Euro Bund Future September 2008
| Trading Metrics calculated at close of trading on 21-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2008 |
21-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
114.67 |
114.17 |
-0.50 |
-0.4% |
116.25 |
| High |
114.67 |
114.42 |
-0.25 |
-0.2% |
116.33 |
| Low |
114.03 |
114.17 |
0.14 |
0.1% |
114.03 |
| Close |
114.15 |
114.30 |
0.15 |
0.1% |
114.15 |
| Range |
0.64 |
0.25 |
-0.39 |
-60.9% |
2.30 |
| ATR |
0.53 |
0.52 |
-0.02 |
-3.5% |
0.00 |
| Volume |
429 |
245 |
-184 |
-42.9% |
829 |
|
| Daily Pivots for day following 21-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.05 |
114.92 |
114.44 |
|
| R3 |
114.80 |
114.67 |
114.37 |
|
| R2 |
114.55 |
114.55 |
114.35 |
|
| R1 |
114.42 |
114.42 |
114.32 |
114.49 |
| PP |
114.30 |
114.30 |
114.30 |
114.33 |
| S1 |
114.17 |
114.17 |
114.28 |
114.24 |
| S2 |
114.05 |
114.05 |
114.25 |
|
| S3 |
113.80 |
113.92 |
114.23 |
|
| S4 |
113.55 |
113.67 |
114.16 |
|
|
| Weekly Pivots for week ending 18-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.74 |
120.24 |
115.42 |
|
| R3 |
119.44 |
117.94 |
114.78 |
|
| R2 |
117.14 |
117.14 |
114.57 |
|
| R1 |
115.64 |
115.64 |
114.36 |
115.24 |
| PP |
114.84 |
114.84 |
114.84 |
114.64 |
| S1 |
113.34 |
113.34 |
113.94 |
112.94 |
| S2 |
112.54 |
112.54 |
113.73 |
|
| S3 |
110.24 |
111.04 |
113.52 |
|
| S4 |
107.94 |
108.74 |
112.89 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116.28 |
114.03 |
2.25 |
2.0% |
0.54 |
0.5% |
12% |
False |
False |
193 |
| 10 |
116.33 |
114.03 |
2.30 |
2.0% |
0.50 |
0.4% |
12% |
False |
False |
137 |
| 20 |
117.25 |
114.03 |
3.22 |
2.8% |
0.45 |
0.4% |
8% |
False |
False |
160 |
| 40 |
118.50 |
114.03 |
4.47 |
3.9% |
0.32 |
0.3% |
6% |
False |
False |
191 |
| 60 |
118.50 |
114.03 |
4.47 |
3.9% |
0.22 |
0.2% |
6% |
False |
False |
252 |
| 80 |
118.50 |
112.52 |
5.98 |
5.2% |
0.17 |
0.1% |
30% |
False |
False |
286 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.48 |
|
2.618 |
115.07 |
|
1.618 |
114.82 |
|
1.000 |
114.67 |
|
0.618 |
114.57 |
|
HIGH |
114.42 |
|
0.618 |
114.32 |
|
0.500 |
114.30 |
|
0.382 |
114.27 |
|
LOW |
114.17 |
|
0.618 |
114.02 |
|
1.000 |
113.92 |
|
1.618 |
113.77 |
|
2.618 |
113.52 |
|
4.250 |
113.11 |
|
|
| Fisher Pivots for day following 21-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114.30 |
114.58 |
| PP |
114.30 |
114.49 |
| S1 |
114.30 |
114.39 |
|