Euro Bund Future June 2008
| Trading Metrics calculated at close of trading on 23-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2008 |
23-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
114.24 |
113.96 |
-0.28 |
-0.2% |
115.96 |
| High |
114.24 |
114.09 |
-0.15 |
-0.1% |
116.13 |
| Low |
113.58 |
113.80 |
0.22 |
0.2% |
113.63 |
| Close |
113.76 |
113.90 |
0.14 |
0.1% |
113.93 |
| Range |
0.66 |
0.29 |
-0.37 |
-56.1% |
2.50 |
| ATR |
0.67 |
0.64 |
-0.02 |
-3.6% |
0.00 |
| Volume |
1,143,358 |
954,447 |
-188,911 |
-16.5% |
5,535,162 |
|
| Daily Pivots for day following 23-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.80 |
114.64 |
114.06 |
|
| R3 |
114.51 |
114.35 |
113.98 |
|
| R2 |
114.22 |
114.22 |
113.95 |
|
| R1 |
114.06 |
114.06 |
113.93 |
114.00 |
| PP |
113.93 |
113.93 |
113.93 |
113.90 |
| S1 |
113.77 |
113.77 |
113.87 |
113.71 |
| S2 |
113.64 |
113.64 |
113.85 |
|
| S3 |
113.35 |
113.48 |
113.82 |
|
| S4 |
113.06 |
113.19 |
113.74 |
|
|
| 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 |
114.92 |
113.58 |
1.34 |
1.2% |
0.58 |
0.5% |
24% |
False |
False |
1,066,342 |
| 10 |
116.13 |
113.58 |
2.55 |
2.2% |
0.63 |
0.5% |
13% |
False |
False |
1,041,307 |
| 20 |
116.13 |
113.58 |
2.55 |
2.2% |
0.58 |
0.5% |
13% |
False |
False |
943,522 |
| 40 |
118.48 |
113.58 |
4.90 |
4.3% |
0.63 |
0.6% |
7% |
False |
False |
904,829 |
| 60 |
118.48 |
113.58 |
4.90 |
4.3% |
0.62 |
0.5% |
7% |
False |
False |
605,220 |
| 80 |
118.48 |
112.42 |
6.06 |
5.3% |
0.61 |
0.5% |
24% |
False |
False |
454,014 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.32 |
|
2.618 |
114.85 |
|
1.618 |
114.56 |
|
1.000 |
114.38 |
|
0.618 |
114.27 |
|
HIGH |
114.09 |
|
0.618 |
113.98 |
|
0.500 |
113.95 |
|
0.382 |
113.91 |
|
LOW |
113.80 |
|
0.618 |
113.62 |
|
1.000 |
113.51 |
|
1.618 |
113.33 |
|
2.618 |
113.04 |
|
4.250 |
112.57 |
|
|
| Fisher Pivots for day following 23-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113.95 |
113.95 |
| PP |
113.93 |
113.93 |
| S1 |
113.92 |
113.92 |
|