Euro Bund Future September 2008
Trading Metrics calculated at close of trading on 11-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2008 |
11-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
117.69 |
117.61 |
-0.08 |
-0.1% |
116.82 |
High |
118.10 |
117.61 |
-0.49 |
-0.4% |
117.77 |
Low |
117.69 |
117.32 |
-0.37 |
-0.3% |
116.82 |
Close |
118.04 |
117.47 |
-0.57 |
-0.5% |
117.41 |
Range |
0.41 |
0.29 |
-0.12 |
-29.3% |
0.95 |
ATR |
0.39 |
0.41 |
0.02 |
6.1% |
0.00 |
Volume |
909 |
231 |
-678 |
-74.6% |
1,058 |
|
Daily Pivots for day following 11-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118.34 |
118.19 |
117.63 |
|
R3 |
118.05 |
117.90 |
117.55 |
|
R2 |
117.76 |
117.76 |
117.52 |
|
R1 |
117.61 |
117.61 |
117.50 |
117.54 |
PP |
117.47 |
117.47 |
117.47 |
117.43 |
S1 |
117.32 |
117.32 |
117.44 |
117.25 |
S2 |
117.18 |
117.18 |
117.42 |
|
S3 |
116.89 |
117.03 |
117.39 |
|
S4 |
116.60 |
116.74 |
117.31 |
|
|
Weekly Pivots for week ending 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120.18 |
119.75 |
117.93 |
|
R3 |
119.23 |
118.80 |
117.67 |
|
R2 |
118.28 |
118.28 |
117.58 |
|
R1 |
117.85 |
117.85 |
117.50 |
118.07 |
PP |
117.33 |
117.33 |
117.33 |
117.44 |
S1 |
116.90 |
116.90 |
117.32 |
117.12 |
S2 |
116.38 |
116.38 |
117.24 |
|
S3 |
115.43 |
115.95 |
117.15 |
|
S4 |
114.48 |
115.00 |
116.89 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
118.84 |
2.618 |
118.37 |
1.618 |
118.08 |
1.000 |
117.90 |
0.618 |
117.79 |
HIGH |
117.61 |
0.618 |
117.50 |
0.500 |
117.47 |
0.382 |
117.43 |
LOW |
117.32 |
0.618 |
117.14 |
1.000 |
117.03 |
1.618 |
116.85 |
2.618 |
116.56 |
4.250 |
116.09 |
|
|
Fisher Pivots for day following 11-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
117.47 |
117.65 |
PP |
117.47 |
117.59 |
S1 |
117.47 |
117.53 |
|