Euro Bund Future June 2008
| Trading Metrics calculated at close of trading on 04-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2008 |
04-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
115.23 |
115.19 |
-0.04 |
0.0% |
115.81 |
| High |
115.47 |
115.77 |
0.30 |
0.3% |
116.12 |
| Low |
115.09 |
115.17 |
0.08 |
0.1% |
115.04 |
| Close |
115.29 |
115.54 |
0.25 |
0.2% |
115.54 |
| Range |
0.38 |
0.60 |
0.22 |
57.9% |
1.08 |
| ATR |
0.66 |
0.66 |
0.00 |
-0.7% |
0.00 |
| Volume |
910,247 |
900,805 |
-9,442 |
-1.0% |
4,968,365 |
|
| Daily Pivots for day following 04-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.29 |
117.02 |
115.87 |
|
| R3 |
116.69 |
116.42 |
115.71 |
|
| R2 |
116.09 |
116.09 |
115.65 |
|
| R1 |
115.82 |
115.82 |
115.60 |
115.96 |
| PP |
115.49 |
115.49 |
115.49 |
115.56 |
| S1 |
115.22 |
115.22 |
115.49 |
115.36 |
| S2 |
114.89 |
114.89 |
115.43 |
|
| S3 |
114.29 |
114.62 |
115.38 |
|
| S4 |
113.69 |
114.02 |
115.21 |
|
|
| Weekly Pivots for week ending 04-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.81 |
118.25 |
116.13 |
|
| R3 |
117.73 |
117.17 |
115.84 |
|
| R2 |
116.65 |
116.65 |
115.74 |
|
| R1 |
116.09 |
116.09 |
115.64 |
115.83 |
| PP |
115.57 |
115.57 |
115.57 |
115.44 |
| S1 |
115.01 |
115.01 |
115.44 |
114.75 |
| S2 |
114.49 |
114.49 |
115.34 |
|
| S3 |
113.41 |
113.93 |
115.24 |
|
| S4 |
112.33 |
112.85 |
114.95 |
|
|
| 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% |
0.56 |
0.5% |
46% |
False |
False |
993,673 |
| 10 |
117.90 |
115.04 |
2.86 |
2.5% |
0.58 |
0.5% |
17% |
False |
False |
915,941 |
| 20 |
118.48 |
115.04 |
3.44 |
3.0% |
0.62 |
0.5% |
15% |
False |
False |
994,768 |
| 40 |
118.48 |
114.69 |
3.79 |
3.3% |
0.64 |
0.6% |
22% |
False |
False |
587,208 |
| 60 |
118.48 |
114.51 |
3.97 |
3.4% |
0.62 |
0.5% |
26% |
False |
False |
391,745 |
| 80 |
118.48 |
112.26 |
6.22 |
5.4% |
0.59 |
0.5% |
53% |
False |
False |
293,869 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.32 |
|
2.618 |
117.34 |
|
1.618 |
116.74 |
|
1.000 |
116.37 |
|
0.618 |
116.14 |
|
HIGH |
115.77 |
|
0.618 |
115.54 |
|
0.500 |
115.47 |
|
0.382 |
115.40 |
|
LOW |
115.17 |
|
0.618 |
114.80 |
|
1.000 |
114.57 |
|
1.618 |
114.20 |
|
2.618 |
113.60 |
|
4.250 |
112.62 |
|
|
| Fisher Pivots for day following 04-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115.52 |
115.50 |
| PP |
115.49 |
115.45 |
| S1 |
115.47 |
115.41 |
|