Euro Bund Future September 2008
| Trading Metrics calculated at close of trading on 24-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2008 |
24-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
110.11 |
110.30 |
0.19 |
0.2% |
110.00 |
| High |
110.70 |
110.76 |
0.06 |
0.1% |
110.74 |
| Low |
110.10 |
110.11 |
0.01 |
0.0% |
109.65 |
| Close |
110.48 |
110.58 |
0.10 |
0.1% |
110.26 |
| Range |
0.60 |
0.65 |
0.05 |
8.3% |
1.09 |
| ATR |
0.70 |
0.70 |
0.00 |
-0.5% |
0.00 |
| Volume |
661,877 |
820,865 |
158,988 |
24.0% |
4,007,503 |
|
| Daily Pivots for day following 24-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.43 |
112.16 |
110.94 |
|
| R3 |
111.78 |
111.51 |
110.76 |
|
| R2 |
111.13 |
111.13 |
110.70 |
|
| R1 |
110.86 |
110.86 |
110.64 |
111.00 |
| PP |
110.48 |
110.48 |
110.48 |
110.55 |
| S1 |
110.21 |
110.21 |
110.52 |
110.35 |
| S2 |
109.83 |
109.83 |
110.46 |
|
| S3 |
109.18 |
109.56 |
110.40 |
|
| S4 |
108.53 |
108.91 |
110.22 |
|
|
| Weekly Pivots for week ending 20-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.49 |
112.96 |
110.86 |
|
| R3 |
112.40 |
111.87 |
110.56 |
|
| R2 |
111.31 |
111.31 |
110.46 |
|
| R1 |
110.78 |
110.78 |
110.36 |
111.05 |
| PP |
110.22 |
110.22 |
110.22 |
110.35 |
| S1 |
109.69 |
109.69 |
110.16 |
109.96 |
| S2 |
109.13 |
109.13 |
110.06 |
|
| S3 |
108.04 |
108.60 |
109.96 |
|
| S4 |
106.95 |
107.51 |
109.66 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110.76 |
109.65 |
1.11 |
1.0% |
0.64 |
0.6% |
84% |
True |
False |
792,493 |
| 10 |
111.32 |
109.65 |
1.67 |
1.5% |
0.63 |
0.6% |
56% |
False |
False |
881,759 |
| 20 |
113.29 |
109.65 |
3.64 |
3.3% |
0.73 |
0.7% |
26% |
False |
False |
806,891 |
| 40 |
115.51 |
109.65 |
5.86 |
5.3% |
0.63 |
0.6% |
16% |
False |
False |
405,370 |
| 60 |
116.33 |
109.65 |
6.68 |
6.0% |
0.56 |
0.5% |
14% |
False |
False |
270,372 |
| 80 |
118.50 |
109.65 |
8.85 |
8.0% |
0.51 |
0.5% |
11% |
False |
False |
202,835 |
| 100 |
118.50 |
109.65 |
8.85 |
8.0% |
0.41 |
0.4% |
11% |
False |
False |
162,335 |
| 120 |
118.50 |
109.65 |
8.85 |
8.0% |
0.34 |
0.3% |
11% |
False |
False |
135,353 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.52 |
|
2.618 |
112.46 |
|
1.618 |
111.81 |
|
1.000 |
111.41 |
|
0.618 |
111.16 |
|
HIGH |
110.76 |
|
0.618 |
110.51 |
|
0.500 |
110.44 |
|
0.382 |
110.36 |
|
LOW |
110.11 |
|
0.618 |
109.71 |
|
1.000 |
109.46 |
|
1.618 |
109.06 |
|
2.618 |
108.41 |
|
4.250 |
107.35 |
|
|
| Fisher Pivots for day following 24-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
110.53 |
110.49 |
| PP |
110.48 |
110.40 |
| S1 |
110.44 |
110.31 |
|