Euro Bund Future June 2008
Trading Metrics calculated at close of trading on 11-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2008 |
11-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
115.30 |
115.14 |
-0.16 |
-0.1% |
115.28 |
High |
115.72 |
116.04 |
0.32 |
0.3% |
116.04 |
Low |
115.14 |
115.08 |
-0.06 |
-0.1% |
114.67 |
Close |
115.33 |
115.87 |
0.54 |
0.5% |
115.87 |
Range |
0.58 |
0.96 |
0.38 |
65.5% |
1.37 |
ATR |
0.66 |
0.68 |
0.02 |
3.3% |
0.00 |
Volume |
941,984 |
968,348 |
26,364 |
2.8% |
4,310,541 |
|
Daily Pivots for day following 11-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118.54 |
118.17 |
116.40 |
|
R3 |
117.58 |
117.21 |
116.13 |
|
R2 |
116.62 |
116.62 |
116.05 |
|
R1 |
116.25 |
116.25 |
115.96 |
116.44 |
PP |
115.66 |
115.66 |
115.66 |
115.76 |
S1 |
115.29 |
115.29 |
115.78 |
115.48 |
S2 |
114.70 |
114.70 |
115.69 |
|
S3 |
113.74 |
114.33 |
115.61 |
|
S4 |
112.78 |
113.37 |
115.34 |
|
|
Weekly Pivots for week ending 11-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119.64 |
119.12 |
116.62 |
|
R3 |
118.27 |
117.75 |
116.25 |
|
R2 |
116.90 |
116.90 |
116.12 |
|
R1 |
116.38 |
116.38 |
116.00 |
116.64 |
PP |
115.53 |
115.53 |
115.53 |
115.66 |
S1 |
115.01 |
115.01 |
115.74 |
115.27 |
S2 |
114.16 |
114.16 |
115.62 |
|
S3 |
112.79 |
113.64 |
115.49 |
|
S4 |
111.42 |
112.27 |
115.12 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
116.04 |
114.67 |
1.37 |
1.2% |
0.63 |
0.5% |
88% |
True |
False |
862,108 |
10 |
116.12 |
114.67 |
1.45 |
1.3% |
0.60 |
0.5% |
83% |
False |
False |
927,890 |
20 |
118.48 |
114.67 |
3.81 |
3.3% |
0.60 |
0.5% |
31% |
False |
False |
868,600 |
40 |
118.48 |
114.67 |
3.81 |
3.3% |
0.61 |
0.5% |
31% |
False |
False |
694,542 |
60 |
118.48 |
114.67 |
3.81 |
3.3% |
0.65 |
0.6% |
31% |
False |
False |
463,561 |
80 |
118.48 |
112.26 |
6.22 |
5.4% |
0.58 |
0.5% |
58% |
False |
False |
347,739 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
120.12 |
2.618 |
118.55 |
1.618 |
117.59 |
1.000 |
117.00 |
0.618 |
116.63 |
HIGH |
116.04 |
0.618 |
115.67 |
0.500 |
115.56 |
0.382 |
115.45 |
LOW |
115.08 |
0.618 |
114.49 |
1.000 |
114.12 |
1.618 |
113.53 |
2.618 |
112.57 |
4.250 |
111.00 |
|
|
Fisher Pivots for day following 11-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
115.77 |
115.70 |
PP |
115.66 |
115.53 |
S1 |
115.56 |
115.36 |
|