Euro Bund Future September 2008
Trading Metrics calculated at close of trading on 17-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2008 |
17-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
118.04 |
118.29 |
0.25 |
0.2% |
117.69 |
High |
118.30 |
118.50 |
0.20 |
0.2% |
118.30 |
Low |
117.97 |
118.24 |
0.27 |
0.2% |
117.18 |
Close |
117.97 |
118.32 |
0.35 |
0.3% |
117.97 |
Range |
0.33 |
0.26 |
-0.07 |
-21.2% |
1.12 |
ATR |
0.42 |
0.43 |
0.01 |
1.8% |
0.00 |
Volume |
529 |
220 |
-309 |
-58.4% |
1,827 |
|
Daily Pivots for day following 17-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119.13 |
118.99 |
118.46 |
|
R3 |
118.87 |
118.73 |
118.39 |
|
R2 |
118.61 |
118.61 |
118.37 |
|
R1 |
118.47 |
118.47 |
118.34 |
118.54 |
PP |
118.35 |
118.35 |
118.35 |
118.39 |
S1 |
118.21 |
118.21 |
118.30 |
118.28 |
S2 |
118.09 |
118.09 |
118.27 |
|
S3 |
117.83 |
117.95 |
118.25 |
|
S4 |
117.57 |
117.69 |
118.18 |
|
|
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 |
119.61 |
2.618 |
119.18 |
1.618 |
118.92 |
1.000 |
118.76 |
0.618 |
118.66 |
HIGH |
118.50 |
0.618 |
118.40 |
0.500 |
118.37 |
0.382 |
118.34 |
LOW |
118.24 |
0.618 |
118.08 |
1.000 |
117.98 |
1.618 |
117.82 |
2.618 |
117.56 |
4.250 |
117.14 |
|
|
Fisher Pivots for day following 17-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
118.37 |
118.26 |
PP |
118.35 |
118.20 |
S1 |
118.34 |
118.14 |
|