Euro Bund Future September 2008
Trading Metrics calculated at close of trading on 05-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2008 |
05-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
112.23 |
111.96 |
-0.27 |
-0.2% |
113.12 |
High |
112.47 |
112.05 |
-0.42 |
-0.4% |
113.15 |
Low |
111.99 |
111.25 |
-0.74 |
-0.7% |
111.63 |
Close |
112.19 |
111.46 |
-0.73 |
-0.7% |
112.07 |
Range |
0.48 |
0.80 |
0.32 |
66.7% |
1.52 |
ATR |
0.64 |
0.66 |
0.02 |
3.3% |
0.00 |
Volume |
962,953 |
1,356,245 |
393,292 |
40.8% |
207,144 |
|
Daily Pivots for day following 05-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.99 |
113.52 |
111.90 |
|
R3 |
113.19 |
112.72 |
111.68 |
|
R2 |
112.39 |
112.39 |
111.61 |
|
R1 |
111.92 |
111.92 |
111.53 |
111.76 |
PP |
111.59 |
111.59 |
111.59 |
111.50 |
S1 |
111.12 |
111.12 |
111.39 |
110.96 |
S2 |
110.79 |
110.79 |
111.31 |
|
S3 |
109.99 |
110.32 |
111.24 |
|
S4 |
109.19 |
109.52 |
111.02 |
|
|
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 |
112.83 |
111.25 |
1.58 |
1.4% |
0.72 |
0.6% |
13% |
False |
True |
688,861 |
10 |
113.43 |
111.25 |
2.18 |
2.0% |
0.62 |
0.6% |
10% |
False |
True |
356,632 |
20 |
115.51 |
111.25 |
4.26 |
3.8% |
0.59 |
0.5% |
5% |
False |
True |
180,304 |
40 |
116.33 |
111.25 |
5.08 |
4.6% |
0.55 |
0.5% |
4% |
False |
True |
90,540 |
60 |
118.50 |
111.25 |
7.25 |
6.5% |
0.49 |
0.4% |
3% |
False |
True |
60,417 |
80 |
118.50 |
111.25 |
7.25 |
6.5% |
0.38 |
0.3% |
3% |
False |
True |
45,394 |
100 |
118.50 |
111.25 |
7.25 |
6.5% |
0.31 |
0.3% |
3% |
False |
True |
36,406 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
115.45 |
2.618 |
114.14 |
1.618 |
113.34 |
1.000 |
112.85 |
0.618 |
112.54 |
HIGH |
112.05 |
0.618 |
111.74 |
0.500 |
111.65 |
0.382 |
111.56 |
LOW |
111.25 |
0.618 |
110.76 |
1.000 |
110.45 |
1.618 |
109.96 |
2.618 |
109.16 |
4.250 |
107.85 |
|
|
Fisher Pivots for day following 05-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
111.65 |
112.04 |
PP |
111.59 |
111.85 |
S1 |
111.52 |
111.65 |
|