Euro Bund Future June 2008
Trading Metrics calculated at close of trading on 12-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2008 |
12-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
117.89 |
117.55 |
-0.34 |
-0.3% |
116.82 |
High |
118.00 |
117.83 |
-0.17 |
-0.1% |
117.99 |
Low |
117.21 |
117.09 |
-0.12 |
-0.1% |
116.62 |
Close |
117.47 |
117.63 |
0.16 |
0.1% |
117.41 |
Range |
0.79 |
0.74 |
-0.05 |
-6.3% |
1.37 |
ATR |
0.72 |
0.72 |
0.00 |
0.2% |
0.00 |
Volume |
1,516,609 |
1,330,538 |
-186,071 |
-12.3% |
6,081,229 |
|
Daily Pivots for day following 12-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119.74 |
119.42 |
118.04 |
|
R3 |
119.00 |
118.68 |
117.83 |
|
R2 |
118.26 |
118.26 |
117.77 |
|
R1 |
117.94 |
117.94 |
117.70 |
118.10 |
PP |
117.52 |
117.52 |
117.52 |
117.60 |
S1 |
117.20 |
117.20 |
117.56 |
117.36 |
S2 |
116.78 |
116.78 |
117.49 |
|
S3 |
116.04 |
116.46 |
117.43 |
|
S4 |
115.30 |
115.72 |
117.22 |
|
|
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 |
116.79 |
1.44 |
1.2% |
0.75 |
0.6% |
58% |
False |
False |
1,366,783 |
10 |
118.23 |
114.91 |
3.32 |
2.8% |
0.74 |
0.6% |
82% |
False |
False |
1,020,785 |
20 |
118.23 |
114.69 |
3.54 |
3.0% |
0.63 |
0.5% |
83% |
False |
False |
520,485 |
40 |
118.23 |
114.69 |
3.54 |
3.0% |
0.67 |
0.6% |
83% |
False |
False |
261,042 |
60 |
118.23 |
112.26 |
5.97 |
5.1% |
0.58 |
0.5% |
90% |
False |
False |
174,119 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
120.98 |
2.618 |
119.77 |
1.618 |
119.03 |
1.000 |
118.57 |
0.618 |
118.29 |
HIGH |
117.83 |
0.618 |
117.55 |
0.500 |
117.46 |
0.382 |
117.37 |
LOW |
117.09 |
0.618 |
116.63 |
1.000 |
116.35 |
1.618 |
115.89 |
2.618 |
115.15 |
4.250 |
113.95 |
|
|
Fisher Pivots for day following 12-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
117.57 |
117.66 |
PP |
117.52 |
117.65 |
S1 |
117.46 |
117.64 |
|