Euro Bund Future June 2008
| Trading Metrics calculated at close of trading on 02-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2008 |
02-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
115.94 |
115.22 |
-0.72 |
-0.6% |
117.01 |
| High |
116.03 |
115.51 |
-0.52 |
-0.4% |
117.02 |
| Low |
115.13 |
115.04 |
-0.09 |
-0.1% |
115.58 |
| Close |
115.34 |
115.18 |
-0.16 |
-0.1% |
115.77 |
| Range |
0.90 |
0.47 |
-0.43 |
-47.8% |
1.44 |
| ATR |
0.70 |
0.68 |
-0.02 |
-2.3% |
0.00 |
| Volume |
1,147,002 |
1,074,602 |
-72,400 |
-6.3% |
3,376,393 |
|
| Daily Pivots for day following 02-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.65 |
116.39 |
115.44 |
|
| R3 |
116.18 |
115.92 |
115.31 |
|
| R2 |
115.71 |
115.71 |
115.27 |
|
| R1 |
115.45 |
115.45 |
115.22 |
115.35 |
| PP |
115.24 |
115.24 |
115.24 |
115.19 |
| S1 |
114.98 |
114.98 |
115.14 |
114.88 |
| S2 |
114.77 |
114.77 |
115.09 |
|
| S3 |
114.30 |
114.51 |
115.05 |
|
| S4 |
113.83 |
114.04 |
114.92 |
|
|
| 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 |
116.12 |
115.04 |
1.08 |
0.9% |
0.55 |
0.5% |
13% |
False |
True |
849,223 |
| 10 |
118.48 |
115.04 |
3.44 |
3.0% |
0.61 |
0.5% |
4% |
False |
True |
872,175 |
| 20 |
118.48 |
115.04 |
3.44 |
3.0% |
0.64 |
0.6% |
4% |
False |
True |
1,026,611 |
| 40 |
118.48 |
114.69 |
3.79 |
3.3% |
0.65 |
0.6% |
13% |
False |
False |
542,038 |
| 60 |
118.48 |
114.18 |
4.30 |
3.7% |
0.61 |
0.5% |
23% |
False |
False |
361,580 |
| 80 |
118.48 |
112.26 |
6.22 |
5.4% |
0.58 |
0.5% |
47% |
False |
False |
271,235 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.51 |
|
2.618 |
116.74 |
|
1.618 |
116.27 |
|
1.000 |
115.98 |
|
0.618 |
115.80 |
|
HIGH |
115.51 |
|
0.618 |
115.33 |
|
0.500 |
115.28 |
|
0.382 |
115.22 |
|
LOW |
115.04 |
|
0.618 |
114.75 |
|
1.000 |
114.57 |
|
1.618 |
114.28 |
|
2.618 |
113.81 |
|
4.250 |
113.04 |
|
|
| Fisher Pivots for day following 02-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115.28 |
115.58 |
| PP |
115.24 |
115.45 |
| S1 |
115.21 |
115.31 |
|