Euro Bund Future September 2008
Trading Metrics calculated at close of trading on 19-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2008 |
19-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
118.10 |
117.68 |
-0.42 |
-0.4% |
117.69 |
High |
118.13 |
117.80 |
-0.33 |
-0.3% |
118.30 |
Low |
117.56 |
117.56 |
0.00 |
0.0% |
117.18 |
Close |
117.70 |
117.73 |
0.03 |
0.0% |
117.97 |
Range |
0.57 |
0.24 |
-0.33 |
-57.9% |
1.12 |
ATR |
0.46 |
0.44 |
-0.02 |
-3.4% |
0.00 |
Volume |
158 |
114 |
-44 |
-27.8% |
1,827 |
|
Daily Pivots for day following 19-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118.42 |
118.31 |
117.86 |
|
R3 |
118.18 |
118.07 |
117.80 |
|
R2 |
117.94 |
117.94 |
117.77 |
|
R1 |
117.83 |
117.83 |
117.75 |
117.89 |
PP |
117.70 |
117.70 |
117.70 |
117.72 |
S1 |
117.59 |
117.59 |
117.71 |
117.65 |
S2 |
117.46 |
117.46 |
117.69 |
|
S3 |
117.22 |
117.35 |
117.66 |
|
S4 |
116.98 |
117.11 |
117.60 |
|
|
Weekly Pivots for week ending 14-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121.18 |
120.69 |
118.59 |
|
R3 |
120.06 |
119.57 |
118.28 |
|
R2 |
118.94 |
118.94 |
118.18 |
|
R1 |
118.45 |
118.45 |
118.07 |
118.70 |
PP |
117.82 |
117.82 |
117.82 |
117.94 |
S1 |
117.33 |
117.33 |
117.87 |
117.58 |
S2 |
116.70 |
116.70 |
117.76 |
|
S3 |
115.58 |
116.21 |
117.66 |
|
S4 |
114.46 |
115.09 |
117.35 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
118.82 |
2.618 |
118.43 |
1.618 |
118.19 |
1.000 |
118.04 |
0.618 |
117.95 |
HIGH |
117.80 |
0.618 |
117.71 |
0.500 |
117.68 |
0.382 |
117.65 |
LOW |
117.56 |
0.618 |
117.41 |
1.000 |
117.32 |
1.618 |
117.17 |
2.618 |
116.93 |
4.250 |
116.54 |
|
|
Fisher Pivots for day following 19-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
117.71 |
118.03 |
PP |
117.70 |
117.93 |
S1 |
117.68 |
117.83 |
|