Euro Bund Future June 2008
Trading Metrics calculated at close of trading on 16-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2008 |
16-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
115.86 |
115.32 |
-0.54 |
-0.5% |
115.28 |
High |
116.06 |
115.43 |
-0.63 |
-0.5% |
116.04 |
Low |
115.32 |
114.77 |
-0.55 |
-0.5% |
114.67 |
Close |
115.53 |
114.87 |
-0.66 |
-0.6% |
115.87 |
Range |
0.74 |
0.66 |
-0.08 |
-10.8% |
1.37 |
ATR |
0.67 |
0.67 |
0.01 |
1.0% |
0.00 |
Volume |
1,142,819 |
1,104,761 |
-38,058 |
-3.3% |
4,310,541 |
|
Daily Pivots for day following 16-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117.00 |
116.60 |
115.23 |
|
R3 |
116.34 |
115.94 |
115.05 |
|
R2 |
115.68 |
115.68 |
114.99 |
|
R1 |
115.28 |
115.28 |
114.93 |
115.15 |
PP |
115.02 |
115.02 |
115.02 |
114.96 |
S1 |
114.62 |
114.62 |
114.81 |
114.49 |
S2 |
114.36 |
114.36 |
114.75 |
|
S3 |
113.70 |
113.96 |
114.69 |
|
S4 |
113.04 |
113.30 |
114.51 |
|
|
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 |
116.13 |
114.77 |
1.36 |
1.2% |
0.67 |
0.6% |
7% |
False |
True |
1,016,272 |
10 |
116.13 |
114.67 |
1.46 |
1.3% |
0.59 |
0.5% |
14% |
False |
False |
929,262 |
20 |
118.48 |
114.67 |
3.81 |
3.3% |
0.60 |
0.5% |
5% |
False |
False |
900,718 |
40 |
118.48 |
114.67 |
3.81 |
3.3% |
0.62 |
0.5% |
5% |
False |
False |
773,549 |
60 |
118.48 |
114.67 |
3.81 |
3.3% |
0.65 |
0.6% |
5% |
False |
False |
516,380 |
80 |
118.48 |
112.26 |
6.22 |
5.4% |
0.59 |
0.5% |
42% |
False |
False |
387,371 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
118.24 |
2.618 |
117.16 |
1.618 |
116.50 |
1.000 |
116.09 |
0.618 |
115.84 |
HIGH |
115.43 |
0.618 |
115.18 |
0.500 |
115.10 |
0.382 |
115.02 |
LOW |
114.77 |
0.618 |
114.36 |
1.000 |
114.11 |
1.618 |
113.70 |
2.618 |
113.04 |
4.250 |
111.97 |
|
|
Fisher Pivots for day following 16-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
115.10 |
115.45 |
PP |
115.02 |
115.26 |
S1 |
114.95 |
115.06 |
|