Euro Bund Future June 2008
Trading Metrics calculated at close of trading on 07-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2008 |
07-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
115.19 |
115.28 |
0.09 |
0.1% |
115.81 |
High |
115.77 |
115.34 |
-0.43 |
-0.4% |
116.12 |
Low |
115.17 |
114.84 |
-0.33 |
-0.3% |
115.04 |
Close |
115.54 |
115.04 |
-0.50 |
-0.4% |
115.54 |
Range |
0.60 |
0.50 |
-0.10 |
-16.7% |
1.08 |
ATR |
0.66 |
0.66 |
0.00 |
0.5% |
0.00 |
Volume |
900,805 |
678,811 |
-221,994 |
-24.6% |
4,968,365 |
|
Daily Pivots for day following 07-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116.57 |
116.31 |
115.32 |
|
R3 |
116.07 |
115.81 |
115.18 |
|
R2 |
115.57 |
115.57 |
115.13 |
|
R1 |
115.31 |
115.31 |
115.09 |
115.19 |
PP |
115.07 |
115.07 |
115.07 |
115.02 |
S1 |
114.81 |
114.81 |
114.99 |
114.69 |
S2 |
114.57 |
114.57 |
114.95 |
|
S3 |
114.07 |
114.31 |
114.90 |
|
S4 |
113.57 |
113.81 |
114.77 |
|
|
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 |
116.03 |
114.84 |
1.19 |
1.0% |
0.57 |
0.5% |
17% |
False |
True |
942,293 |
10 |
117.02 |
114.84 |
2.18 |
1.9% |
0.57 |
0.5% |
9% |
False |
True |
902,356 |
20 |
118.48 |
114.84 |
3.64 |
3.2% |
0.62 |
0.5% |
5% |
False |
True |
955,204 |
40 |
118.48 |
114.69 |
3.79 |
3.3% |
0.64 |
0.6% |
9% |
False |
False |
604,001 |
60 |
118.48 |
114.51 |
3.97 |
3.5% |
0.62 |
0.5% |
13% |
False |
False |
403,058 |
80 |
118.48 |
112.26 |
6.22 |
5.4% |
0.59 |
0.5% |
45% |
False |
False |
302,354 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
117.47 |
2.618 |
116.65 |
1.618 |
116.15 |
1.000 |
115.84 |
0.618 |
115.65 |
HIGH |
115.34 |
0.618 |
115.15 |
0.500 |
115.09 |
0.382 |
115.03 |
LOW |
114.84 |
0.618 |
114.53 |
1.000 |
114.34 |
1.618 |
114.03 |
2.618 |
113.53 |
4.250 |
112.72 |
|
|
Fisher Pivots for day following 07-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
115.09 |
115.31 |
PP |
115.07 |
115.22 |
S1 |
115.06 |
115.13 |
|