Euro Bund Future September 2008
| Trading Metrics calculated at close of trading on 18-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2008 |
18-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
118.29 |
118.10 |
-0.19 |
-0.2% |
117.69 |
| High |
118.50 |
118.13 |
-0.37 |
-0.3% |
118.30 |
| Low |
118.24 |
117.56 |
-0.68 |
-0.6% |
117.18 |
| Close |
118.32 |
117.70 |
-0.62 |
-0.5% |
117.97 |
| Range |
0.26 |
0.57 |
0.31 |
119.2% |
1.12 |
| ATR |
0.43 |
0.46 |
0.02 |
5.4% |
0.00 |
| Volume |
220 |
158 |
-62 |
-28.2% |
1,827 |
|
| Daily Pivots for day following 18-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.51 |
119.17 |
118.01 |
|
| R3 |
118.94 |
118.60 |
117.86 |
|
| R2 |
118.37 |
118.37 |
117.80 |
|
| R1 |
118.03 |
118.03 |
117.75 |
117.92 |
| PP |
117.80 |
117.80 |
117.80 |
117.74 |
| S1 |
117.46 |
117.46 |
117.65 |
117.35 |
| S2 |
117.23 |
117.23 |
117.60 |
|
| S3 |
116.66 |
116.89 |
117.54 |
|
| S4 |
116.09 |
116.32 |
117.39 |
|
|
| Weekly Pivots for week ending 14-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.18 |
120.69 |
118.59 |
|
| R3 |
120.06 |
119.57 |
118.28 |
|
| R2 |
118.94 |
118.94 |
118.18 |
|
| R1 |
118.45 |
118.45 |
118.07 |
118.70 |
| PP |
117.82 |
117.82 |
117.82 |
117.94 |
| S1 |
117.33 |
117.33 |
117.87 |
117.58 |
| S2 |
116.70 |
116.70 |
117.76 |
|
| S3 |
115.58 |
116.21 |
117.66 |
|
| S4 |
114.46 |
115.09 |
117.35 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118.50 |
117.18 |
1.32 |
1.1% |
0.39 |
0.3% |
39% |
False |
False |
213 |
| 10 |
118.50 |
117.00 |
1.50 |
1.3% |
0.34 |
0.3% |
47% |
False |
False |
301 |
| 20 |
118.50 |
114.95 |
3.55 |
3.0% |
0.18 |
0.2% |
77% |
False |
False |
252 |
| 40 |
118.50 |
114.95 |
3.55 |
3.0% |
0.10 |
0.1% |
77% |
False |
False |
308 |
| 60 |
118.50 |
112.52 |
5.98 |
5.1% |
0.07 |
0.1% |
87% |
False |
False |
328 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120.55 |
|
2.618 |
119.62 |
|
1.618 |
119.05 |
|
1.000 |
118.70 |
|
0.618 |
118.48 |
|
HIGH |
118.13 |
|
0.618 |
117.91 |
|
0.500 |
117.85 |
|
0.382 |
117.78 |
|
LOW |
117.56 |
|
0.618 |
117.21 |
|
1.000 |
116.99 |
|
1.618 |
116.64 |
|
2.618 |
116.07 |
|
4.250 |
115.14 |
|
|
| Fisher Pivots for day following 18-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117.85 |
118.03 |
| PP |
117.80 |
117.92 |
| S1 |
117.75 |
117.81 |
|