Euro Bund Future September 2008
Trading Metrics calculated at close of trading on 29-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2008 |
29-May-2008 |
Change |
Change % |
Previous Week |
Open |
112.78 |
112.35 |
-0.43 |
-0.4% |
113.75 |
High |
112.79 |
112.37 |
-0.42 |
-0.4% |
113.94 |
Low |
112.38 |
111.63 |
-0.75 |
-0.7% |
112.71 |
Close |
112.48 |
111.72 |
-0.76 |
-0.7% |
113.22 |
Range |
0.41 |
0.74 |
0.33 |
80.5% |
1.23 |
ATR |
0.57 |
0.59 |
0.02 |
3.4% |
0.00 |
Volume |
36,520 |
57,304 |
20,784 |
56.9% |
33,202 |
|
Daily Pivots for day following 29-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114.13 |
113.66 |
112.13 |
|
R3 |
113.39 |
112.92 |
111.92 |
|
R2 |
112.65 |
112.65 |
111.86 |
|
R1 |
112.18 |
112.18 |
111.79 |
112.05 |
PP |
111.91 |
111.91 |
111.91 |
111.84 |
S1 |
111.44 |
111.44 |
111.65 |
111.31 |
S2 |
111.17 |
111.17 |
111.58 |
|
S3 |
110.43 |
110.70 |
111.52 |
|
S4 |
109.69 |
109.96 |
111.31 |
|
|
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 |
111.63 |
1.80 |
1.6% |
0.51 |
0.5% |
5% |
False |
True |
24,404 |
10 |
113.94 |
111.63 |
2.31 |
2.1% |
0.51 |
0.5% |
4% |
False |
True |
14,878 |
20 |
115.51 |
111.63 |
3.88 |
3.5% |
0.56 |
0.5% |
2% |
False |
True |
8,518 |
40 |
116.33 |
111.63 |
4.70 |
4.2% |
0.50 |
0.4% |
2% |
False |
True |
4,447 |
60 |
118.50 |
111.63 |
6.87 |
6.1% |
0.44 |
0.4% |
1% |
False |
True |
3,044 |
80 |
118.50 |
111.63 |
6.87 |
6.1% |
0.34 |
0.3% |
1% |
False |
True |
2,358 |
100 |
118.50 |
111.63 |
6.87 |
6.1% |
0.27 |
0.2% |
1% |
False |
True |
1,980 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
115.52 |
2.618 |
114.31 |
1.618 |
113.57 |
1.000 |
113.11 |
0.618 |
112.83 |
HIGH |
112.37 |
0.618 |
112.09 |
0.500 |
112.00 |
0.382 |
111.91 |
LOW |
111.63 |
0.618 |
111.17 |
1.000 |
110.89 |
1.618 |
110.43 |
2.618 |
109.69 |
4.250 |
108.49 |
|
|
Fisher Pivots for day following 29-May-2008 |
Pivot |
1 day |
3 day |
R1 |
112.00 |
112.38 |
PP |
111.91 |
112.16 |
S1 |
111.81 |
111.94 |
|