Euro Bund Future September 2008
| Trading Metrics calculated at close of trading on 12-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2008 |
12-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
117.61 |
117.18 |
-0.43 |
-0.4% |
116.82 |
| High |
117.61 |
117.81 |
0.20 |
0.2% |
117.77 |
| Low |
117.32 |
117.18 |
-0.14 |
-0.1% |
116.82 |
| Close |
117.47 |
117.64 |
0.17 |
0.1% |
117.41 |
| Range |
0.29 |
0.63 |
0.34 |
117.2% |
0.95 |
| ATR |
0.41 |
0.43 |
0.02 |
3.8% |
0.00 |
| Volume |
231 |
95 |
-136 |
-58.9% |
1,058 |
|
| Daily Pivots for day following 12-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.43 |
119.17 |
117.99 |
|
| R3 |
118.80 |
118.54 |
117.81 |
|
| R2 |
118.17 |
118.17 |
117.76 |
|
| R1 |
117.91 |
117.91 |
117.70 |
118.04 |
| PP |
117.54 |
117.54 |
117.54 |
117.61 |
| S1 |
117.28 |
117.28 |
117.58 |
117.41 |
| S2 |
116.91 |
116.91 |
117.52 |
|
| S3 |
116.28 |
116.65 |
117.47 |
|
| S4 |
115.65 |
116.02 |
117.29 |
|
|
| 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 |
120.49 |
|
2.618 |
119.46 |
|
1.618 |
118.83 |
|
1.000 |
118.44 |
|
0.618 |
118.20 |
|
HIGH |
117.81 |
|
0.618 |
117.57 |
|
0.500 |
117.50 |
|
0.382 |
117.42 |
|
LOW |
117.18 |
|
0.618 |
116.79 |
|
1.000 |
116.55 |
|
1.618 |
116.16 |
|
2.618 |
115.53 |
|
4.250 |
114.50 |
|
|
| Fisher Pivots for day following 12-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117.59 |
117.64 |
| PP |
117.54 |
117.64 |
| S1 |
117.50 |
117.64 |
|