Euro Bund Future June 2008
| Trading Metrics calculated at close of trading on 21-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2008 |
21-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
114.42 |
114.01 |
-0.41 |
-0.4% |
115.96 |
| High |
114.50 |
114.32 |
-0.18 |
-0.2% |
116.13 |
| Low |
113.63 |
113.90 |
0.27 |
0.2% |
113.63 |
| Close |
113.93 |
114.07 |
0.14 |
0.1% |
113.93 |
| Range |
0.87 |
0.42 |
-0.45 |
-51.7% |
2.50 |
| ATR |
0.69 |
0.67 |
-0.02 |
-2.8% |
0.00 |
| Volume |
1,110,874 |
869,776 |
-241,098 |
-21.7% |
5,535,162 |
|
| Daily Pivots for day following 21-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.36 |
115.13 |
114.30 |
|
| R3 |
114.94 |
114.71 |
114.19 |
|
| R2 |
114.52 |
114.52 |
114.15 |
|
| R1 |
114.29 |
114.29 |
114.11 |
114.41 |
| PP |
114.10 |
114.10 |
114.10 |
114.15 |
| S1 |
113.87 |
113.87 |
114.03 |
113.99 |
| S2 |
113.68 |
113.68 |
113.99 |
|
| S3 |
113.26 |
113.45 |
113.95 |
|
| S4 |
112.84 |
113.03 |
113.84 |
|
|
| 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 |
116.06 |
113.63 |
2.43 |
2.1% |
0.67 |
0.6% |
18% |
False |
False |
1,096,297 |
| 10 |
116.13 |
113.63 |
2.50 |
2.2% |
0.64 |
0.6% |
18% |
False |
False |
1,003,666 |
| 20 |
117.02 |
113.63 |
3.39 |
3.0% |
0.61 |
0.5% |
13% |
False |
False |
953,011 |
| 40 |
118.48 |
113.63 |
4.85 |
4.3% |
0.63 |
0.5% |
9% |
False |
False |
853,383 |
| 60 |
118.48 |
113.63 |
4.85 |
4.3% |
0.62 |
0.5% |
9% |
False |
False |
570,265 |
| 80 |
118.48 |
112.26 |
6.22 |
5.5% |
0.60 |
0.5% |
29% |
False |
False |
427,792 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.11 |
|
2.618 |
115.42 |
|
1.618 |
115.00 |
|
1.000 |
114.74 |
|
0.618 |
114.58 |
|
HIGH |
114.32 |
|
0.618 |
114.16 |
|
0.500 |
114.11 |
|
0.382 |
114.06 |
|
LOW |
113.90 |
|
0.618 |
113.64 |
|
1.000 |
113.48 |
|
1.618 |
113.22 |
|
2.618 |
112.80 |
|
4.250 |
112.12 |
|
|
| Fisher Pivots for day following 21-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114.11 |
114.28 |
| PP |
114.10 |
114.21 |
| S1 |
114.08 |
114.14 |
|