Euro Bund Future September 2008
Trading Metrics calculated at close of trading on 01-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2008 |
01-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
116.33 |
115.69 |
-0.64 |
-0.6% |
117.25 |
High |
116.42 |
115.69 |
-0.73 |
-0.6% |
117.25 |
Low |
116.33 |
115.69 |
-0.64 |
-0.6% |
114.80 |
Close |
116.33 |
115.69 |
-0.64 |
-0.6% |
116.11 |
Range |
0.09 |
0.00 |
-0.09 |
-100.0% |
2.45 |
ATR |
0.52 |
0.53 |
0.01 |
1.6% |
0.00 |
Volume |
63 |
63 |
0 |
0.0% |
804 |
|
Daily Pivots for day following 01-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115.69 |
115.69 |
115.69 |
|
R3 |
115.69 |
115.69 |
115.69 |
|
R2 |
115.69 |
115.69 |
115.69 |
|
R1 |
115.69 |
115.69 |
115.69 |
115.69 |
PP |
115.69 |
115.69 |
115.69 |
115.69 |
S1 |
115.69 |
115.69 |
115.69 |
115.69 |
S2 |
115.69 |
115.69 |
115.69 |
|
S3 |
115.69 |
115.69 |
115.69 |
|
S4 |
115.69 |
115.69 |
115.69 |
|
|
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 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
116.65 |
114.80 |
1.85 |
1.6% |
0.45 |
0.4% |
48% |
False |
False |
172 |
10 |
118.50 |
114.80 |
3.70 |
3.2% |
0.42 |
0.4% |
24% |
False |
False |
153 |
20 |
118.50 |
114.80 |
3.70 |
3.2% |
0.35 |
0.3% |
24% |
False |
False |
221 |
40 |
118.50 |
114.80 |
3.70 |
3.2% |
0.18 |
0.2% |
24% |
False |
False |
260 |
60 |
118.50 |
114.46 |
4.04 |
3.5% |
0.12 |
0.1% |
30% |
False |
False |
333 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
115.69 |
2.618 |
115.69 |
1.618 |
115.69 |
1.000 |
115.69 |
0.618 |
115.69 |
HIGH |
115.69 |
0.618 |
115.69 |
0.500 |
115.69 |
0.382 |
115.69 |
LOW |
115.69 |
0.618 |
115.69 |
1.000 |
115.69 |
1.618 |
115.69 |
2.618 |
115.69 |
4.250 |
115.69 |
|
|
Fisher Pivots for day following 01-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
115.69 |
115.66 |
PP |
115.69 |
115.64 |
S1 |
115.69 |
115.61 |
|