Euro Bund Future September 2008
Trading Metrics calculated at close of trading on 29-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2008 |
29-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
113.91 |
113.91 |
0.00 |
0.0% |
114.17 |
High |
113.91 |
114.26 |
0.35 |
0.3% |
114.71 |
Low |
113.63 |
113.90 |
0.27 |
0.2% |
113.36 |
Close |
113.75 |
114.27 |
0.52 |
0.5% |
113.93 |
Range |
0.28 |
0.36 |
0.08 |
28.6% |
1.35 |
ATR |
0.51 |
0.51 |
0.00 |
0.0% |
0.00 |
Volume |
1,272 |
377 |
-895 |
-70.4% |
4,155 |
|
Daily Pivots for day following 29-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115.22 |
115.11 |
114.47 |
|
R3 |
114.86 |
114.75 |
114.37 |
|
R2 |
114.50 |
114.50 |
114.34 |
|
R1 |
114.39 |
114.39 |
114.30 |
114.45 |
PP |
114.14 |
114.14 |
114.14 |
114.17 |
S1 |
114.03 |
114.03 |
114.24 |
114.09 |
S2 |
113.78 |
113.78 |
114.20 |
|
S3 |
113.42 |
113.67 |
114.17 |
|
S4 |
113.06 |
113.31 |
114.07 |
|
|
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% |
0.47 |
0.4% |
67% |
False |
False |
652 |
10 |
115.65 |
113.36 |
2.29 |
2.0% |
0.46 |
0.4% |
40% |
False |
False |
648 |
20 |
116.33 |
113.36 |
2.97 |
2.6% |
0.42 |
0.4% |
31% |
False |
False |
391 |
40 |
118.50 |
113.36 |
5.14 |
4.5% |
0.38 |
0.3% |
18% |
False |
False |
306 |
60 |
118.50 |
113.36 |
5.14 |
4.5% |
0.26 |
0.2% |
18% |
False |
False |
304 |
80 |
118.50 |
113.36 |
5.14 |
4.5% |
0.20 |
0.2% |
18% |
False |
False |
347 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
115.79 |
2.618 |
115.20 |
1.618 |
114.84 |
1.000 |
114.62 |
0.618 |
114.48 |
HIGH |
114.26 |
0.618 |
114.12 |
0.500 |
114.08 |
0.382 |
114.04 |
LOW |
113.90 |
0.618 |
113.68 |
1.000 |
113.54 |
1.618 |
113.32 |
2.618 |
112.96 |
4.250 |
112.37 |
|
|
Fisher Pivots for day following 29-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
114.21 |
114.12 |
PP |
114.14 |
113.96 |
S1 |
114.08 |
113.81 |
|