Euro Bund Future June 2008
Trading Metrics calculated at close of trading on 20-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2008 |
20-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
117.59 |
117.86 |
0.27 |
0.2% |
117.67 |
High |
118.06 |
117.90 |
-0.16 |
-0.1% |
118.23 |
Low |
117.26 |
117.35 |
0.09 |
0.1% |
117.09 |
Close |
117.56 |
117.55 |
-0.01 |
0.0% |
117.71 |
Range |
0.80 |
0.55 |
-0.25 |
-31.3% |
1.14 |
ATR |
0.71 |
0.70 |
-0.01 |
-1.6% |
0.00 |
Volume |
1,373,395 |
814,652 |
-558,743 |
-40.7% |
5,120,163 |
|
Daily Pivots for day following 20-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119.25 |
118.95 |
117.85 |
|
R3 |
118.70 |
118.40 |
117.70 |
|
R2 |
118.15 |
118.15 |
117.65 |
|
R1 |
117.85 |
117.85 |
117.60 |
117.73 |
PP |
117.60 |
117.60 |
117.60 |
117.54 |
S1 |
117.30 |
117.30 |
117.50 |
117.18 |
S2 |
117.05 |
117.05 |
117.45 |
|
S3 |
116.50 |
116.75 |
117.40 |
|
S4 |
115.95 |
116.20 |
117.25 |
|
|
Weekly Pivots for week ending 14-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121.10 |
120.54 |
118.34 |
|
R3 |
119.96 |
119.40 |
118.02 |
|
R2 |
118.82 |
118.82 |
117.92 |
|
R1 |
118.26 |
118.26 |
117.81 |
118.54 |
PP |
117.68 |
117.68 |
117.68 |
117.82 |
S1 |
117.12 |
117.12 |
117.61 |
117.40 |
S2 |
116.54 |
116.54 |
117.50 |
|
S3 |
115.40 |
115.98 |
117.40 |
|
S4 |
114.26 |
114.84 |
117.08 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
118.48 |
117.26 |
1.22 |
1.0% |
0.59 |
0.5% |
24% |
False |
False |
688,222 |
10 |
118.48 |
117.04 |
1.44 |
1.2% |
0.67 |
0.6% |
35% |
False |
False |
1,008,053 |
20 |
118.48 |
114.69 |
3.79 |
3.2% |
0.64 |
0.5% |
75% |
False |
False |
753,754 |
40 |
118.48 |
114.69 |
3.79 |
3.2% |
0.63 |
0.5% |
75% |
False |
False |
378,892 |
60 |
118.48 |
112.26 |
6.22 |
5.3% |
0.60 |
0.5% |
85% |
False |
False |
252,718 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
120.24 |
2.618 |
119.34 |
1.618 |
118.79 |
1.000 |
118.45 |
0.618 |
118.24 |
HIGH |
117.90 |
0.618 |
117.69 |
0.500 |
117.63 |
0.382 |
117.56 |
LOW |
117.35 |
0.618 |
117.01 |
1.000 |
116.80 |
1.618 |
116.46 |
2.618 |
115.91 |
4.250 |
115.01 |
|
|
Fisher Pivots for day following 20-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
117.63 |
117.87 |
PP |
117.60 |
117.76 |
S1 |
117.58 |
117.66 |
|