Euro Bund Future September 2008
| Trading Metrics calculated at close of trading on 28-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2008 |
28-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
113.55 |
113.91 |
0.36 |
0.3% |
114.17 |
| High |
113.97 |
113.91 |
-0.06 |
-0.1% |
114.71 |
| Low |
113.36 |
113.63 |
0.27 |
0.2% |
113.36 |
| Close |
113.93 |
113.75 |
-0.18 |
-0.2% |
113.93 |
| Range |
0.61 |
0.28 |
-0.33 |
-54.1% |
1.35 |
| ATR |
0.53 |
0.51 |
-0.02 |
-3.1% |
0.00 |
| Volume |
108 |
1,272 |
1,164 |
1,077.8% |
4,155 |
|
| Daily Pivots for day following 28-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.60 |
114.46 |
113.90 |
|
| R3 |
114.32 |
114.18 |
113.83 |
|
| R2 |
114.04 |
114.04 |
113.80 |
|
| R1 |
113.90 |
113.90 |
113.78 |
113.83 |
| PP |
113.76 |
113.76 |
113.76 |
113.73 |
| S1 |
113.62 |
113.62 |
113.72 |
113.55 |
| S2 |
113.48 |
113.48 |
113.70 |
|
| S3 |
113.20 |
113.34 |
113.67 |
|
| S4 |
112.92 |
113.06 |
113.60 |
|
|
| 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% |
0.46 |
0.4% |
29% |
False |
False |
1,036 |
| 10 |
116.28 |
113.36 |
2.92 |
2.6% |
0.50 |
0.4% |
13% |
False |
False |
614 |
| 20 |
116.33 |
113.36 |
2.97 |
2.6% |
0.40 |
0.4% |
13% |
False |
False |
376 |
| 40 |
118.50 |
113.36 |
5.14 |
4.5% |
0.38 |
0.3% |
8% |
False |
False |
300 |
| 60 |
118.50 |
113.36 |
5.14 |
4.5% |
0.26 |
0.2% |
8% |
False |
False |
312 |
| 80 |
118.50 |
113.36 |
5.14 |
4.5% |
0.19 |
0.2% |
8% |
False |
False |
344 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.10 |
|
2.618 |
114.64 |
|
1.618 |
114.36 |
|
1.000 |
114.19 |
|
0.618 |
114.08 |
|
HIGH |
113.91 |
|
0.618 |
113.80 |
|
0.500 |
113.77 |
|
0.382 |
113.74 |
|
LOW |
113.63 |
|
0.618 |
113.46 |
|
1.000 |
113.35 |
|
1.618 |
113.18 |
|
2.618 |
112.90 |
|
4.250 |
112.44 |
|
|
| Fisher Pivots for day following 28-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113.77 |
114.04 |
| PP |
113.76 |
113.94 |
| S1 |
113.76 |
113.85 |
|