Euro Bund Future September 2008
Trading Metrics calculated at close of trading on 14-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2008 |
14-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
117.95 |
118.04 |
0.09 |
0.1% |
117.69 |
High |
117.95 |
118.30 |
0.35 |
0.3% |
118.30 |
Low |
117.77 |
117.97 |
0.20 |
0.2% |
117.18 |
Close |
117.80 |
117.97 |
0.17 |
0.1% |
117.97 |
Range |
0.18 |
0.33 |
0.15 |
83.3% |
1.12 |
ATR |
0.42 |
0.42 |
0.01 |
1.4% |
0.00 |
Volume |
63 |
529 |
466 |
739.7% |
1,827 |
|
Daily Pivots for day following 14-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119.07 |
118.85 |
118.15 |
|
R3 |
118.74 |
118.52 |
118.06 |
|
R2 |
118.41 |
118.41 |
118.03 |
|
R1 |
118.19 |
118.19 |
118.00 |
118.14 |
PP |
118.08 |
118.08 |
118.08 |
118.05 |
S1 |
117.86 |
117.86 |
117.94 |
117.81 |
S2 |
117.75 |
117.75 |
117.91 |
|
S3 |
117.42 |
117.53 |
117.88 |
|
S4 |
117.09 |
117.20 |
117.79 |
|
|
Weekly Pivots for week ending 14-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121.18 |
120.69 |
118.59 |
|
R3 |
120.06 |
119.57 |
118.28 |
|
R2 |
118.94 |
118.94 |
118.18 |
|
R1 |
118.45 |
118.45 |
118.07 |
118.70 |
PP |
117.82 |
117.82 |
117.82 |
117.94 |
S1 |
117.33 |
117.33 |
117.87 |
117.58 |
S2 |
116.70 |
116.70 |
117.76 |
|
S3 |
115.58 |
116.21 |
117.66 |
|
S4 |
114.46 |
115.09 |
117.35 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
119.70 |
2.618 |
119.16 |
1.618 |
118.83 |
1.000 |
118.63 |
0.618 |
118.50 |
HIGH |
118.30 |
0.618 |
118.17 |
0.500 |
118.14 |
0.382 |
118.10 |
LOW |
117.97 |
0.618 |
117.77 |
1.000 |
117.64 |
1.618 |
117.44 |
2.618 |
117.11 |
4.250 |
116.57 |
|
|
Fisher Pivots for day following 14-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
118.14 |
117.89 |
PP |
118.08 |
117.82 |
S1 |
118.03 |
117.74 |
|