Euro Bund Future June 2008
| Trading Metrics calculated at close of trading on 28-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2008 |
28-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
116.04 |
116.04 |
0.00 |
0.0% |
117.01 |
| High |
116.06 |
116.06 |
0.00 |
0.0% |
117.02 |
| Low |
115.58 |
115.58 |
0.00 |
0.0% |
115.58 |
| Close |
115.77 |
115.77 |
0.00 |
0.0% |
115.77 |
| Range |
0.48 |
0.48 |
0.00 |
0.0% |
1.44 |
| ATR |
0.72 |
0.70 |
-0.02 |
-2.4% |
0.00 |
| Volume |
1,088,806 |
0 |
-1,088,806 |
-100.0% |
3,376,393 |
|
| Daily Pivots for day following 28-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.24 |
116.99 |
116.03 |
|
| R3 |
116.76 |
116.51 |
115.90 |
|
| R2 |
116.28 |
116.28 |
115.86 |
|
| R1 |
116.03 |
116.03 |
115.81 |
115.92 |
| PP |
115.80 |
115.80 |
115.80 |
115.75 |
| S1 |
115.55 |
115.55 |
115.73 |
115.44 |
| S2 |
115.32 |
115.32 |
115.68 |
|
| S3 |
114.84 |
115.07 |
115.64 |
|
| S4 |
114.36 |
114.59 |
115.51 |
|
|
| Weekly Pivots for week ending 28-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.44 |
119.55 |
116.56 |
|
| R3 |
119.00 |
118.11 |
116.17 |
|
| R2 |
117.56 |
117.56 |
116.03 |
|
| R1 |
116.67 |
116.67 |
115.90 |
116.40 |
| PP |
116.12 |
116.12 |
116.12 |
115.99 |
| S1 |
115.23 |
115.23 |
115.64 |
114.96 |
| S2 |
114.68 |
114.68 |
115.51 |
|
| S3 |
113.24 |
113.79 |
115.37 |
|
| S4 |
111.80 |
112.35 |
114.98 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117.90 |
115.58 |
2.32 |
2.0% |
0.59 |
0.5% |
8% |
False |
True |
838,209 |
| 10 |
118.48 |
115.58 |
2.90 |
2.5% |
0.60 |
0.5% |
7% |
False |
True |
809,309 |
| 20 |
118.48 |
114.91 |
3.57 |
3.1% |
0.67 |
0.6% |
24% |
False |
False |
915,047 |
| 40 |
118.48 |
114.69 |
3.79 |
3.3% |
0.64 |
0.6% |
28% |
False |
False |
463,229 |
| 60 |
118.48 |
113.68 |
4.80 |
4.1% |
0.61 |
0.5% |
44% |
False |
False |
308,980 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.10 |
|
2.618 |
117.32 |
|
1.618 |
116.84 |
|
1.000 |
116.54 |
|
0.618 |
116.36 |
|
HIGH |
116.06 |
|
0.618 |
115.88 |
|
0.500 |
115.82 |
|
0.382 |
115.76 |
|
LOW |
115.58 |
|
0.618 |
115.28 |
|
1.000 |
115.10 |
|
1.618 |
114.80 |
|
2.618 |
114.32 |
|
4.250 |
113.54 |
|
|
| Fisher Pivots for day following 28-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115.82 |
116.03 |
| PP |
115.80 |
115.94 |
| S1 |
115.79 |
115.86 |
|