Euro Bund Future September 2008
| Trading Metrics calculated at close of trading on 25-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2008 |
25-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
114.24 |
113.55 |
-0.69 |
-0.6% |
114.17 |
| High |
114.71 |
113.97 |
-0.74 |
-0.6% |
114.71 |
| Low |
113.77 |
113.36 |
-0.41 |
-0.4% |
113.36 |
| Close |
113.78 |
113.93 |
0.15 |
0.1% |
113.93 |
| Range |
0.94 |
0.61 |
-0.33 |
-35.1% |
1.35 |
| ATR |
0.52 |
0.53 |
0.01 |
1.2% |
0.00 |
| Volume |
691 |
108 |
-583 |
-84.4% |
4,155 |
|
| Daily Pivots for day following 25-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.58 |
115.37 |
114.27 |
|
| R3 |
114.97 |
114.76 |
114.10 |
|
| R2 |
114.36 |
114.36 |
114.04 |
|
| R1 |
114.15 |
114.15 |
113.99 |
114.26 |
| PP |
113.75 |
113.75 |
113.75 |
113.81 |
| S1 |
113.54 |
113.54 |
113.87 |
113.65 |
| S2 |
113.14 |
113.14 |
113.82 |
|
| S3 |
112.53 |
112.93 |
113.76 |
|
| S4 |
111.92 |
112.32 |
113.59 |
|
|
| Weekly Pivots for week ending 25-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.05 |
117.34 |
114.67 |
|
| R3 |
116.70 |
115.99 |
114.30 |
|
| R2 |
115.35 |
115.35 |
114.18 |
|
| R1 |
114.64 |
114.64 |
114.05 |
114.32 |
| PP |
114.00 |
114.00 |
114.00 |
113.84 |
| S1 |
113.29 |
113.29 |
113.81 |
112.97 |
| S2 |
112.65 |
112.65 |
113.68 |
|
| S3 |
111.30 |
111.94 |
113.56 |
|
| S4 |
109.95 |
110.59 |
113.19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114.71 |
113.36 |
1.35 |
1.2% |
0.45 |
0.4% |
42% |
False |
True |
831 |
| 10 |
116.33 |
113.36 |
2.97 |
2.6% |
0.50 |
0.4% |
19% |
False |
True |
498 |
| 20 |
116.42 |
113.36 |
3.06 |
2.7% |
0.39 |
0.3% |
19% |
False |
True |
315 |
| 40 |
118.50 |
113.36 |
5.14 |
4.5% |
0.37 |
0.3% |
11% |
False |
True |
275 |
| 60 |
118.50 |
113.36 |
5.14 |
4.5% |
0.25 |
0.2% |
11% |
False |
True |
295 |
| 80 |
118.50 |
113.36 |
5.14 |
4.5% |
0.19 |
0.2% |
11% |
False |
True |
330 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.56 |
|
2.618 |
115.57 |
|
1.618 |
114.96 |
|
1.000 |
114.58 |
|
0.618 |
114.35 |
|
HIGH |
113.97 |
|
0.618 |
113.74 |
|
0.500 |
113.67 |
|
0.382 |
113.59 |
|
LOW |
113.36 |
|
0.618 |
112.98 |
|
1.000 |
112.75 |
|
1.618 |
112.37 |
|
2.618 |
111.76 |
|
4.250 |
110.77 |
|
|
| Fisher Pivots for day following 25-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113.84 |
114.04 |
| PP |
113.75 |
114.00 |
| S1 |
113.67 |
113.97 |
|