Euro Bund Future September 2008
| Trading Metrics calculated at close of trading on 24-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2008 |
24-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
114.14 |
114.24 |
0.10 |
0.1% |
116.25 |
| High |
114.28 |
114.71 |
0.43 |
0.4% |
116.33 |
| Low |
114.13 |
113.77 |
-0.36 |
-0.3% |
114.03 |
| Close |
114.14 |
113.78 |
-0.36 |
-0.3% |
114.15 |
| Range |
0.15 |
0.94 |
0.79 |
526.7% |
2.30 |
| ATR |
0.49 |
0.52 |
0.03 |
6.6% |
0.00 |
| Volume |
814 |
691 |
-123 |
-15.1% |
829 |
|
| Daily Pivots for day following 24-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.91 |
116.28 |
114.30 |
|
| R3 |
115.97 |
115.34 |
114.04 |
|
| R2 |
115.03 |
115.03 |
113.95 |
|
| R1 |
114.40 |
114.40 |
113.87 |
114.25 |
| PP |
114.09 |
114.09 |
114.09 |
114.01 |
| S1 |
113.46 |
113.46 |
113.69 |
113.31 |
| S2 |
113.15 |
113.15 |
113.61 |
|
| S3 |
112.21 |
112.52 |
113.52 |
|
| S4 |
111.27 |
111.58 |
113.26 |
|
|
| 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 |
114.71 |
113.77 |
0.94 |
0.8% |
0.46 |
0.4% |
1% |
True |
True |
895 |
| 10 |
116.33 |
113.77 |
2.56 |
2.2% |
0.51 |
0.4% |
0% |
False |
True |
492 |
| 20 |
116.42 |
113.77 |
2.65 |
2.3% |
0.44 |
0.4% |
0% |
False |
True |
314 |
| 40 |
118.50 |
113.77 |
4.73 |
4.2% |
0.35 |
0.3% |
0% |
False |
True |
279 |
| 60 |
118.50 |
113.77 |
4.73 |
4.2% |
0.24 |
0.2% |
0% |
False |
True |
296 |
| 80 |
118.50 |
113.77 |
4.73 |
4.2% |
0.18 |
0.2% |
0% |
False |
True |
330 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.71 |
|
2.618 |
117.17 |
|
1.618 |
116.23 |
|
1.000 |
115.65 |
|
0.618 |
115.29 |
|
HIGH |
114.71 |
|
0.618 |
114.35 |
|
0.500 |
114.24 |
|
0.382 |
114.13 |
|
LOW |
113.77 |
|
0.618 |
113.19 |
|
1.000 |
112.83 |
|
1.618 |
112.25 |
|
2.618 |
111.31 |
|
4.250 |
109.78 |
|
|
| Fisher Pivots for day following 24-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114.24 |
114.24 |
| PP |
114.09 |
114.09 |
| S1 |
113.93 |
113.93 |
|