Euro Bund Future September 2008
| Trading Metrics calculated at close of trading on 16-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2008 |
16-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
110.30 |
110.00 |
-0.30 |
-0.3% |
112.00 |
| High |
110.48 |
110.37 |
-0.11 |
-0.1% |
113.29 |
| Low |
109.80 |
109.80 |
0.00 |
0.0% |
109.80 |
| Close |
109.87 |
110.09 |
0.22 |
0.2% |
109.87 |
| Range |
0.68 |
0.57 |
-0.11 |
-16.2% |
3.49 |
| ATR |
0.76 |
0.74 |
-0.01 |
-1.8% |
0.00 |
| Volume |
1,115,005 |
729,340 |
-385,665 |
-34.6% |
6,060,251 |
|
| Daily Pivots for day following 16-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.80 |
111.51 |
110.40 |
|
| R3 |
111.23 |
110.94 |
110.25 |
|
| R2 |
110.66 |
110.66 |
110.19 |
|
| R1 |
110.37 |
110.37 |
110.14 |
110.52 |
| PP |
110.09 |
110.09 |
110.09 |
110.16 |
| S1 |
109.80 |
109.80 |
110.04 |
109.95 |
| S2 |
109.52 |
109.52 |
109.99 |
|
| S3 |
108.95 |
109.23 |
109.93 |
|
| S4 |
108.38 |
108.66 |
109.78 |
|
|
| Weekly Pivots for week ending 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.46 |
119.15 |
111.79 |
|
| R3 |
117.97 |
115.66 |
110.83 |
|
| R2 |
114.48 |
114.48 |
110.51 |
|
| R1 |
112.17 |
112.17 |
110.19 |
111.58 |
| PP |
110.99 |
110.99 |
110.99 |
110.69 |
| S1 |
108.68 |
108.68 |
109.55 |
108.09 |
| S2 |
107.50 |
107.50 |
109.23 |
|
| S3 |
104.01 |
105.19 |
108.91 |
|
| S4 |
100.52 |
101.70 |
107.95 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111.42 |
109.80 |
1.62 |
1.5% |
0.66 |
0.6% |
18% |
False |
True |
1,019,028 |
| 10 |
113.29 |
109.80 |
3.49 |
3.2% |
0.86 |
0.8% |
8% |
False |
True |
1,094,775 |
| 20 |
113.91 |
109.80 |
4.11 |
3.7% |
0.70 |
0.6% |
7% |
False |
True |
571,320 |
| 40 |
115.51 |
109.80 |
5.71 |
5.2% |
0.61 |
0.6% |
5% |
False |
True |
286,483 |
| 60 |
117.68 |
109.80 |
7.88 |
7.2% |
0.55 |
0.5% |
4% |
False |
True |
191,040 |
| 80 |
118.50 |
109.80 |
8.70 |
7.9% |
0.46 |
0.4% |
3% |
False |
True |
143,336 |
| 100 |
118.50 |
109.80 |
8.70 |
7.9% |
0.37 |
0.3% |
3% |
False |
True |
114,745 |
| 120 |
118.50 |
109.80 |
8.70 |
7.9% |
0.31 |
0.3% |
3% |
False |
True |
95,684 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.79 |
|
2.618 |
111.86 |
|
1.618 |
111.29 |
|
1.000 |
110.94 |
|
0.618 |
110.72 |
|
HIGH |
110.37 |
|
0.618 |
110.15 |
|
0.500 |
110.09 |
|
0.382 |
110.02 |
|
LOW |
109.80 |
|
0.618 |
109.45 |
|
1.000 |
109.23 |
|
1.618 |
108.88 |
|
2.618 |
108.31 |
|
4.250 |
107.38 |
|
|
| Fisher Pivots for day following 16-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
110.09 |
110.33 |
| PP |
110.09 |
110.25 |
| S1 |
110.09 |
110.17 |
|