Euro Bund Future September 2008
Trading Metrics calculated at close of trading on 10-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2008 |
10-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
115.50 |
115.58 |
0.08 |
0.1% |
116.33 |
High |
115.68 |
115.88 |
0.20 |
0.2% |
116.42 |
Low |
115.04 |
115.46 |
0.42 |
0.4% |
115.55 |
Close |
115.21 |
115.59 |
0.38 |
0.3% |
115.85 |
Range |
0.64 |
0.42 |
-0.22 |
-34.4% |
0.87 |
ATR |
0.48 |
0.49 |
0.01 |
2.9% |
0.00 |
Volume |
39 |
197 |
158 |
405.1% |
922 |
|
Daily Pivots for day following 10-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116.90 |
116.67 |
115.82 |
|
R3 |
116.48 |
116.25 |
115.71 |
|
R2 |
116.06 |
116.06 |
115.67 |
|
R1 |
115.83 |
115.83 |
115.63 |
115.95 |
PP |
115.64 |
115.64 |
115.64 |
115.70 |
S1 |
115.41 |
115.41 |
115.55 |
115.53 |
S2 |
115.22 |
115.22 |
115.51 |
|
S3 |
114.80 |
114.99 |
115.47 |
|
S4 |
114.38 |
114.57 |
115.36 |
|
|
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 |
116.00 |
115.04 |
0.96 |
0.8% |
0.38 |
0.3% |
57% |
False |
False |
104 |
10 |
116.42 |
114.80 |
1.62 |
1.4% |
0.36 |
0.3% |
49% |
False |
False |
137 |
20 |
118.50 |
114.80 |
3.70 |
3.2% |
0.37 |
0.3% |
21% |
False |
False |
168 |
40 |
118.50 |
114.80 |
3.70 |
3.2% |
0.23 |
0.2% |
21% |
False |
False |
254 |
60 |
118.50 |
114.80 |
3.70 |
3.2% |
0.16 |
0.1% |
21% |
False |
False |
303 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
117.67 |
2.618 |
116.98 |
1.618 |
116.56 |
1.000 |
116.30 |
0.618 |
116.14 |
HIGH |
115.88 |
0.618 |
115.72 |
0.500 |
115.67 |
0.382 |
115.62 |
LOW |
115.46 |
0.618 |
115.20 |
1.000 |
115.04 |
1.618 |
114.78 |
2.618 |
114.36 |
4.250 |
113.68 |
|
|
Fisher Pivots for day following 10-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
115.67 |
115.55 |
PP |
115.64 |
115.50 |
S1 |
115.62 |
115.46 |
|