Euro Bund Future September 2008
| Trading Metrics calculated at close of trading on 22-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2008 |
22-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
114.17 |
114.16 |
-0.01 |
0.0% |
116.25 |
| High |
114.42 |
114.20 |
-0.22 |
-0.2% |
116.33 |
| Low |
114.17 |
113.90 |
-0.27 |
-0.2% |
114.03 |
| Close |
114.30 |
114.02 |
-0.28 |
-0.2% |
114.15 |
| Range |
0.25 |
0.30 |
0.05 |
20.0% |
2.30 |
| ATR |
0.52 |
0.51 |
-0.01 |
-1.6% |
0.00 |
| Volume |
245 |
2,297 |
2,052 |
837.6% |
829 |
|
| Daily Pivots for day following 22-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.94 |
114.78 |
114.19 |
|
| R3 |
114.64 |
114.48 |
114.10 |
|
| R2 |
114.34 |
114.34 |
114.08 |
|
| R1 |
114.18 |
114.18 |
114.05 |
114.11 |
| PP |
114.04 |
114.04 |
114.04 |
114.01 |
| S1 |
113.88 |
113.88 |
113.99 |
113.81 |
| S2 |
113.74 |
113.74 |
113.97 |
|
| S3 |
113.44 |
113.58 |
113.94 |
|
| S4 |
113.14 |
113.28 |
113.86 |
|
|
| 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 |
115.65 |
113.90 |
1.75 |
1.5% |
0.46 |
0.4% |
7% |
False |
True |
644 |
| 10 |
116.33 |
113.90 |
2.43 |
2.1% |
0.51 |
0.4% |
5% |
False |
True |
365 |
| 20 |
116.65 |
113.90 |
2.75 |
2.4% |
0.42 |
0.4% |
4% |
False |
True |
271 |
| 40 |
118.50 |
113.90 |
4.60 |
4.0% |
0.33 |
0.3% |
3% |
False |
True |
246 |
| 60 |
118.50 |
113.90 |
4.60 |
4.0% |
0.22 |
0.2% |
3% |
False |
True |
288 |
| 80 |
118.50 |
112.52 |
5.98 |
5.2% |
0.17 |
0.1% |
25% |
False |
False |
313 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.48 |
|
2.618 |
114.99 |
|
1.618 |
114.69 |
|
1.000 |
114.50 |
|
0.618 |
114.39 |
|
HIGH |
114.20 |
|
0.618 |
114.09 |
|
0.500 |
114.05 |
|
0.382 |
114.01 |
|
LOW |
113.90 |
|
0.618 |
113.71 |
|
1.000 |
113.60 |
|
1.618 |
113.41 |
|
2.618 |
113.11 |
|
4.250 |
112.63 |
|
|
| Fisher Pivots for day following 22-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114.05 |
114.29 |
| PP |
114.04 |
114.20 |
| S1 |
114.03 |
114.11 |
|