Euro Bund Future June 2008
Trading Metrics calculated at close of trading on 01-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2008 |
01-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
115.81 |
115.94 |
0.13 |
0.1% |
117.01 |
High |
116.12 |
116.03 |
-0.09 |
-0.1% |
117.02 |
Low |
115.68 |
115.13 |
-0.55 |
-0.5% |
115.58 |
Close |
115.98 |
115.34 |
-0.64 |
-0.6% |
115.77 |
Range |
0.44 |
0.90 |
0.46 |
104.5% |
1.44 |
ATR |
0.68 |
0.70 |
0.02 |
2.3% |
0.00 |
Volume |
935,709 |
1,147,002 |
211,293 |
22.6% |
3,376,393 |
|
Daily Pivots for day following 01-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118.20 |
117.67 |
115.84 |
|
R3 |
117.30 |
116.77 |
115.59 |
|
R2 |
116.40 |
116.40 |
115.51 |
|
R1 |
115.87 |
115.87 |
115.42 |
115.69 |
PP |
115.50 |
115.50 |
115.50 |
115.41 |
S1 |
114.97 |
114.97 |
115.26 |
114.79 |
S2 |
114.60 |
114.60 |
115.18 |
|
S3 |
113.70 |
114.07 |
115.09 |
|
S4 |
112.80 |
113.17 |
114.85 |
|
|
Weekly Pivots for week ending 28-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120.44 |
119.55 |
116.56 |
|
R3 |
119.00 |
118.11 |
116.17 |
|
R2 |
117.56 |
117.56 |
116.03 |
|
R1 |
116.67 |
116.67 |
115.90 |
116.40 |
PP |
116.12 |
116.12 |
116.12 |
115.99 |
S1 |
115.23 |
115.23 |
115.64 |
114.96 |
S2 |
114.68 |
114.68 |
115.51 |
|
S3 |
113.24 |
113.79 |
115.37 |
|
S4 |
111.80 |
112.35 |
114.98 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
116.47 |
115.13 |
1.34 |
1.2% |
0.57 |
0.5% |
16% |
False |
True |
866,151 |
10 |
118.48 |
115.13 |
3.35 |
2.9% |
0.61 |
0.5% |
6% |
False |
True |
890,021 |
20 |
118.48 |
115.13 |
3.35 |
2.9% |
0.64 |
0.6% |
6% |
False |
True |
1,005,080 |
40 |
118.48 |
114.69 |
3.79 |
3.3% |
0.65 |
0.6% |
17% |
False |
False |
515,257 |
60 |
118.48 |
114.18 |
4.30 |
3.7% |
0.61 |
0.5% |
27% |
False |
False |
343,670 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
119.86 |
2.618 |
118.39 |
1.618 |
117.49 |
1.000 |
116.93 |
0.618 |
116.59 |
HIGH |
116.03 |
0.618 |
115.69 |
0.500 |
115.58 |
0.382 |
115.47 |
LOW |
115.13 |
0.618 |
114.57 |
1.000 |
114.23 |
1.618 |
113.67 |
2.618 |
112.77 |
4.250 |
111.31 |
|
|
Fisher Pivots for day following 01-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
115.58 |
115.63 |
PP |
115.50 |
115.53 |
S1 |
115.42 |
115.44 |
|