Euro Bund Future June 2008
| Trading Metrics calculated at close of trading on 18-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2008 |
18-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
114.86 |
114.42 |
-0.44 |
-0.4% |
115.96 |
| High |
114.92 |
114.50 |
-0.42 |
-0.4% |
116.13 |
| Low |
114.24 |
113.63 |
-0.61 |
-0.5% |
113.63 |
| Close |
114.48 |
113.93 |
-0.55 |
-0.5% |
113.93 |
| Range |
0.68 |
0.87 |
0.19 |
27.9% |
2.50 |
| ATR |
0.67 |
0.69 |
0.01 |
2.1% |
0.00 |
| Volume |
1,253,257 |
1,110,874 |
-142,383 |
-11.4% |
5,535,162 |
|
| Daily Pivots for day following 18-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.63 |
116.15 |
114.41 |
|
| R3 |
115.76 |
115.28 |
114.17 |
|
| R2 |
114.89 |
114.89 |
114.09 |
|
| R1 |
114.41 |
114.41 |
114.01 |
114.22 |
| PP |
114.02 |
114.02 |
114.02 |
113.92 |
| S1 |
113.54 |
113.54 |
113.85 |
113.35 |
| S2 |
113.15 |
113.15 |
113.77 |
|
| S3 |
112.28 |
112.67 |
113.69 |
|
| S4 |
111.41 |
111.80 |
113.45 |
|
|
| Weekly Pivots for week ending 18-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.06 |
120.50 |
115.31 |
|
| R3 |
119.56 |
118.00 |
114.62 |
|
| R2 |
117.06 |
117.06 |
114.39 |
|
| R1 |
115.50 |
115.50 |
114.16 |
115.03 |
| PP |
114.56 |
114.56 |
114.56 |
114.33 |
| S1 |
113.00 |
113.00 |
113.70 |
112.53 |
| S2 |
112.06 |
112.06 |
113.47 |
|
| S3 |
109.56 |
110.50 |
113.24 |
|
| S4 |
107.06 |
108.00 |
112.56 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116.13 |
113.63 |
2.50 |
2.2% |
0.67 |
0.6% |
12% |
False |
True |
1,107,032 |
| 10 |
116.13 |
113.63 |
2.50 |
2.2% |
0.65 |
0.6% |
12% |
False |
True |
984,570 |
| 20 |
117.90 |
113.63 |
4.27 |
3.7% |
0.61 |
0.5% |
7% |
False |
True |
950,255 |
| 40 |
118.48 |
113.63 |
4.85 |
4.3% |
0.63 |
0.6% |
6% |
False |
True |
832,062 |
| 60 |
118.48 |
113.63 |
4.85 |
4.3% |
0.63 |
0.6% |
6% |
False |
True |
555,771 |
| 80 |
118.48 |
112.26 |
6.22 |
5.5% |
0.60 |
0.5% |
27% |
False |
False |
416,921 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.20 |
|
2.618 |
116.78 |
|
1.618 |
115.91 |
|
1.000 |
115.37 |
|
0.618 |
115.04 |
|
HIGH |
114.50 |
|
0.618 |
114.17 |
|
0.500 |
114.07 |
|
0.382 |
113.96 |
|
LOW |
113.63 |
|
0.618 |
113.09 |
|
1.000 |
112.76 |
|
1.618 |
112.22 |
|
2.618 |
111.35 |
|
4.250 |
109.93 |
|
|
| Fisher Pivots for day following 18-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114.07 |
114.53 |
| PP |
114.02 |
114.33 |
| S1 |
113.98 |
114.13 |
|