Euro Bund Future June 2008
Trading Metrics calculated at close of trading on 18-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2008 |
18-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
118.24 |
118.24 |
0.00 |
0.0% |
117.67 |
High |
118.48 |
118.48 |
0.00 |
0.0% |
118.23 |
Low |
118.00 |
118.00 |
0.00 |
0.0% |
117.09 |
Close |
118.23 |
118.23 |
0.00 |
0.0% |
117.71 |
Range |
0.48 |
0.48 |
0.00 |
0.0% |
1.14 |
ATR |
0.71 |
0.69 |
-0.02 |
-2.3% |
0.00 |
Volume |
1,253,067 |
0 |
-1,253,067 |
-100.0% |
5,120,163 |
|
Daily Pivots for day following 18-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119.68 |
119.43 |
118.49 |
|
R3 |
119.20 |
118.95 |
118.36 |
|
R2 |
118.72 |
118.72 |
118.32 |
|
R1 |
118.47 |
118.47 |
118.27 |
118.36 |
PP |
118.24 |
118.24 |
118.24 |
118.18 |
S1 |
117.99 |
117.99 |
118.19 |
117.88 |
S2 |
117.76 |
117.76 |
118.14 |
|
S3 |
117.28 |
117.51 |
118.10 |
|
S4 |
116.80 |
117.03 |
117.97 |
|
|
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 |
118.48 |
117.09 |
1.39 |
1.2% |
0.59 |
0.5% |
82% |
True |
False |
771,838 |
10 |
118.48 |
116.73 |
1.75 |
1.5% |
0.64 |
0.5% |
86% |
True |
False |
1,082,295 |
20 |
118.48 |
114.69 |
3.79 |
3.2% |
0.63 |
0.5% |
93% |
True |
False |
645,764 |
40 |
118.48 |
114.69 |
3.79 |
3.2% |
0.64 |
0.5% |
93% |
True |
False |
324,197 |
60 |
118.48 |
112.26 |
6.22 |
5.3% |
0.59 |
0.5% |
96% |
True |
False |
216,253 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
120.52 |
2.618 |
119.74 |
1.618 |
119.26 |
1.000 |
118.96 |
0.618 |
118.78 |
HIGH |
118.48 |
0.618 |
118.30 |
0.500 |
118.24 |
0.382 |
118.18 |
LOW |
118.00 |
0.618 |
117.70 |
1.000 |
117.52 |
1.618 |
117.22 |
2.618 |
116.74 |
4.250 |
115.96 |
|
|
Fisher Pivots for day following 18-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
118.24 |
118.15 |
PP |
118.24 |
118.07 |
S1 |
118.23 |
117.99 |
|