Euro Bund Future June 2008
| Trading Metrics calculated at close of trading on 10-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2008 |
10-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
114.96 |
115.30 |
0.34 |
0.3% |
115.81 |
| High |
115.39 |
115.72 |
0.33 |
0.3% |
116.12 |
| Low |
114.67 |
115.14 |
0.47 |
0.4% |
115.04 |
| Close |
114.91 |
115.33 |
0.42 |
0.4% |
115.54 |
| Range |
0.72 |
0.58 |
-0.14 |
-19.4% |
1.08 |
| ATR |
0.65 |
0.66 |
0.01 |
1.8% |
0.00 |
| Volume |
969,792 |
941,984 |
-27,808 |
-2.9% |
4,968,365 |
|
| Daily Pivots for day following 10-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.14 |
116.81 |
115.65 |
|
| R3 |
116.56 |
116.23 |
115.49 |
|
| R2 |
115.98 |
115.98 |
115.44 |
|
| R1 |
115.65 |
115.65 |
115.38 |
115.82 |
| PP |
115.40 |
115.40 |
115.40 |
115.48 |
| S1 |
115.07 |
115.07 |
115.28 |
115.24 |
| S2 |
114.82 |
114.82 |
115.22 |
|
| S3 |
114.24 |
114.49 |
115.17 |
|
| S4 |
113.66 |
113.91 |
115.01 |
|
|
| 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 |
114.67 |
1.10 |
1.0% |
0.56 |
0.5% |
60% |
False |
False |
848,599 |
| 10 |
116.12 |
114.67 |
1.45 |
1.3% |
0.55 |
0.5% |
46% |
False |
False |
831,055 |
| 20 |
118.48 |
114.67 |
3.81 |
3.3% |
0.58 |
0.5% |
17% |
False |
False |
886,709 |
| 40 |
118.48 |
114.67 |
3.81 |
3.3% |
0.61 |
0.5% |
17% |
False |
False |
670,411 |
| 60 |
118.48 |
114.67 |
3.81 |
3.3% |
0.64 |
0.6% |
17% |
False |
False |
447,425 |
| 80 |
118.48 |
112.26 |
6.22 |
5.4% |
0.58 |
0.5% |
49% |
False |
False |
335,639 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.19 |
|
2.618 |
117.24 |
|
1.618 |
116.66 |
|
1.000 |
116.30 |
|
0.618 |
116.08 |
|
HIGH |
115.72 |
|
0.618 |
115.50 |
|
0.500 |
115.43 |
|
0.382 |
115.36 |
|
LOW |
115.14 |
|
0.618 |
114.78 |
|
1.000 |
114.56 |
|
1.618 |
114.20 |
|
2.618 |
113.62 |
|
4.250 |
112.68 |
|
|
| Fisher Pivots for day following 10-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115.43 |
115.29 |
| PP |
115.40 |
115.24 |
| S1 |
115.36 |
115.20 |
|