Euro Bund Future September 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 |
115.64 |
115.09 |
-0.55 |
-0.5% |
115.44 |
High |
115.65 |
115.13 |
-0.52 |
-0.4% |
116.21 |
Low |
115.17 |
114.50 |
-0.67 |
-0.6% |
115.04 |
Close |
115.12 |
114.71 |
-0.41 |
-0.4% |
116.13 |
Range |
0.48 |
0.63 |
0.15 |
31.3% |
1.17 |
ATR |
0.51 |
0.52 |
0.01 |
1.6% |
0.00 |
Volume |
172 |
80 |
-92 |
-53.5% |
406 |
|
Daily Pivots for day following 17-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116.67 |
116.32 |
115.06 |
|
R3 |
116.04 |
115.69 |
114.88 |
|
R2 |
115.41 |
115.41 |
114.83 |
|
R1 |
115.06 |
115.06 |
114.77 |
114.92 |
PP |
114.78 |
114.78 |
114.78 |
114.71 |
S1 |
114.43 |
114.43 |
114.65 |
114.29 |
S2 |
114.15 |
114.15 |
114.59 |
|
S3 |
113.52 |
113.80 |
114.54 |
|
S4 |
112.89 |
113.17 |
114.36 |
|
|
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 |
114.50 |
1.83 |
1.6% |
0.57 |
0.5% |
11% |
False |
True |
89 |
10 |
116.33 |
114.50 |
1.83 |
1.6% |
0.47 |
0.4% |
11% |
False |
True |
96 |
20 |
117.80 |
114.50 |
3.30 |
2.9% |
0.41 |
0.4% |
6% |
False |
True |
138 |
40 |
118.50 |
114.50 |
4.00 |
3.5% |
0.30 |
0.3% |
5% |
False |
True |
195 |
60 |
118.50 |
114.50 |
4.00 |
3.5% |
0.20 |
0.2% |
5% |
False |
True |
251 |
80 |
118.50 |
112.52 |
5.98 |
5.2% |
0.15 |
0.1% |
37% |
False |
False |
280 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
117.81 |
2.618 |
116.78 |
1.618 |
116.15 |
1.000 |
115.76 |
0.618 |
115.52 |
HIGH |
115.13 |
0.618 |
114.89 |
0.500 |
114.82 |
0.382 |
114.74 |
LOW |
114.50 |
0.618 |
114.11 |
1.000 |
113.87 |
1.618 |
113.48 |
2.618 |
112.85 |
4.250 |
111.82 |
|
|
Fisher Pivots for day following 17-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
114.82 |
115.39 |
PP |
114.78 |
115.16 |
S1 |
114.75 |
114.94 |
|