Euro Bund Future September 2008
Trading Metrics calculated at close of trading on 06-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2008 |
06-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
111.96 |
111.37 |
-0.59 |
-0.5% |
111.87 |
High |
112.05 |
112.21 |
0.16 |
0.1% |
112.83 |
Low |
111.25 |
111.34 |
0.09 |
0.1% |
111.25 |
Close |
111.46 |
111.93 |
0.47 |
0.4% |
111.93 |
Range |
0.80 |
0.87 |
0.07 |
8.8% |
1.58 |
ATR |
0.66 |
0.68 |
0.01 |
2.2% |
0.00 |
Volume |
1,356,245 |
1,049,211 |
-307,034 |
-22.6% |
4,400,486 |
|
Daily Pivots for day following 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114.44 |
114.05 |
112.41 |
|
R3 |
113.57 |
113.18 |
112.17 |
|
R2 |
112.70 |
112.70 |
112.09 |
|
R1 |
112.31 |
112.31 |
112.01 |
112.51 |
PP |
111.83 |
111.83 |
111.83 |
111.92 |
S1 |
111.44 |
111.44 |
111.85 |
111.64 |
S2 |
110.96 |
110.96 |
111.77 |
|
S3 |
110.09 |
110.57 |
111.69 |
|
S4 |
109.22 |
109.70 |
111.45 |
|
|
Weekly Pivots for week ending 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116.74 |
115.92 |
112.80 |
|
R3 |
115.16 |
114.34 |
112.36 |
|
R2 |
113.58 |
113.58 |
112.22 |
|
R1 |
112.76 |
112.76 |
112.07 |
113.17 |
PP |
112.00 |
112.00 |
112.00 |
112.21 |
S1 |
111.18 |
111.18 |
111.79 |
111.59 |
S2 |
110.42 |
110.42 |
111.64 |
|
S3 |
108.84 |
109.60 |
111.50 |
|
S4 |
107.26 |
108.02 |
111.06 |
|
|
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% |
0.80 |
0.7% |
43% |
False |
False |
880,097 |
10 |
113.15 |
111.25 |
1.90 |
1.7% |
0.63 |
0.6% |
36% |
False |
False |
460,763 |
20 |
115.43 |
111.25 |
4.18 |
3.7% |
0.61 |
0.5% |
16% |
False |
False |
232,638 |
40 |
116.33 |
111.25 |
5.08 |
4.5% |
0.56 |
0.5% |
13% |
False |
False |
116,765 |
60 |
118.50 |
111.25 |
7.25 |
6.5% |
0.50 |
0.4% |
9% |
False |
False |
77,900 |
80 |
118.50 |
111.25 |
7.25 |
6.5% |
0.39 |
0.4% |
9% |
False |
False |
58,510 |
100 |
118.50 |
111.25 |
7.25 |
6.5% |
0.32 |
0.3% |
9% |
False |
False |
46,888 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
115.91 |
2.618 |
114.49 |
1.618 |
113.62 |
1.000 |
113.08 |
0.618 |
112.75 |
HIGH |
112.21 |
0.618 |
111.88 |
0.500 |
111.78 |
0.382 |
111.67 |
LOW |
111.34 |
0.618 |
110.80 |
1.000 |
110.47 |
1.618 |
109.93 |
2.618 |
109.06 |
4.250 |
107.64 |
|
|
Fisher Pivots for day following 06-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
111.88 |
111.91 |
PP |
111.83 |
111.88 |
S1 |
111.78 |
111.86 |
|