Euro Bund Future June 2008
| Trading Metrics calculated at close of trading on 25-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2008 |
25-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
113.84 |
113.45 |
-0.39 |
-0.3% |
114.01 |
| High |
114.46 |
113.84 |
-0.62 |
-0.5% |
114.46 |
| Low |
113.48 |
113.10 |
-0.38 |
-0.3% |
113.10 |
| Close |
113.55 |
113.68 |
0.13 |
0.1% |
113.68 |
| Range |
0.98 |
0.74 |
-0.24 |
-24.5% |
1.36 |
| ATR |
0.67 |
0.67 |
0.01 |
0.8% |
0.00 |
| Volume |
1,269,878 |
840,968 |
-428,910 |
-33.8% |
5,078,427 |
|
| Daily Pivots for day following 25-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.76 |
115.46 |
114.09 |
|
| R3 |
115.02 |
114.72 |
113.88 |
|
| R2 |
114.28 |
114.28 |
113.82 |
|
| R1 |
113.98 |
113.98 |
113.75 |
114.13 |
| PP |
113.54 |
113.54 |
113.54 |
113.62 |
| S1 |
113.24 |
113.24 |
113.61 |
113.39 |
| S2 |
112.80 |
112.80 |
113.54 |
|
| S3 |
112.06 |
112.50 |
113.48 |
|
| S4 |
111.32 |
111.76 |
113.27 |
|
|
| Weekly Pivots for week ending 25-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.83 |
117.11 |
114.43 |
|
| R3 |
116.47 |
115.75 |
114.05 |
|
| R2 |
115.11 |
115.11 |
113.93 |
|
| R1 |
114.39 |
114.39 |
113.80 |
114.07 |
| PP |
113.75 |
113.75 |
113.75 |
113.59 |
| S1 |
113.03 |
113.03 |
113.56 |
112.71 |
| S2 |
112.39 |
112.39 |
113.43 |
|
| S3 |
111.03 |
111.67 |
113.31 |
|
| S4 |
109.67 |
110.31 |
112.93 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114.46 |
113.10 |
1.36 |
1.2% |
0.62 |
0.5% |
43% |
False |
True |
1,015,685 |
| 10 |
116.13 |
113.10 |
3.03 |
2.7% |
0.64 |
0.6% |
19% |
False |
True |
1,061,358 |
| 20 |
116.13 |
113.10 |
3.03 |
2.7% |
0.62 |
0.5% |
19% |
False |
True |
994,624 |
| 40 |
118.48 |
113.10 |
5.38 |
4.7% |
0.64 |
0.6% |
11% |
False |
True |
954,836 |
| 60 |
118.48 |
113.10 |
5.38 |
4.7% |
0.63 |
0.6% |
11% |
False |
True |
640,361 |
| 80 |
118.48 |
113.10 |
5.38 |
4.7% |
0.61 |
0.5% |
11% |
False |
True |
480,391 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.99 |
|
2.618 |
115.78 |
|
1.618 |
115.04 |
|
1.000 |
114.58 |
|
0.618 |
114.30 |
|
HIGH |
113.84 |
|
0.618 |
113.56 |
|
0.500 |
113.47 |
|
0.382 |
113.38 |
|
LOW |
113.10 |
|
0.618 |
112.64 |
|
1.000 |
112.36 |
|
1.618 |
111.90 |
|
2.618 |
111.16 |
|
4.250 |
109.96 |
|
|
| Fisher Pivots for day following 25-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113.61 |
113.78 |
| PP |
113.54 |
113.75 |
| S1 |
113.47 |
113.71 |
|