Euro Bund Future September 2008
Trading Metrics calculated at close of trading on 28-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2008 |
28-May-2008 |
Change |
Change % |
Previous Week |
Open |
112.81 |
112.78 |
-0.03 |
0.0% |
113.75 |
High |
113.13 |
112.79 |
-0.34 |
-0.3% |
113.94 |
Low |
112.71 |
112.38 |
-0.33 |
-0.3% |
112.71 |
Close |
112.86 |
112.48 |
-0.38 |
-0.3% |
113.22 |
Range |
0.42 |
0.41 |
-0.01 |
-2.4% |
1.23 |
ATR |
0.58 |
0.57 |
-0.01 |
-1.2% |
0.00 |
Volume |
18,157 |
36,520 |
18,363 |
101.1% |
33,202 |
|
Daily Pivots for day following 28-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.78 |
113.54 |
112.71 |
|
R3 |
113.37 |
113.13 |
112.59 |
|
R2 |
112.96 |
112.96 |
112.56 |
|
R1 |
112.72 |
112.72 |
112.52 |
112.64 |
PP |
112.55 |
112.55 |
112.55 |
112.51 |
S1 |
112.31 |
112.31 |
112.44 |
112.23 |
S2 |
112.14 |
112.14 |
112.40 |
|
S3 |
111.73 |
111.90 |
112.37 |
|
S4 |
111.32 |
111.49 |
112.25 |
|
|
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 |
113.43 |
112.38 |
1.05 |
0.9% |
0.45 |
0.4% |
10% |
False |
True |
14,409 |
10 |
113.94 |
112.38 |
1.56 |
1.4% |
0.52 |
0.5% |
6% |
False |
True |
9,491 |
20 |
115.51 |
112.38 |
3.13 |
2.8% |
0.54 |
0.5% |
3% |
False |
True |
5,656 |
40 |
116.33 |
112.38 |
3.95 |
3.5% |
0.48 |
0.4% |
3% |
False |
True |
3,024 |
60 |
118.50 |
112.38 |
6.12 |
5.4% |
0.44 |
0.4% |
2% |
False |
True |
2,089 |
80 |
118.50 |
112.38 |
6.12 |
5.4% |
0.33 |
0.3% |
2% |
False |
True |
1,642 |
100 |
118.50 |
112.38 |
6.12 |
5.4% |
0.27 |
0.2% |
2% |
False |
True |
1,409 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114.53 |
2.618 |
113.86 |
1.618 |
113.45 |
1.000 |
113.20 |
0.618 |
113.04 |
HIGH |
112.79 |
0.618 |
112.63 |
0.500 |
112.59 |
0.382 |
112.54 |
LOW |
112.38 |
0.618 |
112.13 |
1.000 |
111.97 |
1.618 |
111.72 |
2.618 |
111.31 |
4.250 |
110.64 |
|
|
Fisher Pivots for day following 28-May-2008 |
Pivot |
1 day |
3 day |
R1 |
112.59 |
112.77 |
PP |
112.55 |
112.67 |
S1 |
112.52 |
112.58 |
|