Euro Bund Future September 2008
Trading Metrics calculated at close of trading on 04-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2008 |
04-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
115.70 |
115.62 |
-0.08 |
-0.1% |
116.33 |
High |
115.70 |
116.00 |
0.30 |
0.3% |
116.42 |
Low |
115.55 |
115.62 |
0.07 |
0.1% |
115.55 |
Close |
115.60 |
115.85 |
0.25 |
0.2% |
115.85 |
Range |
0.15 |
0.38 |
0.23 |
153.3% |
0.87 |
ATR |
0.48 |
0.47 |
-0.01 |
-1.1% |
0.00 |
Volume |
257 |
160 |
-97 |
-37.7% |
922 |
|
Daily Pivots for day following 04-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116.96 |
116.79 |
116.06 |
|
R3 |
116.58 |
116.41 |
115.95 |
|
R2 |
116.20 |
116.20 |
115.92 |
|
R1 |
116.03 |
116.03 |
115.88 |
116.12 |
PP |
115.82 |
115.82 |
115.82 |
115.87 |
S1 |
115.65 |
115.65 |
115.82 |
115.74 |
S2 |
115.44 |
115.44 |
115.78 |
|
S3 |
115.06 |
115.27 |
115.75 |
|
S4 |
114.68 |
114.89 |
115.64 |
|
|
Weekly Pivots for week ending 04-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118.55 |
118.07 |
116.33 |
|
R3 |
117.68 |
117.20 |
116.09 |
|
R2 |
116.81 |
116.81 |
116.01 |
|
R1 |
116.33 |
116.33 |
115.93 |
116.14 |
PP |
115.94 |
115.94 |
115.94 |
115.84 |
S1 |
115.46 |
115.46 |
115.77 |
115.27 |
S2 |
115.07 |
115.07 |
115.69 |
|
S3 |
114.20 |
114.59 |
115.61 |
|
S4 |
113.33 |
113.72 |
115.37 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
116.42 |
115.55 |
0.87 |
0.8% |
0.12 |
0.1% |
34% |
False |
False |
184 |
10 |
117.68 |
114.80 |
2.88 |
2.5% |
0.37 |
0.3% |
36% |
False |
False |
184 |
20 |
118.50 |
114.80 |
3.70 |
3.2% |
0.36 |
0.3% |
28% |
False |
False |
248 |
40 |
118.50 |
114.80 |
3.70 |
3.2% |
0.19 |
0.2% |
28% |
False |
False |
261 |
60 |
118.50 |
114.80 |
3.70 |
3.2% |
0.13 |
0.1% |
28% |
False |
False |
324 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
117.62 |
2.618 |
116.99 |
1.618 |
116.61 |
1.000 |
116.38 |
0.618 |
116.23 |
HIGH |
116.00 |
0.618 |
115.85 |
0.500 |
115.81 |
0.382 |
115.77 |
LOW |
115.62 |
0.618 |
115.39 |
1.000 |
115.24 |
1.618 |
115.01 |
2.618 |
114.63 |
4.250 |
114.01 |
|
|
Fisher Pivots for day following 04-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
115.84 |
115.83 |
PP |
115.82 |
115.80 |
S1 |
115.81 |
115.78 |
|