Euro Bund Future September 2008
| Trading Metrics calculated at close of trading on 19-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2008 |
19-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
110.28 |
110.33 |
0.05 |
0.0% |
112.00 |
| High |
110.50 |
110.74 |
0.24 |
0.2% |
113.29 |
| Low |
110.19 |
109.65 |
-0.54 |
-0.5% |
109.80 |
| Close |
110.30 |
109.80 |
-0.50 |
-0.5% |
109.87 |
| Range |
0.31 |
1.09 |
0.78 |
251.6% |
3.49 |
| ATR |
0.69 |
0.72 |
0.03 |
4.2% |
0.00 |
| Volume |
660,860 |
1,143,850 |
482,990 |
73.1% |
6,060,251 |
|
| Daily Pivots for day following 19-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.33 |
112.66 |
110.40 |
|
| R3 |
112.24 |
111.57 |
110.10 |
|
| R2 |
111.15 |
111.15 |
110.00 |
|
| R1 |
110.48 |
110.48 |
109.90 |
110.27 |
| PP |
110.06 |
110.06 |
110.06 |
109.96 |
| S1 |
109.39 |
109.39 |
109.70 |
109.18 |
| S2 |
108.97 |
108.97 |
109.60 |
|
| S3 |
107.88 |
108.30 |
109.50 |
|
| S4 |
106.79 |
107.21 |
109.20 |
|
|
| 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 |
110.74 |
109.65 |
1.09 |
1.0% |
0.61 |
0.6% |
14% |
True |
True |
889,498 |
| 10 |
113.29 |
109.65 |
3.64 |
3.3% |
0.81 |
0.7% |
4% |
False |
True |
1,044,195 |
| 20 |
113.43 |
109.65 |
3.78 |
3.4% |
0.71 |
0.6% |
4% |
False |
True |
700,414 |
| 40 |
115.51 |
109.65 |
5.86 |
5.3% |
0.63 |
0.6% |
3% |
False |
True |
351,478 |
| 60 |
116.42 |
109.65 |
6.77 |
6.2% |
0.56 |
0.5% |
2% |
False |
True |
234,418 |
| 80 |
118.50 |
109.65 |
8.85 |
8.1% |
0.48 |
0.4% |
2% |
False |
True |
175,871 |
| 100 |
118.50 |
109.65 |
8.85 |
8.1% |
0.39 |
0.4% |
2% |
False |
True |
140,771 |
| 120 |
118.50 |
109.65 |
8.85 |
8.1% |
0.33 |
0.3% |
2% |
False |
True |
117,374 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.37 |
|
2.618 |
113.59 |
|
1.618 |
112.50 |
|
1.000 |
111.83 |
|
0.618 |
111.41 |
|
HIGH |
110.74 |
|
0.618 |
110.32 |
|
0.500 |
110.20 |
|
0.382 |
110.07 |
|
LOW |
109.65 |
|
0.618 |
108.98 |
|
1.000 |
108.56 |
|
1.618 |
107.89 |
|
2.618 |
106.80 |
|
4.250 |
105.02 |
|
|
| Fisher Pivots for day following 19-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
110.20 |
110.20 |
| PP |
110.06 |
110.06 |
| S1 |
109.93 |
109.93 |
|