Euro Bund Future September 2008
Trading Metrics calculated at close of trading on 10-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2008 |
10-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
112.00 |
111.18 |
-0.82 |
-0.7% |
111.87 |
High |
113.29 |
111.42 |
-1.87 |
-1.7% |
112.83 |
Low |
111.20 |
110.78 |
-0.42 |
-0.4% |
111.25 |
Close |
111.33 |
111.17 |
-0.16 |
-0.1% |
111.93 |
Range |
2.09 |
0.64 |
-1.45 |
-69.4% |
1.58 |
ATR |
0.78 |
0.77 |
-0.01 |
-1.3% |
0.00 |
Volume |
1,694,449 |
1,038,457 |
-655,992 |
-38.7% |
4,400,486 |
|
Daily Pivots for day following 10-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.04 |
112.75 |
111.52 |
|
R3 |
112.40 |
112.11 |
111.35 |
|
R2 |
111.76 |
111.76 |
111.29 |
|
R1 |
111.47 |
111.47 |
111.23 |
111.30 |
PP |
111.12 |
111.12 |
111.12 |
111.04 |
S1 |
110.83 |
110.83 |
111.11 |
110.66 |
S2 |
110.48 |
110.48 |
111.05 |
|
S3 |
109.84 |
110.19 |
110.99 |
|
S4 |
109.20 |
109.55 |
110.82 |
|
|
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 |
113.29 |
110.78 |
2.51 |
2.3% |
0.98 |
0.9% |
16% |
False |
True |
1,220,263 |
10 |
113.29 |
110.78 |
2.51 |
2.3% |
0.83 |
0.8% |
16% |
False |
True |
732,024 |
20 |
114.29 |
110.78 |
3.51 |
3.2% |
0.68 |
0.6% |
11% |
False |
True |
369,061 |
40 |
116.28 |
110.78 |
5.50 |
4.9% |
0.60 |
0.5% |
7% |
False |
True |
185,084 |
60 |
118.50 |
110.78 |
7.72 |
6.9% |
0.53 |
0.5% |
5% |
False |
True |
123,446 |
80 |
118.50 |
110.78 |
7.72 |
6.9% |
0.43 |
0.4% |
5% |
False |
True |
92,658 |
100 |
118.50 |
110.78 |
7.72 |
6.9% |
0.34 |
0.3% |
5% |
False |
True |
74,215 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114.14 |
2.618 |
113.10 |
1.618 |
112.46 |
1.000 |
112.06 |
0.618 |
111.82 |
HIGH |
111.42 |
0.618 |
111.18 |
0.500 |
111.10 |
0.382 |
111.02 |
LOW |
110.78 |
0.618 |
110.38 |
1.000 |
110.14 |
1.618 |
109.74 |
2.618 |
109.10 |
4.250 |
108.06 |
|
|
Fisher Pivots for day following 10-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
111.15 |
112.04 |
PP |
111.12 |
111.75 |
S1 |
111.10 |
111.46 |
|