Euro Bund Future June 2008
Trading Metrics calculated at close of trading on 19-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2008 |
19-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
118.24 |
117.59 |
-0.65 |
-0.5% |
117.67 |
High |
118.48 |
118.06 |
-0.42 |
-0.4% |
118.23 |
Low |
118.00 |
117.26 |
-0.74 |
-0.6% |
117.09 |
Close |
118.23 |
117.56 |
-0.67 |
-0.6% |
117.71 |
Range |
0.48 |
0.80 |
0.32 |
66.7% |
1.14 |
ATR |
0.69 |
0.71 |
0.02 |
2.9% |
0.00 |
Volume |
0 |
1,373,395 |
1,373,395 |
|
5,120,163 |
|
Daily Pivots for day following 19-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120.03 |
119.59 |
118.00 |
|
R3 |
119.23 |
118.79 |
117.78 |
|
R2 |
118.43 |
118.43 |
117.71 |
|
R1 |
117.99 |
117.99 |
117.63 |
117.81 |
PP |
117.63 |
117.63 |
117.63 |
117.54 |
S1 |
117.19 |
117.19 |
117.49 |
117.01 |
S2 |
116.83 |
116.83 |
117.41 |
|
S3 |
116.03 |
116.39 |
117.34 |
|
S4 |
115.23 |
115.59 |
117.12 |
|
|
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 |
117.26 |
1.22 |
1.0% |
0.60 |
0.5% |
25% |
False |
True |
780,409 |
10 |
118.48 |
116.79 |
1.69 |
1.4% |
0.67 |
0.6% |
46% |
False |
False |
1,073,596 |
20 |
118.48 |
114.69 |
3.79 |
3.2% |
0.65 |
0.6% |
76% |
False |
False |
713,868 |
40 |
118.48 |
114.69 |
3.79 |
3.2% |
0.64 |
0.5% |
76% |
False |
False |
358,530 |
60 |
118.48 |
112.26 |
6.22 |
5.3% |
0.60 |
0.5% |
85% |
False |
False |
239,142 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
121.46 |
2.618 |
120.15 |
1.618 |
119.35 |
1.000 |
118.86 |
0.618 |
118.55 |
HIGH |
118.06 |
0.618 |
117.75 |
0.500 |
117.66 |
0.382 |
117.57 |
LOW |
117.26 |
0.618 |
116.77 |
1.000 |
116.46 |
1.618 |
115.97 |
2.618 |
115.17 |
4.250 |
113.86 |
|
|
Fisher Pivots for day following 19-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
117.66 |
117.87 |
PP |
117.63 |
117.77 |
S1 |
117.59 |
117.66 |
|