82 |
112.71 |
-0.11 |
-0.1% |
112.71 |
| Close |
112.84 |
113.22 |
0.38 |
0.3% |
113.22 |
| Range |
0.45 |
0.72 |
0.27 |
60.0% |
1.23 |
| ATR |
0.61 |
0.61 |
0.01 |
1.4% |
0.00 |
| Volume |
7,325 |
7,910 |
585 |
8.0% |
33,202 |
|
| Daily Pivots for day following 23-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.28 |
114.97 |
113.62 |
|
| R3 |
114.56 |
114.25 |
113.42 |
|
| R2 |
113.84 |
113.84 |
113.35 |
|
| R1 |
113.53 |
113.53 |
113.29 |
113.69 |
| PP |
113.12 |
113.12 |
113.12 |
113.20 |
| S1 |
112.81 |
112.81 |
113.15 |
112.97 |
| S2 |
112.40 |
112.40 |
113.09 |
|
| S3 |
111.68 |
112.09 |
113.02 |
|
| S4 |
110.96 |
111.37 |
112.82 |
|
|
| Weekly Pivots for week ending 23-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.98 |
116.33 |
113.90 |
|
| R3 |
115.75 |
115.10 |
113.56 |
|
| R2 |
114.52 |
114.52 |
113.45 |
|
| R1 |
113.87 |
113.87 |
113.33 |
113.58 |
| PP |
113.29 |
113.29 |
113.29 |
113.15 |
| S1 |
112.64 |
112.64 |
113.11 |
112.35 |
| S2 |
112.06 |
112.06 |
112.99 |
|
| S3 |
110.83 |
111.41 |
112.88 |
|
| S4 |
109.60 |
110.18 |
112.54 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113.94 |
112.71 |
1.23 |
1.1% |
0.57 |
0.5% |
41% |
False |
True |
6,640 |
| 10 |
115.43 |
112.71 |
2.72 |
2.4% |
0.58 |
0.5% |
19% |
False |
True |
4,514 |
| 20 |
115.51 |
112.71 |
2.80 |
2.5% |
0.55 |
0.5% |
18% |
False |
True |
2,904 |
| 40 |
116.42 |
112.71 |
3.71 |
3.3% |
0.49 |
0.4% |
14% |
False |
True |
1,609 |
| 60 |
118.50 |
112.71 |
5.79 |
5.1% |
0.42 |
0.4% |
9% |
False |
True |
1,154 |
| 80 |
118.50 |
112.71 |
5.79 |
5.1% |
0.32 |
0.3% |
9% |
False |
True |
948 |
| 100 |
118.50 |
112.71 |
5.79 |
5.1% |
0.26 |
0.2% |
9% |
False |
True |
844 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.49 |
|
2.618 |
115.31 |
|
1.618 |
114.59 |
|
1.000 |
114.15 |
|
0.618 |
113.87 |
|
HIGH |
113.43 |
|
0.618 |
113.15 |
|
0.500 |
113.07 |
|
0.382 |
112.99 |
|
LOW |
112.71 |
|
0.618 |
112.27 |
|
1.000 |
111.99 |
|
1.618 |
111.55 |
|
2.618 |
110.83 |
|
4.250 |
109.65 |
|
|
| Fisher Pivots for day following 23-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113.17 |
113.31 |
| PP |
113.12 |
113.28 |
| S1 |
113.07 |
113.25 |
|