Euro Bund Future June 2008
| Trading Metrics calculated at close of trading on 17-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2008 |
17-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
115.32 |
114.86 |
-0.46 |
-0.4% |
115.28 |
| High |
115.43 |
114.92 |
-0.51 |
-0.4% |
116.04 |
| Low |
114.77 |
114.24 |
-0.53 |
-0.5% |
114.67 |
| Close |
114.87 |
114.48 |
-0.39 |
-0.3% |
115.87 |
| Range |
0.66 |
0.68 |
0.02 |
3.0% |
1.37 |
| ATR |
0.67 |
0.67 |
0.00 |
0.1% |
0.00 |
| Volume |
1,104,761 |
1,253,257 |
148,496 |
13.4% |
4,310,541 |
|
| Daily Pivots for day following 17-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.59 |
116.21 |
114.85 |
|
| R3 |
115.91 |
115.53 |
114.67 |
|
| R2 |
115.23 |
115.23 |
114.60 |
|
| R1 |
114.85 |
114.85 |
114.54 |
114.70 |
| PP |
114.55 |
114.55 |
114.55 |
114.47 |
| S1 |
114.17 |
114.17 |
114.42 |
114.02 |
| S2 |
113.87 |
113.87 |
114.36 |
|
| S3 |
113.19 |
113.49 |
114.29 |
|
| S4 |
112.51 |
112.81 |
114.11 |
|
|
| 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 |
114.24 |
1.89 |
1.7% |
0.69 |
0.6% |
13% |
False |
True |
1,078,527 |
| 10 |
116.13 |
114.24 |
1.89 |
1.7% |
0.62 |
0.5% |
13% |
False |
True |
963,563 |
| 20 |
118.06 |
114.24 |
3.82 |
3.3% |
0.61 |
0.5% |
6% |
False |
True |
963,381 |
| 40 |
118.48 |
114.24 |
4.24 |
3.7% |
0.62 |
0.5% |
6% |
False |
True |
804,573 |
| 60 |
118.48 |
114.24 |
4.24 |
3.7% |
0.63 |
0.6% |
6% |
False |
True |
537,258 |
| 80 |
118.48 |
112.26 |
6.22 |
5.4% |
0.60 |
0.5% |
36% |
False |
False |
403,035 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.81 |
|
2.618 |
116.70 |
|
1.618 |
116.02 |
|
1.000 |
115.60 |
|
0.618 |
115.34 |
|
HIGH |
114.92 |
|
0.618 |
114.66 |
|
0.500 |
114.58 |
|
0.382 |
114.50 |
|
LOW |
114.24 |
|
0.618 |
113.82 |
|
1.000 |
113.56 |
|
1.618 |
113.14 |
|
2.618 |
112.46 |
|
4.250 |
111.35 |
|
|
| Fisher Pivots for day following 17-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114.58 |
115.15 |
| PP |
114.55 |
114.93 |
| S1 |
114.51 |
114.70 |
|