Euro Bund Future September 2008
Trading Metrics calculated at close of trading on 25-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2008 |
25-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
117.68 |
117.25 |
-0.43 |
-0.4% |
118.29 |
High |
117.68 |
117.25 |
-0.43 |
-0.4% |
118.50 |
Low |
117.68 |
116.38 |
-1.30 |
-1.1% |
117.56 |
Close |
117.68 |
116.47 |
-1.21 |
-1.0% |
117.68 |
Range |
0.00 |
0.87 |
0.87 |
|
0.94 |
ATR |
0.41 |
0.48 |
0.06 |
15.4% |
0.00 |
Volume |
114 |
67 |
-47 |
-41.2% |
606 |
|
Daily Pivots for day following 25-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119.31 |
118.76 |
116.95 |
|
R3 |
118.44 |
117.89 |
116.71 |
|
R2 |
117.57 |
117.57 |
116.63 |
|
R1 |
117.02 |
117.02 |
116.55 |
116.86 |
PP |
116.70 |
116.70 |
116.70 |
116.62 |
S1 |
116.15 |
116.15 |
116.39 |
115.99 |
S2 |
115.83 |
115.83 |
116.31 |
|
S3 |
114.96 |
115.28 |
116.23 |
|
S4 |
114.09 |
114.41 |
115.99 |
|
|
Weekly Pivots for week ending 21-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120.73 |
120.15 |
118.20 |
|
R3 |
119.79 |
119.21 |
117.94 |
|
R2 |
118.85 |
118.85 |
117.85 |
|
R1 |
118.27 |
118.27 |
117.77 |
118.09 |
PP |
117.91 |
117.91 |
117.91 |
117.83 |
S1 |
117.33 |
117.33 |
117.59 |
117.15 |
S2 |
116.97 |
116.97 |
117.51 |
|
S3 |
116.03 |
116.39 |
117.42 |
|
S4 |
115.09 |
115.45 |
117.16 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
120.95 |
2.618 |
119.53 |
1.618 |
118.66 |
1.000 |
118.12 |
0.618 |
117.79 |
HIGH |
117.25 |
0.618 |
116.92 |
0.500 |
116.82 |
0.382 |
116.71 |
LOW |
116.38 |
0.618 |
115.84 |
1.000 |
115.51 |
1.618 |
114.97 |
2.618 |
114.10 |
4.250 |
112.68 |
|
|
Fisher Pivots for day following 25-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
116.82 |
117.09 |
PP |
116.70 |
116.88 |
S1 |
116.59 |
116.68 |
|