Euro Bund Future September 2008
Trading Metrics calculated at close of trading on 16-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2008 |
16-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
116.05 |
115.64 |
-0.41 |
-0.4% |
115.44 |
High |
116.28 |
115.65 |
-0.63 |
-0.5% |
116.21 |
Low |
115.60 |
115.17 |
-0.43 |
-0.4% |
115.04 |
Close |
115.78 |
115.12 |
-0.66 |
-0.6% |
116.13 |
Range |
0.68 |
0.48 |
-0.20 |
-29.4% |
1.17 |
ATR |
0.51 |
0.51 |
0.01 |
1.5% |
0.00 |
Volume |
39 |
172 |
133 |
341.0% |
406 |
|
Daily Pivots for day following 16-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116.75 |
116.42 |
115.38 |
|
R3 |
116.27 |
115.94 |
115.25 |
|
R2 |
115.79 |
115.79 |
115.21 |
|
R1 |
115.46 |
115.46 |
115.16 |
115.39 |
PP |
115.31 |
115.31 |
115.31 |
115.28 |
S1 |
114.98 |
114.98 |
115.08 |
114.91 |
S2 |
114.83 |
114.83 |
115.03 |
|
S3 |
114.35 |
114.50 |
114.99 |
|
S4 |
113.87 |
114.02 |
114.86 |
|
|
Weekly Pivots for week ending 11-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119.30 |
118.89 |
116.77 |
|
R3 |
118.13 |
117.72 |
116.45 |
|
R2 |
116.96 |
116.96 |
116.34 |
|
R1 |
116.55 |
116.55 |
116.24 |
116.76 |
PP |
115.79 |
115.79 |
115.79 |
115.90 |
S1 |
115.38 |
115.38 |
116.02 |
115.59 |
S2 |
114.62 |
114.62 |
115.92 |
|
S3 |
113.45 |
114.21 |
115.81 |
|
S4 |
112.28 |
113.04 |
115.49 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
116.33 |
115.17 |
1.16 |
1.0% |
0.53 |
0.5% |
-4% |
False |
True |
112 |
10 |
116.33 |
115.04 |
1.29 |
1.1% |
0.42 |
0.4% |
6% |
False |
False |
114 |
20 |
118.13 |
114.80 |
3.33 |
2.9% |
0.41 |
0.4% |
10% |
False |
False |
141 |
40 |
118.50 |
114.80 |
3.70 |
3.2% |
0.28 |
0.2% |
9% |
False |
False |
209 |
60 |
118.50 |
114.80 |
3.70 |
3.2% |
0.19 |
0.2% |
9% |
False |
False |
255 |
80 |
118.50 |
112.52 |
5.98 |
5.2% |
0.15 |
0.1% |
43% |
False |
False |
281 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
117.69 |
2.618 |
116.91 |
1.618 |
116.43 |
1.000 |
116.13 |
0.618 |
115.95 |
HIGH |
115.65 |
0.618 |
115.47 |
0.500 |
115.41 |
0.382 |
115.35 |
LOW |
115.17 |
0.618 |
114.87 |
1.000 |
114.69 |
1.618 |
114.39 |
2.618 |
113.91 |
4.250 |
113.13 |
|
|
Fisher Pivots for day following 16-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
115.41 |
115.75 |
PP |
115.31 |
115.54 |
S1 |
115.22 |
115.33 |
|