Euro Bund Future June 2008
| Trading Metrics calculated at close of trading on 31-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2008 |
31-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
116.04 |
115.81 |
-0.23 |
-0.2% |
117.01 |
| High |
116.06 |
116.12 |
0.06 |
0.1% |
117.02 |
| Low |
115.58 |
115.68 |
0.10 |
0.1% |
115.58 |
| Close |
115.77 |
115.98 |
0.21 |
0.2% |
115.77 |
| Range |
0.48 |
0.44 |
-0.04 |
-8.3% |
1.44 |
| ATR |
0.70 |
0.68 |
-0.02 |
-2.7% |
0.00 |
| Volume |
0 |
935,709 |
935,709 |
|
3,376,393 |
|
| Daily Pivots for day following 31-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.25 |
117.05 |
116.22 |
|
| R3 |
116.81 |
116.61 |
116.10 |
|
| R2 |
116.37 |
116.37 |
116.06 |
|
| R1 |
116.17 |
116.17 |
116.02 |
116.27 |
| PP |
115.93 |
115.93 |
115.93 |
115.98 |
| S1 |
115.73 |
115.73 |
115.94 |
115.83 |
| S2 |
115.49 |
115.49 |
115.90 |
|
| S3 |
115.05 |
115.29 |
115.86 |
|
| S4 |
114.61 |
114.85 |
115.74 |
|
|
| 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 |
117.02 |
115.58 |
1.44 |
1.2% |
0.57 |
0.5% |
28% |
False |
False |
862,420 |
| 10 |
118.48 |
115.58 |
2.90 |
2.5% |
0.58 |
0.5% |
14% |
False |
False |
775,321 |
| 20 |
118.48 |
115.58 |
2.90 |
2.5% |
0.64 |
0.6% |
14% |
False |
False |
957,605 |
| 40 |
118.48 |
114.69 |
3.79 |
3.3% |
0.64 |
0.5% |
34% |
False |
False |
486,587 |
| 60 |
118.48 |
114.00 |
4.48 |
3.9% |
0.61 |
0.5% |
44% |
False |
False |
324,556 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.99 |
|
2.618 |
117.27 |
|
1.618 |
116.83 |
|
1.000 |
116.56 |
|
0.618 |
116.39 |
|
HIGH |
116.12 |
|
0.618 |
115.95 |
|
0.500 |
115.90 |
|
0.382 |
115.85 |
|
LOW |
115.68 |
|
0.618 |
115.41 |
|
1.000 |
115.24 |
|
1.618 |
114.97 |
|
2.618 |
114.53 |
|
4.250 |
113.81 |
|
|
| Fisher Pivots for day following 31-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115.95 |
115.94 |
| PP |
115.93 |
115.89 |
| S1 |
115.90 |
115.85 |
|