Euro Bund Future June 2008
Trading Metrics calculated at close of trading on 10-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2008 |
10-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
117.45 |
117.67 |
0.22 |
0.2% |
116.82 |
High |
117.99 |
118.23 |
0.24 |
0.2% |
117.99 |
Low |
117.04 |
117.59 |
0.55 |
0.5% |
116.62 |
Close |
117.41 |
118.05 |
0.64 |
0.5% |
117.41 |
Range |
0.95 |
0.64 |
-0.31 |
-32.6% |
1.37 |
ATR |
0.70 |
0.71 |
0.01 |
1.3% |
0.00 |
Volume |
1,519,253 |
997,429 |
-521,824 |
-34.3% |
6,081,229 |
|
Daily Pivots for day following 10-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119.88 |
119.60 |
118.40 |
|
R3 |
119.24 |
118.96 |
118.23 |
|
R2 |
118.60 |
118.60 |
118.17 |
|
R1 |
118.32 |
118.32 |
118.11 |
118.46 |
PP |
117.96 |
117.96 |
117.96 |
118.03 |
S1 |
117.68 |
117.68 |
117.99 |
117.82 |
S2 |
117.32 |
117.32 |
117.93 |
|
S3 |
116.68 |
117.04 |
117.87 |
|
S4 |
116.04 |
116.40 |
117.70 |
|
|
Weekly Pivots for week ending 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121.45 |
120.80 |
118.16 |
|
R3 |
120.08 |
119.43 |
117.79 |
|
R2 |
118.71 |
118.71 |
117.66 |
|
R1 |
118.06 |
118.06 |
117.54 |
118.39 |
PP |
117.34 |
117.34 |
117.34 |
117.50 |
S1 |
116.69 |
116.69 |
117.28 |
117.02 |
S2 |
115.97 |
115.97 |
117.16 |
|
S3 |
114.60 |
115.32 |
117.03 |
|
S4 |
113.23 |
113.95 |
116.66 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
118.23 |
116.73 |
1.50 |
1.3% |
0.68 |
0.6% |
88% |
True |
False |
1,286,936 |
10 |
118.23 |
114.69 |
3.54 |
3.0% |
0.70 |
0.6% |
95% |
True |
False |
747,127 |
20 |
118.23 |
114.69 |
3.54 |
3.0% |
0.64 |
0.5% |
95% |
True |
False |
378,499 |
40 |
118.23 |
114.69 |
3.54 |
3.0% |
0.65 |
0.6% |
95% |
True |
False |
189,888 |
60 |
118.23 |
112.26 |
5.97 |
5.1% |
0.58 |
0.5% |
97% |
True |
False |
126,672 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
120.95 |
2.618 |
119.91 |
1.618 |
119.27 |
1.000 |
118.87 |
0.618 |
118.63 |
HIGH |
118.23 |
0.618 |
117.99 |
0.500 |
117.91 |
0.382 |
117.83 |
LOW |
117.59 |
0.618 |
117.19 |
1.000 |
116.95 |
1.618 |
116.55 |
2.618 |
115.91 |
4.250 |
114.87 |
|
|
Fisher Pivots for day following 10-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
118.00 |
117.87 |
PP |
117.96 |
117.69 |
S1 |
117.91 |
117.51 |
|