Euro Bund Future September 2008
Trading Metrics calculated at close of trading on 02-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2008 |
02-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
115.69 |
115.55 |
-0.14 |
-0.1% |
117.25 |
High |
115.69 |
115.55 |
-0.14 |
-0.1% |
117.25 |
Low |
115.69 |
115.55 |
-0.14 |
-0.1% |
114.80 |
Close |
115.69 |
115.55 |
-0.14 |
-0.1% |
116.11 |
Range |
|
|
|
|
|
ATR |
0.53 |
0.50 |
-0.03 |
-5.3% |
0.00 |
Volume |
63 |
379 |
316 |
501.6% |
804 |
|
Daily Pivots for day following 02-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115.55 |
115.55 |
115.55 |
|
R3 |
115.55 |
115.55 |
115.55 |
|
R2 |
115.55 |
115.55 |
115.55 |
|
R1 |
115.55 |
115.55 |
115.55 |
115.55 |
PP |
115.55 |
115.55 |
115.55 |
115.55 |
S1 |
115.55 |
115.55 |
115.55 |
115.55 |
S2 |
115.55 |
115.55 |
115.55 |
|
S3 |
115.55 |
115.55 |
115.55 |
|
S4 |
115.55 |
115.55 |
115.55 |
|
|
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 |
116.42 |
114.80 |
1.62 |
1.4% |
0.36 |
0.3% |
46% |
False |
False |
192 |
10 |
118.13 |
114.80 |
3.33 |
2.9% |
0.40 |
0.3% |
23% |
False |
False |
169 |
20 |
118.50 |
114.80 |
3.70 |
3.2% |
0.34 |
0.3% |
20% |
False |
False |
239 |
40 |
118.50 |
114.80 |
3.70 |
3.2% |
0.18 |
0.2% |
20% |
False |
False |
269 |
60 |
118.50 |
114.46 |
4.04 |
3.5% |
0.12 |
0.1% |
27% |
False |
False |
335 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
115.55 |
2.618 |
115.55 |
1.618 |
115.55 |
1.000 |
115.55 |
0.618 |
115.55 |
HIGH |
115.55 |
0.618 |
115.55 |
0.500 |
115.55 |
0.382 |
115.55 |
LOW |
115.55 |
0.618 |
115.55 |
1.000 |
115.55 |
1.618 |
115.55 |
2.618 |
115.55 |
4.250 |
115.55 |
|
|
Fisher Pivots for day following 02-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
115.55 |
115.99 |
PP |
115.55 |
115.84 |
S1 |
115.55 |
115.70 |
|