Euro Bund Future September 2008
Trading Metrics calculated at close of trading on 20-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2008 |
20-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
117.68 |
117.68 |
0.00 |
0.0% |
117.69 |
High |
117.80 |
117.68 |
-0.12 |
-0.1% |
118.30 |
Low |
117.56 |
117.68 |
0.12 |
0.1% |
117.18 |
Close |
117.73 |
117.68 |
-0.05 |
0.0% |
117.97 |
Range |
0.24 |
0.00 |
-0.24 |
-100.0% |
1.12 |
ATR |
0.44 |
0.41 |
-0.03 |
-6.3% |
0.00 |
Volume |
114 |
114 |
0 |
0.0% |
1,827 |
|
Daily Pivots for day following 20-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117.68 |
117.68 |
117.68 |
|
R3 |
117.68 |
117.68 |
117.68 |
|
R2 |
117.68 |
117.68 |
117.68 |
|
R1 |
117.68 |
117.68 |
117.68 |
117.68 |
PP |
117.68 |
117.68 |
117.68 |
117.68 |
S1 |
117.68 |
117.68 |
117.68 |
117.68 |
S2 |
117.68 |
117.68 |
117.68 |
|
S3 |
117.68 |
117.68 |
117.68 |
|
S4 |
117.68 |
117.68 |
117.68 |
|
|
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 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
118.50 |
117.56 |
0.94 |
0.8% |
0.28 |
0.2% |
13% |
False |
False |
227 |
10 |
118.50 |
117.18 |
1.32 |
1.1% |
0.35 |
0.3% |
38% |
False |
False |
264 |
20 |
118.50 |
114.95 |
3.55 |
3.0% |
0.19 |
0.2% |
77% |
False |
False |
223 |
40 |
118.50 |
114.95 |
3.55 |
3.0% |
0.10 |
0.1% |
77% |
False |
False |
297 |
60 |
118.50 |
112.52 |
5.98 |
5.1% |
0.07 |
0.1% |
86% |
False |
False |
328 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
117.68 |
2.618 |
117.68 |
1.618 |
117.68 |
1.000 |
117.68 |
0.618 |
117.68 |
HIGH |
117.68 |
0.618 |
117.68 |
0.500 |
117.68 |
0.382 |
117.68 |
LOW |
117.68 |
0.618 |
117.68 |
1.000 |
117.68 |
1.618 |
117.68 |
2.618 |
117.68 |
4.250 |
117.68 |
|
|
Fisher Pivots for day following 20-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
117.68 |
117.85 |
PP |
117.68 |
117.79 |
S1 |
117.68 |
117.74 |
|