Euro Bund Future June 2008
| Trading Metrics calculated at close of trading on 14-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2008 |
14-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
115.14 |
115.96 |
0.82 |
0.7% |
115.28 |
| High |
116.04 |
116.13 |
0.09 |
0.1% |
116.04 |
| Low |
115.08 |
115.74 |
0.66 |
0.6% |
114.67 |
| Close |
115.87 |
115.97 |
0.10 |
0.1% |
115.87 |
| Range |
0.96 |
0.39 |
-0.57 |
-59.4% |
1.37 |
| ATR |
0.68 |
0.66 |
-0.02 |
-3.0% |
0.00 |
| Volume |
968,348 |
923,451 |
-44,897 |
-4.6% |
4,310,541 |
|
| Daily Pivots for day following 14-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.12 |
116.93 |
116.18 |
|
| R3 |
116.73 |
116.54 |
116.08 |
|
| R2 |
116.34 |
116.34 |
116.04 |
|
| R1 |
116.15 |
116.15 |
116.01 |
116.25 |
| PP |
115.95 |
115.95 |
115.95 |
115.99 |
| S1 |
115.76 |
115.76 |
115.93 |
115.86 |
| S2 |
115.56 |
115.56 |
115.90 |
|
| S3 |
115.17 |
115.37 |
115.86 |
|
| S4 |
114.78 |
114.98 |
115.76 |
|
|
| Weekly Pivots for week ending 11-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.64 |
119.12 |
116.62 |
|
| R3 |
118.27 |
117.75 |
116.25 |
|
| R2 |
116.90 |
116.90 |
116.12 |
|
| R1 |
116.38 |
116.38 |
116.00 |
116.64 |
| PP |
115.53 |
115.53 |
115.53 |
115.66 |
| S1 |
115.01 |
115.01 |
115.74 |
115.27 |
| S2 |
114.16 |
114.16 |
115.62 |
|
| S3 |
112.79 |
113.64 |
115.49 |
|
| S4 |
111.42 |
112.27 |
115.12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116.13 |
114.67 |
1.46 |
1.3% |
0.61 |
0.5% |
89% |
True |
False |
911,036 |
| 10 |
116.13 |
114.67 |
1.46 |
1.3% |
0.59 |
0.5% |
89% |
True |
False |
926,664 |
| 20 |
118.48 |
114.67 |
3.81 |
3.3% |
0.58 |
0.5% |
34% |
False |
False |
850,993 |
| 40 |
118.48 |
114.67 |
3.81 |
3.3% |
0.61 |
0.5% |
34% |
False |
False |
717,593 |
| 60 |
118.48 |
114.67 |
3.81 |
3.3% |
0.64 |
0.6% |
34% |
False |
False |
478,921 |
| 80 |
118.48 |
112.26 |
6.22 |
5.4% |
0.58 |
0.5% |
60% |
False |
False |
359,279 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.79 |
|
2.618 |
117.15 |
|
1.618 |
116.76 |
|
1.000 |
116.52 |
|
0.618 |
116.37 |
|
HIGH |
116.13 |
|
0.618 |
115.98 |
|
0.500 |
115.94 |
|
0.382 |
115.89 |
|
LOW |
115.74 |
|
0.618 |
115.50 |
|
1.000 |
115.35 |
|
1.618 |
115.11 |
|
2.618 |
114.72 |
|
4.250 |
114.08 |
|
|
| Fisher Pivots for day following 14-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115.96 |
115.85 |
| PP |
115.95 |
115.73 |
| S1 |
115.94 |
115.61 |
|