Euro Bund Future June 2008
Trading Metrics calculated at close of trading on 15-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2008 |
15-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
115.96 |
115.86 |
-0.10 |
-0.1% |
115.28 |
High |
116.13 |
116.06 |
-0.07 |
-0.1% |
116.04 |
Low |
115.74 |
115.32 |
-0.42 |
-0.4% |
114.67 |
Close |
115.97 |
115.53 |
-0.44 |
-0.4% |
115.87 |
Range |
0.39 |
0.74 |
0.35 |
89.7% |
1.37 |
ATR |
0.66 |
0.67 |
0.01 |
0.9% |
0.00 |
Volume |
923,451 |
1,142,819 |
219,368 |
23.8% |
4,310,541 |
|
Daily Pivots for day following 15-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117.86 |
117.43 |
115.94 |
|
R3 |
117.12 |
116.69 |
115.73 |
|
R2 |
116.38 |
116.38 |
115.67 |
|
R1 |
115.95 |
115.95 |
115.60 |
115.80 |
PP |
115.64 |
115.64 |
115.64 |
115.56 |
S1 |
115.21 |
115.21 |
115.46 |
115.06 |
S2 |
114.90 |
114.90 |
115.39 |
|
S3 |
114.16 |
114.47 |
115.33 |
|
S4 |
113.42 |
113.73 |
115.12 |
|
|
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% |
0.68 |
0.6% |
59% |
False |
False |
989,278 |
10 |
116.13 |
114.67 |
1.46 |
1.3% |
0.57 |
0.5% |
59% |
False |
False |
926,246 |
20 |
118.48 |
114.67 |
3.81 |
3.3% |
0.59 |
0.5% |
23% |
False |
False |
908,134 |
40 |
118.48 |
114.67 |
3.81 |
3.3% |
0.61 |
0.5% |
23% |
False |
False |
745,986 |
60 |
118.48 |
114.67 |
3.81 |
3.3% |
0.65 |
0.6% |
23% |
False |
False |
497,968 |
80 |
118.48 |
112.26 |
6.22 |
5.4% |
0.59 |
0.5% |
53% |
False |
False |
373,563 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
119.21 |
2.618 |
118.00 |
1.618 |
117.26 |
1.000 |
116.80 |
0.618 |
116.52 |
HIGH |
116.06 |
0.618 |
115.78 |
0.500 |
115.69 |
0.382 |
115.60 |
LOW |
115.32 |
0.618 |
114.86 |
1.000 |
114.58 |
1.618 |
114.12 |
2.618 |
113.38 |
4.250 |
112.18 |
|
|
Fisher Pivots for day following 15-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
115.69 |
115.61 |
PP |
115.64 |
115.58 |
S1 |
115.58 |
115.56 |
|