Euro Bund Future June 2008
| Trading Metrics calculated at close of trading on 22-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2008 |
22-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
114.01 |
114.24 |
0.23 |
0.2% |
115.96 |
| High |
114.32 |
114.24 |
-0.08 |
-0.1% |
116.13 |
| Low |
113.90 |
113.58 |
-0.32 |
-0.3% |
113.63 |
| Close |
114.07 |
113.76 |
-0.31 |
-0.3% |
113.93 |
| Range |
0.42 |
0.66 |
0.24 |
57.1% |
2.50 |
| ATR |
0.67 |
0.67 |
0.00 |
-0.1% |
0.00 |
| Volume |
869,776 |
1,143,358 |
273,582 |
31.5% |
5,535,162 |
|
| Daily Pivots for day following 22-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.84 |
115.46 |
114.12 |
|
| R3 |
115.18 |
114.80 |
113.94 |
|
| R2 |
114.52 |
114.52 |
113.88 |
|
| R1 |
114.14 |
114.14 |
113.82 |
114.00 |
| PP |
113.86 |
113.86 |
113.86 |
113.79 |
| S1 |
113.48 |
113.48 |
113.70 |
113.34 |
| S2 |
113.20 |
113.20 |
113.64 |
|
| S3 |
112.54 |
112.82 |
113.58 |
|
| S4 |
111.88 |
112.16 |
113.40 |
|
|
| 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 |
115.43 |
113.58 |
1.85 |
1.6% |
0.66 |
0.6% |
10% |
False |
True |
1,096,405 |
| 10 |
116.13 |
113.58 |
2.55 |
2.2% |
0.67 |
0.6% |
7% |
False |
True |
1,042,842 |
| 20 |
116.47 |
113.58 |
2.89 |
2.5% |
0.59 |
0.5% |
6% |
False |
True |
953,762 |
| 40 |
118.48 |
113.58 |
4.90 |
4.3% |
0.63 |
0.6% |
4% |
False |
True |
881,630 |
| 60 |
118.48 |
113.58 |
4.90 |
4.3% |
0.62 |
0.5% |
4% |
False |
True |
589,318 |
| 80 |
118.48 |
112.26 |
6.22 |
5.5% |
0.61 |
0.5% |
24% |
False |
False |
442,083 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.05 |
|
2.618 |
115.97 |
|
1.618 |
115.31 |
|
1.000 |
114.90 |
|
0.618 |
114.65 |
|
HIGH |
114.24 |
|
0.618 |
113.99 |
|
0.500 |
113.91 |
|
0.382 |
113.83 |
|
LOW |
113.58 |
|
0.618 |
113.17 |
|
1.000 |
112.92 |
|
1.618 |
112.51 |
|
2.618 |
111.85 |
|
4.250 |
110.78 |
|
|
| Fisher Pivots for day following 22-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113.91 |
114.04 |
| PP |
113.86 |
113.95 |
| S1 |
113.81 |
113.85 |
|