Euro Bund Future September 2008
Trading Metrics calculated at close of trading on 27-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2008 |
27-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
116.61 |
116.23 |
-0.38 |
-0.3% |
118.29 |
High |
116.65 |
116.23 |
-0.42 |
-0.4% |
118.50 |
Low |
116.19 |
116.00 |
-0.19 |
-0.2% |
117.56 |
Close |
116.33 |
116.09 |
-0.24 |
-0.2% |
117.68 |
Range |
0.46 |
0.23 |
-0.23 |
-50.0% |
0.94 |
ATR |
0.47 |
0.46 |
-0.01 |
-2.2% |
0.00 |
Volume |
278 |
368 |
90 |
32.4% |
606 |
|
Daily Pivots for day following 27-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116.80 |
116.67 |
116.22 |
|
R3 |
116.57 |
116.44 |
116.15 |
|
R2 |
116.34 |
116.34 |
116.13 |
|
R1 |
116.21 |
116.21 |
116.11 |
116.16 |
PP |
116.11 |
116.11 |
116.11 |
116.08 |
S1 |
115.98 |
115.98 |
116.07 |
115.93 |
S2 |
115.88 |
115.88 |
116.05 |
|
S3 |
115.65 |
115.75 |
116.03 |
|
S4 |
115.42 |
115.52 |
115.96 |
|
|
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 |
117.21 |
2.618 |
116.83 |
1.618 |
116.60 |
1.000 |
116.46 |
0.618 |
116.37 |
HIGH |
116.23 |
0.618 |
116.14 |
0.500 |
116.12 |
0.382 |
116.09 |
LOW |
116.00 |
0.618 |
115.86 |
1.000 |
115.77 |
1.618 |
115.63 |
2.618 |
115.40 |
4.250 |
115.02 |
|
|
Fisher Pivots for day following 27-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
116.12 |
116.63 |
PP |
116.11 |
116.45 |
S1 |
116.10 |
116.27 |
|