Euro Bund Future September 2008
| Trading Metrics calculated at close of trading on 15-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2008 |
15-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
116.25 |
116.05 |
-0.20 |
-0.2% |
115.44 |
| High |
116.33 |
116.28 |
-0.05 |
0.0% |
116.21 |
| Low |
116.03 |
115.60 |
-0.43 |
-0.4% |
115.04 |
| Close |
116.22 |
115.78 |
-0.44 |
-0.4% |
116.13 |
| Range |
0.30 |
0.68 |
0.38 |
126.7% |
1.17 |
| ATR |
0.49 |
0.51 |
0.01 |
2.7% |
0.00 |
| Volume |
109 |
39 |
-70 |
-64.2% |
406 |
|
| Daily Pivots for day following 15-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.93 |
117.53 |
116.15 |
|
| R3 |
117.25 |
116.85 |
115.97 |
|
| R2 |
116.57 |
116.57 |
115.90 |
|
| R1 |
116.17 |
116.17 |
115.84 |
116.03 |
| PP |
115.89 |
115.89 |
115.89 |
115.82 |
| S1 |
115.49 |
115.49 |
115.72 |
115.35 |
| S2 |
115.21 |
115.21 |
115.66 |
|
| S3 |
114.53 |
114.81 |
115.59 |
|
| S4 |
113.85 |
114.13 |
115.41 |
|
|
| Weekly Pivots for week ending 11-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.30 |
118.89 |
116.77 |
|
| R3 |
118.13 |
117.72 |
116.45 |
|
| R2 |
116.96 |
116.96 |
116.34 |
|
| R1 |
116.55 |
116.55 |
116.24 |
116.76 |
| PP |
115.79 |
115.79 |
115.79 |
115.90 |
| S1 |
115.38 |
115.38 |
116.02 |
115.59 |
| S2 |
114.62 |
114.62 |
115.92 |
|
| S3 |
113.45 |
114.21 |
115.81 |
|
| S4 |
112.28 |
113.04 |
115.49 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116.33 |
115.04 |
1.29 |
1.1% |
0.56 |
0.5% |
57% |
False |
False |
86 |
| 10 |
116.33 |
115.04 |
1.29 |
1.1% |
0.38 |
0.3% |
57% |
False |
False |
135 |
| 20 |
118.50 |
114.80 |
3.70 |
3.2% |
0.40 |
0.3% |
26% |
False |
False |
144 |
| 40 |
118.50 |
114.80 |
3.70 |
3.2% |
0.27 |
0.2% |
26% |
False |
False |
215 |
| 60 |
118.50 |
114.80 |
3.70 |
3.2% |
0.18 |
0.2% |
26% |
False |
False |
303 |
| 80 |
118.50 |
112.52 |
5.98 |
5.2% |
0.14 |
0.1% |
55% |
False |
False |
280 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119.17 |
|
2.618 |
118.06 |
|
1.618 |
117.38 |
|
1.000 |
116.96 |
|
0.618 |
116.70 |
|
HIGH |
116.28 |
|
0.618 |
116.02 |
|
0.500 |
115.94 |
|
0.382 |
115.86 |
|
LOW |
115.60 |
|
0.618 |
115.18 |
|
1.000 |
114.92 |
|
1.618 |
114.50 |
|
2.618 |
113.82 |
|
4.250 |
112.71 |
|
|
| Fisher Pivots for day following 15-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115.94 |
115.90 |
| PP |
115.89 |
115.86 |
| S1 |
115.83 |
115.82 |
|