Euro Bund Future June 2008
| Trading Metrics calculated at close of trading on 09-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2008 |
09-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
115.07 |
114.96 |
-0.11 |
-0.1% |
115.81 |
| High |
115.28 |
115.39 |
0.11 |
0.1% |
116.12 |
| Low |
114.88 |
114.67 |
-0.21 |
-0.2% |
115.04 |
| Close |
114.96 |
114.91 |
-0.05 |
0.0% |
115.54 |
| Range |
0.40 |
0.72 |
0.32 |
80.0% |
1.08 |
| ATR |
0.64 |
0.65 |
0.01 |
0.9% |
0.00 |
| Volume |
751,606 |
969,792 |
218,186 |
29.0% |
4,968,365 |
|
| Daily Pivots for day following 09-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.15 |
116.75 |
115.31 |
|
| R3 |
116.43 |
116.03 |
115.11 |
|
| R2 |
115.71 |
115.71 |
115.04 |
|
| R1 |
115.31 |
115.31 |
114.98 |
115.15 |
| PP |
114.99 |
114.99 |
114.99 |
114.91 |
| S1 |
114.59 |
114.59 |
114.84 |
114.43 |
| S2 |
114.27 |
114.27 |
114.78 |
|
| S3 |
113.55 |
113.87 |
114.71 |
|
| S4 |
112.83 |
113.15 |
114.51 |
|
|
| Weekly Pivots for week ending 04-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.81 |
118.25 |
116.13 |
|
| R3 |
117.73 |
117.17 |
115.84 |
|
| R2 |
116.65 |
116.65 |
115.74 |
|
| R1 |
116.09 |
116.09 |
115.64 |
115.83 |
| PP |
115.57 |
115.57 |
115.57 |
115.44 |
| S1 |
115.01 |
115.01 |
115.44 |
114.75 |
| S2 |
114.49 |
114.49 |
115.34 |
|
| S3 |
113.41 |
113.93 |
115.24 |
|
| S4 |
112.33 |
112.85 |
114.95 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115.77 |
114.67 |
1.10 |
1.0% |
0.52 |
0.5% |
22% |
False |
True |
842,252 |
| 10 |
116.12 |
114.67 |
1.45 |
1.3% |
0.54 |
0.5% |
17% |
False |
True |
845,738 |
| 20 |
118.48 |
114.67 |
3.81 |
3.3% |
0.60 |
0.5% |
6% |
False |
True |
915,440 |
| 40 |
118.48 |
114.67 |
3.81 |
3.3% |
0.62 |
0.5% |
6% |
False |
True |
646,970 |
| 60 |
118.48 |
114.67 |
3.81 |
3.3% |
0.63 |
0.5% |
6% |
False |
True |
431,739 |
| 80 |
118.48 |
112.26 |
6.22 |
5.4% |
0.58 |
0.5% |
43% |
False |
False |
323,864 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.45 |
|
2.618 |
117.27 |
|
1.618 |
116.55 |
|
1.000 |
116.11 |
|
0.618 |
115.83 |
|
HIGH |
115.39 |
|
0.618 |
115.11 |
|
0.500 |
115.03 |
|
0.382 |
114.95 |
|
LOW |
114.67 |
|
0.618 |
114.23 |
|
1.000 |
113.95 |
|
1.618 |
113.51 |
|
2.618 |
112.79 |
|
4.250 |
111.61 |
|
|
| Fisher Pivots for day following 09-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115.03 |
115.03 |
| PP |
114.99 |
114.99 |
| S1 |
114.95 |
114.95 |
|