Euro Bund Future June 2008
Trading Metrics calculated at close of trading on 26-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2008 |
26-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
117.01 |
116.24 |
-0.77 |
-0.7% |
118.24 |
High |
117.02 |
116.47 |
-0.55 |
-0.5% |
118.48 |
Low |
116.12 |
115.92 |
-0.20 |
-0.2% |
117.26 |
Close |
116.25 |
116.04 |
-0.21 |
-0.2% |
117.55 |
Range |
0.90 |
0.55 |
-0.35 |
-38.9% |
1.22 |
ATR |
0.75 |
0.74 |
-0.01 |
-1.9% |
0.00 |
Volume |
1,128,349 |
1,159,238 |
30,889 |
2.7% |
3,441,114 |
|
Daily Pivots for day following 26-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117.79 |
117.47 |
116.34 |
|
R3 |
117.24 |
116.92 |
116.19 |
|
R2 |
116.69 |
116.69 |
116.14 |
|
R1 |
116.37 |
116.37 |
116.09 |
116.26 |
PP |
116.14 |
116.14 |
116.14 |
116.09 |
S1 |
115.82 |
115.82 |
115.99 |
115.71 |
S2 |
115.59 |
115.59 |
115.94 |
|
S3 |
115.04 |
115.27 |
115.89 |
|
S4 |
114.49 |
114.72 |
115.74 |
|
|
Weekly Pivots for week ending 21-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121.42 |
120.71 |
118.22 |
|
R3 |
120.20 |
119.49 |
117.89 |
|
R2 |
118.98 |
118.98 |
117.77 |
|
R1 |
118.27 |
118.27 |
117.66 |
118.02 |
PP |
117.76 |
117.76 |
117.76 |
117.64 |
S1 |
117.05 |
117.05 |
117.44 |
116.80 |
S2 |
116.54 |
116.54 |
117.33 |
|
S3 |
115.32 |
115.83 |
117.21 |
|
S4 |
114.10 |
114.61 |
116.88 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
118.48 |
115.92 |
2.56 |
2.2% |
0.66 |
0.6% |
5% |
False |
True |
895,126 |
10 |
118.48 |
115.92 |
2.56 |
2.2% |
0.65 |
0.6% |
5% |
False |
True |
985,143 |
20 |
118.48 |
114.69 |
3.79 |
3.3% |
0.68 |
0.6% |
36% |
False |
False |
866,135 |
40 |
118.48 |
114.69 |
3.79 |
3.3% |
0.64 |
0.5% |
36% |
False |
False |
436,069 |
60 |
118.48 |
112.42 |
6.06 |
5.2% |
0.62 |
0.5% |
60% |
False |
False |
290,844 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
118.81 |
2.618 |
117.91 |
1.618 |
117.36 |
1.000 |
117.02 |
0.618 |
116.81 |
HIGH |
116.47 |
0.618 |
116.26 |
0.500 |
116.20 |
0.382 |
116.13 |
LOW |
115.92 |
0.618 |
115.58 |
1.000 |
115.37 |
1.618 |
115.03 |
2.618 |
114.48 |
4.250 |
113.58 |
|
|
Fisher Pivots for day following 26-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
116.20 |
116.91 |
PP |
116.14 |
116.62 |
S1 |
116.09 |
116.33 |
|