Euro Bund Future September 2008
Trading Metrics calculated at close of trading on 13-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2008 |
13-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
117.18 |
117.95 |
0.77 |
0.7% |
116.82 |
High |
117.81 |
117.95 |
0.14 |
0.1% |
117.77 |
Low |
117.18 |
117.77 |
0.59 |
0.5% |
116.82 |
Close |
117.64 |
117.80 |
0.16 |
0.1% |
117.41 |
Range |
0.63 |
0.18 |
-0.45 |
-71.4% |
0.95 |
ATR |
0.43 |
0.42 |
-0.01 |
-2.0% |
0.00 |
Volume |
95 |
63 |
-32 |
-33.7% |
1,058 |
|
Daily Pivots for day following 13-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118.38 |
118.27 |
117.90 |
|
R3 |
118.20 |
118.09 |
117.85 |
|
R2 |
118.02 |
118.02 |
117.83 |
|
R1 |
117.91 |
117.91 |
117.82 |
117.88 |
PP |
117.84 |
117.84 |
117.84 |
117.82 |
S1 |
117.73 |
117.73 |
117.78 |
117.70 |
S2 |
117.66 |
117.66 |
117.77 |
|
S3 |
117.48 |
117.55 |
117.75 |
|
S4 |
117.30 |
117.37 |
117.70 |
|
|
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 |
118.72 |
2.618 |
118.42 |
1.618 |
118.24 |
1.000 |
118.13 |
0.618 |
118.06 |
HIGH |
117.95 |
0.618 |
117.88 |
0.500 |
117.86 |
0.382 |
117.84 |
LOW |
117.77 |
0.618 |
117.66 |
1.000 |
117.59 |
1.618 |
117.48 |
2.618 |
117.30 |
4.250 |
117.01 |
|
|
Fisher Pivots for day following 13-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
117.86 |
117.72 |
PP |
117.84 |
117.64 |
S1 |
117.82 |
117.57 |
|