Euro Bund Future June 2008
Trading Metrics calculated at close of trading on 03-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2008 |
03-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
115.22 |
115.23 |
0.01 |
0.0% |
117.01 |
High |
115.51 |
115.47 |
-0.04 |
0.0% |
117.02 |
Low |
115.04 |
115.09 |
0.05 |
0.0% |
115.58 |
Close |
115.18 |
115.29 |
0.11 |
0.1% |
115.77 |
Range |
0.47 |
0.38 |
-0.09 |
-19.1% |
1.44 |
ATR |
0.68 |
0.66 |
-0.02 |
-3.2% |
0.00 |
Volume |
1,074,602 |
910,247 |
-164,355 |
-15.3% |
3,376,393 |
|
Daily Pivots for day following 03-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116.42 |
116.24 |
115.50 |
|
R3 |
116.04 |
115.86 |
115.39 |
|
R2 |
115.66 |
115.66 |
115.36 |
|
R1 |
115.48 |
115.48 |
115.32 |
115.57 |
PP |
115.28 |
115.28 |
115.28 |
115.33 |
S1 |
115.10 |
115.10 |
115.26 |
115.19 |
S2 |
114.90 |
114.90 |
115.22 |
|
S3 |
114.52 |
114.72 |
115.19 |
|
S4 |
114.14 |
114.34 |
115.08 |
|
|
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% |
0.53 |
0.5% |
23% |
False |
False |
813,512 |
10 |
118.06 |
115.04 |
3.02 |
2.6% |
0.60 |
0.5% |
8% |
False |
False |
963,200 |
20 |
118.48 |
115.04 |
3.44 |
3.0% |
0.62 |
0.5% |
7% |
False |
False |
1,022,747 |
40 |
118.48 |
114.69 |
3.79 |
3.3% |
0.64 |
0.6% |
16% |
False |
False |
564,738 |
60 |
118.48 |
114.51 |
3.97 |
3.4% |
0.62 |
0.5% |
20% |
False |
False |
376,750 |
80 |
118.48 |
112.26 |
6.22 |
5.4% |
0.59 |
0.5% |
49% |
False |
False |
282,613 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
117.09 |
2.618 |
116.46 |
1.618 |
116.08 |
1.000 |
115.85 |
0.618 |
115.70 |
HIGH |
115.47 |
0.618 |
115.32 |
0.500 |
115.28 |
0.382 |
115.24 |
LOW |
115.09 |
0.618 |
114.86 |
1.000 |
114.71 |
1.618 |
114.48 |
2.618 |
114.10 |
4.250 |
113.48 |
|
|
Fisher Pivots for day following 03-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
115.29 |
115.54 |
PP |
115.28 |
115.45 |
S1 |
115.28 |
115.37 |
|