Euro Bund Future September 2008
Trading Metrics calculated at close of trading on 02-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2008 |
02-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
111.88 |
111.87 |
-0.01 |
0.0% |
113.12 |
High |
112.30 |
112.63 |
0.33 |
0.3% |
113.15 |
Low |
111.83 |
111.87 |
0.04 |
0.0% |
111.63 |
Close |
112.07 |
112.50 |
0.43 |
0.4% |
112.07 |
Range |
0.47 |
0.76 |
0.29 |
61.7% |
1.52 |
ATR |
0.59 |
0.60 |
0.01 |
2.0% |
0.00 |
Volume |
93,030 |
242,326 |
149,296 |
160.5% |
207,144 |
|
Daily Pivots for day following 02-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114.61 |
114.32 |
112.92 |
|
R3 |
113.85 |
113.56 |
112.71 |
|
R2 |
113.09 |
113.09 |
112.64 |
|
R1 |
112.80 |
112.80 |
112.57 |
112.95 |
PP |
112.33 |
112.33 |
112.33 |
112.41 |
S1 |
112.04 |
112.04 |
112.43 |
112.19 |
S2 |
111.57 |
111.57 |
112.36 |
|
S3 |
110.81 |
111.28 |
112.29 |
|
S4 |
110.05 |
110.52 |
112.08 |
|
|
Weekly Pivots for week ending 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116.84 |
115.98 |
112.91 |
|
R3 |
115.32 |
114.46 |
112.49 |
|
R2 |
113.80 |
113.80 |
112.35 |
|
R1 |
112.94 |
112.94 |
112.21 |
112.61 |
PP |
112.28 |
112.28 |
112.28 |
112.12 |
S1 |
111.42 |
111.42 |
111.93 |
111.09 |
S2 |
110.76 |
110.76 |
111.79 |
|
S3 |
109.24 |
109.90 |
111.65 |
|
S4 |
107.72 |
108.38 |
111.23 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
113.13 |
111.63 |
1.50 |
1.3% |
0.56 |
0.5% |
58% |
False |
False |
89,467 |
10 |
113.91 |
111.63 |
2.28 |
2.0% |
0.54 |
0.5% |
38% |
False |
False |
47,866 |
20 |
115.51 |
111.63 |
3.88 |
3.4% |
0.56 |
0.5% |
22% |
False |
False |
25,149 |
40 |
116.33 |
111.63 |
4.70 |
4.2% |
0.52 |
0.5% |
19% |
False |
False |
12,820 |
60 |
118.50 |
111.63 |
6.87 |
6.1% |
0.46 |
0.4% |
13% |
False |
False |
8,629 |
80 |
118.50 |
111.63 |
6.87 |
6.1% |
0.36 |
0.3% |
13% |
False |
False |
6,541 |
100 |
118.50 |
111.63 |
6.87 |
6.1% |
0.29 |
0.3% |
13% |
False |
False |
5,323 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
115.86 |
2.618 |
114.62 |
1.618 |
113.86 |
1.000 |
113.39 |
0.618 |
113.10 |
HIGH |
112.63 |
0.618 |
112.34 |
0.500 |
112.25 |
0.382 |
112.16 |
LOW |
111.87 |
0.618 |
111.40 |
1.000 |
111.11 |
1.618 |
110.64 |
2.618 |
109.88 |
4.250 |
108.64 |
|
|
Fisher Pivots for day following 02-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
112.42 |
112.38 |
PP |
112.33 |
112.25 |
S1 |
112.25 |
112.13 |
|