Euro Bund Future June 2008
| Trading Metrics calculated at close of trading on 24-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2008 |
24-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
113.96 |
113.84 |
-0.12 |
-0.1% |
115.96 |
| High |
114.09 |
114.46 |
0.37 |
0.3% |
116.13 |
| Low |
113.80 |
113.48 |
-0.32 |
-0.3% |
113.63 |
| Close |
113.90 |
113.55 |
-0.35 |
-0.3% |
113.93 |
| Range |
0.29 |
0.98 |
0.69 |
237.9% |
2.50 |
| ATR |
0.64 |
0.67 |
0.02 |
3.7% |
0.00 |
| Volume |
954,447 |
1,269,878 |
315,431 |
33.0% |
5,535,162 |
|
| Daily Pivots for day following 24-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.77 |
116.14 |
114.09 |
|
| R3 |
115.79 |
115.16 |
113.82 |
|
| R2 |
114.81 |
114.81 |
113.73 |
|
| R1 |
114.18 |
114.18 |
113.64 |
114.01 |
| PP |
113.83 |
113.83 |
113.83 |
113.74 |
| S1 |
113.20 |
113.20 |
113.46 |
113.03 |
| S2 |
112.85 |
112.85 |
113.37 |
|
| S3 |
111.87 |
112.22 |
113.28 |
|
| S4 |
110.89 |
111.24 |
113.01 |
|
|
| 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 |
114.50 |
113.48 |
1.02 |
0.9% |
0.64 |
0.6% |
7% |
False |
True |
1,069,666 |
| 10 |
116.13 |
113.48 |
2.65 |
2.3% |
0.67 |
0.6% |
3% |
False |
True |
1,074,096 |
| 20 |
116.13 |
113.48 |
2.65 |
2.3% |
0.61 |
0.5% |
3% |
False |
True |
952,576 |
| 40 |
118.48 |
113.48 |
5.00 |
4.4% |
0.64 |
0.6% |
1% |
False |
True |
935,395 |
| 60 |
118.48 |
113.48 |
5.00 |
4.4% |
0.63 |
0.6% |
1% |
False |
True |
626,349 |
| 80 |
118.48 |
112.51 |
5.97 |
5.3% |
0.62 |
0.5% |
17% |
False |
False |
469,881 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.63 |
|
2.618 |
117.03 |
|
1.618 |
116.05 |
|
1.000 |
115.44 |
|
0.618 |
115.07 |
|
HIGH |
114.46 |
|
0.618 |
114.09 |
|
0.500 |
113.97 |
|
0.382 |
113.85 |
|
LOW |
113.48 |
|
0.618 |
112.87 |
|
1.000 |
112.50 |
|
1.618 |
111.89 |
|
2.618 |
110.91 |
|
4.250 |
109.32 |
|
|
| Fisher Pivots for day following 24-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113.97 |
113.97 |
| PP |
113.83 |
113.83 |
| S1 |
113.69 |
113.69 |
|