Euro Bund Future September 2008
Trading Metrics calculated at close of trading on 11-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2008 |
11-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
111.18 |
110.76 |
-0.42 |
-0.4% |
111.87 |
High |
111.42 |
111.32 |
-0.10 |
-0.1% |
112.83 |
Low |
110.78 |
110.52 |
-0.26 |
-0.2% |
111.25 |
Close |
111.17 |
110.88 |
-0.29 |
-0.3% |
111.93 |
Range |
0.64 |
0.80 |
0.16 |
25.0% |
1.58 |
ATR |
0.77 |
0.77 |
0.00 |
0.3% |
0.00 |
Volume |
1,038,457 |
1,217,943 |
179,486 |
17.3% |
4,400,486 |
|
Daily Pivots for day following 11-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.31 |
112.89 |
111.32 |
|
R3 |
112.51 |
112.09 |
111.10 |
|
R2 |
111.71 |
111.71 |
111.03 |
|
R1 |
111.29 |
111.29 |
110.95 |
111.50 |
PP |
110.91 |
110.91 |
110.91 |
111.01 |
S1 |
110.49 |
110.49 |
110.81 |
110.70 |
S2 |
110.11 |
110.11 |
110.73 |
|
S3 |
109.31 |
109.69 |
110.66 |
|
S4 |
108.51 |
108.89 |
110.44 |
|
|
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 |
110.52 |
2.77 |
2.5% |
1.04 |
0.9% |
13% |
False |
True |
1,271,261 |
10 |
113.29 |
110.52 |
2.77 |
2.5% |
0.87 |
0.8% |
13% |
False |
True |
850,166 |
20 |
113.94 |
110.52 |
3.42 |
3.1% |
0.69 |
0.6% |
11% |
False |
True |
429,829 |
40 |
115.65 |
110.52 |
5.13 |
4.6% |
0.60 |
0.5% |
7% |
False |
True |
215,532 |
60 |
118.50 |
110.52 |
7.98 |
7.2% |
0.54 |
0.5% |
5% |
False |
True |
143,736 |
80 |
118.50 |
110.52 |
7.98 |
7.2% |
0.44 |
0.4% |
5% |
False |
True |
107,873 |
100 |
118.50 |
110.52 |
7.98 |
7.2% |
0.35 |
0.3% |
5% |
False |
True |
86,395 |
120 |
118.50 |
110.52 |
7.98 |
7.2% |
0.29 |
0.3% |
5% |
False |
True |
72,030 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114.72 |
2.618 |
113.41 |
1.618 |
112.61 |
1.000 |
112.12 |
0.618 |
111.81 |
HIGH |
111.32 |
0.618 |
111.01 |
0.500 |
110.92 |
0.382 |
110.83 |
LOW |
110.52 |
0.618 |
110.03 |
1.000 |
109.72 |
1.618 |
109.23 |
2.618 |
108.43 |
4.250 |
107.12 |
|
|
Fisher Pivots for day following 11-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
110.92 |
111.91 |
PP |
110.91 |
111.56 |
S1 |
110.89 |
111.22 |
|