Euro Bund Future June 2008
Trading Metrics calculated at close of trading on 08-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2008 |
08-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
115.28 |
115.07 |
-0.21 |
-0.2% |
115.81 |
High |
115.34 |
115.28 |
-0.06 |
-0.1% |
116.12 |
Low |
114.84 |
114.88 |
0.04 |
0.0% |
115.04 |
Close |
115.04 |
114.96 |
-0.08 |
-0.1% |
115.54 |
Range |
0.50 |
0.40 |
-0.10 |
-20.0% |
1.08 |
ATR |
0.66 |
0.64 |
-0.02 |
-2.8% |
0.00 |
Volume |
678,811 |
751,606 |
72,795 |
10.7% |
4,968,365 |
|
Daily Pivots for day following 08-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116.24 |
116.00 |
115.18 |
|
R3 |
115.84 |
115.60 |
115.07 |
|
R2 |
115.44 |
115.44 |
115.03 |
|
R1 |
115.20 |
115.20 |
115.00 |
115.12 |
PP |
115.04 |
115.04 |
115.04 |
115.00 |
S1 |
114.80 |
114.80 |
114.92 |
114.72 |
S2 |
114.64 |
114.64 |
114.89 |
|
S3 |
114.24 |
114.40 |
114.85 |
|
S4 |
113.84 |
114.00 |
114.74 |
|
|
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 |
115.77 |
114.84 |
0.93 |
0.8% |
0.47 |
0.4% |
13% |
False |
False |
863,214 |
10 |
116.47 |
114.84 |
1.63 |
1.4% |
0.52 |
0.5% |
7% |
False |
False |
864,682 |
20 |
118.48 |
114.84 |
3.64 |
3.2% |
0.59 |
0.5% |
3% |
False |
False |
916,822 |
40 |
118.48 |
114.69 |
3.79 |
3.3% |
0.61 |
0.5% |
7% |
False |
False |
622,732 |
60 |
118.48 |
114.69 |
3.79 |
3.3% |
0.62 |
0.5% |
7% |
False |
False |
415,576 |
80 |
118.48 |
112.26 |
6.22 |
5.4% |
0.59 |
0.5% |
43% |
False |
False |
311,744 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
116.98 |
2.618 |
116.33 |
1.618 |
115.93 |
1.000 |
115.68 |
0.618 |
115.53 |
HIGH |
115.28 |
0.618 |
115.13 |
0.500 |
115.08 |
0.382 |
115.03 |
LOW |
114.88 |
0.618 |
114.63 |
1.000 |
114.48 |
1.618 |
114.23 |
2.618 |
113.83 |
4.250 |
113.18 |
|
|
Fisher Pivots for day following 08-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
115.08 |
115.31 |
PP |
115.04 |
115.19 |
S1 |
115.00 |
115.08 |
|