Euro Bund Future June 2008
Trading Metrics calculated at close of trading on 14-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2008 |
14-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
117.90 |
117.90 |
0.00 |
0.0% |
117.67 |
High |
118.12 |
118.12 |
0.00 |
0.0% |
118.23 |
Low |
117.50 |
117.50 |
0.00 |
0.0% |
117.09 |
Close |
117.71 |
117.71 |
0.00 |
0.0% |
117.71 |
Range |
0.62 |
0.62 |
0.00 |
0.0% |
1.14 |
ATR |
0.71 |
0.70 |
-0.01 |
-0.9% |
0.00 |
Volume |
1,275,587 |
0 |
-1,275,587 |
-100.0% |
5,120,163 |
|
Daily Pivots for day following 14-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119.64 |
119.29 |
118.05 |
|
R3 |
119.02 |
118.67 |
117.88 |
|
R2 |
118.40 |
118.40 |
117.82 |
|
R1 |
118.05 |
118.05 |
117.77 |
117.92 |
PP |
117.78 |
117.78 |
117.78 |
117.71 |
S1 |
117.43 |
117.43 |
117.65 |
117.30 |
S2 |
117.16 |
117.16 |
117.60 |
|
S3 |
116.54 |
116.81 |
117.54 |
|
S4 |
115.92 |
116.19 |
117.37 |
|
|
Weekly Pivots for week ending 14-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121.10 |
120.54 |
118.34 |
|
R3 |
119.96 |
119.40 |
118.02 |
|
R2 |
118.82 |
118.82 |
117.92 |
|
R1 |
118.26 |
118.26 |
117.81 |
118.54 |
PP |
117.68 |
117.68 |
117.68 |
117.82 |
S1 |
117.12 |
117.12 |
117.61 |
117.40 |
S2 |
116.54 |
116.54 |
117.50 |
|
S3 |
115.40 |
115.98 |
117.40 |
|
S4 |
114.26 |
114.84 |
117.08 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
118.23 |
117.09 |
1.14 |
1.0% |
0.68 |
0.6% |
54% |
False |
False |
1,024,032 |
10 |
118.23 |
116.62 |
1.61 |
1.4% |
0.67 |
0.6% |
68% |
False |
False |
1,120,139 |
20 |
118.23 |
114.69 |
3.54 |
3.0% |
0.64 |
0.5% |
85% |
False |
False |
583,839 |
40 |
118.23 |
114.69 |
3.54 |
3.0% |
0.67 |
0.6% |
85% |
False |
False |
292,885 |
60 |
118.23 |
112.26 |
5.97 |
5.1% |
0.58 |
0.5% |
91% |
False |
False |
195,373 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
120.76 |
2.618 |
119.74 |
1.618 |
119.12 |
1.000 |
118.74 |
0.618 |
118.50 |
HIGH |
118.12 |
0.618 |
117.88 |
0.500 |
117.81 |
0.382 |
117.74 |
LOW |
117.50 |
0.618 |
117.12 |
1.000 |
116.88 |
1.618 |
116.50 |
2.618 |
115.88 |
4.250 |
114.87 |
|
|
Fisher Pivots for day following 14-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
117.81 |
117.68 |
PP |
117.78 |
117.64 |
S1 |
117.74 |
117.61 |
|