Euro Bund Future September 2008
| Trading Metrics calculated at close of trading on 28-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2008 |
28-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
116.23 |
115.82 |
-0.41 |
-0.4% |
117.25 |
| High |
116.23 |
116.29 |
0.06 |
0.1% |
117.25 |
| Low |
116.00 |
114.80 |
-1.20 |
-1.0% |
114.80 |
| Close |
116.09 |
116.11 |
0.02 |
0.0% |
116.11 |
| Range |
0.23 |
1.49 |
1.26 |
547.8% |
2.45 |
| ATR |
0.46 |
0.54 |
0.07 |
15.8% |
0.00 |
| Volume |
368 |
91 |
-277 |
-75.3% |
804 |
|
| Daily Pivots for day following 28-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.20 |
119.65 |
116.93 |
|
| R3 |
118.71 |
118.16 |
116.52 |
|
| R2 |
117.22 |
117.22 |
116.38 |
|
| R1 |
116.67 |
116.67 |
116.25 |
116.95 |
| PP |
115.73 |
115.73 |
115.73 |
115.87 |
| S1 |
115.18 |
115.18 |
115.97 |
115.46 |
| S2 |
114.24 |
114.24 |
115.84 |
|
| S3 |
112.75 |
113.69 |
115.70 |
|
| S4 |
111.26 |
112.20 |
115.29 |
|
|
| Weekly Pivots for week ending 28-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.40 |
122.21 |
117.46 |
|
| R3 |
120.95 |
119.76 |
116.78 |
|
| R2 |
118.50 |
118.50 |
116.56 |
|
| R1 |
117.31 |
117.31 |
116.33 |
116.68 |
| PP |
116.05 |
116.05 |
116.05 |
115.74 |
| S1 |
114.86 |
114.86 |
115.89 |
114.23 |
| S2 |
113.60 |
113.60 |
115.66 |
|
| S3 |
111.15 |
112.41 |
115.44 |
|
| S4 |
108.70 |
109.96 |
114.76 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122.62 |
|
2.618 |
120.19 |
|
1.618 |
118.70 |
|
1.000 |
117.78 |
|
0.618 |
117.21 |
|
HIGH |
116.29 |
|
0.618 |
115.72 |
|
0.500 |
115.55 |
|
0.382 |
115.37 |
|
LOW |
114.80 |
|
0.618 |
113.88 |
|
1.000 |
113.31 |
|
1.618 |
112.39 |
|
2.618 |
110.90 |
|
4.250 |
108.47 |
|
|
| Fisher Pivots for day following 28-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115.92 |
115.98 |
| PP |
115.73 |
115.85 |
| S1 |
115.55 |
115.73 |
|