Euro Bund Future September 2008
| Trading Metrics calculated at close of trading on 18-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2008 |
18-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
115.09 |
114.67 |
-0.42 |
-0.4% |
116.25 |
| High |
115.13 |
114.67 |
-0.46 |
-0.4% |
116.33 |
| Low |
114.50 |
114.03 |
-0.47 |
-0.4% |
114.03 |
| Close |
114.71 |
114.15 |
-0.56 |
-0.5% |
114.15 |
| Range |
0.63 |
0.64 |
0.01 |
1.6% |
2.30 |
| ATR |
0.52 |
0.53 |
0.01 |
2.2% |
0.00 |
| Volume |
80 |
429 |
349 |
436.3% |
829 |
|
| Daily Pivots for day following 18-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.20 |
115.82 |
114.50 |
|
| R3 |
115.56 |
115.18 |
114.33 |
|
| R2 |
114.92 |
114.92 |
114.27 |
|
| R1 |
114.54 |
114.54 |
114.21 |
114.41 |
| PP |
114.28 |
114.28 |
114.28 |
114.22 |
| S1 |
113.90 |
113.90 |
114.09 |
113.77 |
| S2 |
113.64 |
113.64 |
114.03 |
|
| S3 |
113.00 |
113.26 |
113.97 |
|
| S4 |
112.36 |
112.62 |
113.80 |
|
|
| Weekly Pivots for week ending 18-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.74 |
120.24 |
115.42 |
|
| R3 |
119.44 |
117.94 |
114.78 |
|
| R2 |
117.14 |
117.14 |
114.57 |
|
| R1 |
115.64 |
115.64 |
114.36 |
115.24 |
| PP |
114.84 |
114.84 |
114.84 |
114.64 |
| S1 |
113.34 |
113.34 |
113.94 |
112.94 |
| S2 |
112.54 |
112.54 |
113.73 |
|
| S3 |
110.24 |
111.04 |
113.52 |
|
| S4 |
107.94 |
108.74 |
112.89 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116.33 |
114.03 |
2.30 |
2.0% |
0.55 |
0.5% |
5% |
False |
True |
165 |
| 10 |
116.33 |
114.03 |
2.30 |
2.0% |
0.50 |
0.4% |
5% |
False |
True |
123 |
| 20 |
117.68 |
114.03 |
3.65 |
3.2% |
0.43 |
0.4% |
3% |
False |
True |
153 |
| 40 |
118.50 |
114.03 |
4.47 |
3.9% |
0.31 |
0.3% |
3% |
False |
True |
189 |
| 60 |
118.50 |
114.03 |
4.47 |
3.9% |
0.21 |
0.2% |
3% |
False |
True |
252 |
| 80 |
118.50 |
112.52 |
5.98 |
5.2% |
0.16 |
0.1% |
27% |
False |
False |
284 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.39 |
|
2.618 |
116.35 |
|
1.618 |
115.71 |
|
1.000 |
115.31 |
|
0.618 |
115.07 |
|
HIGH |
114.67 |
|
0.618 |
114.43 |
|
0.500 |
114.35 |
|
0.382 |
114.27 |
|
LOW |
114.03 |
|
0.618 |
113.63 |
|
1.000 |
113.39 |
|
1.618 |
112.99 |
|
2.618 |
112.35 |
|
4.250 |
111.31 |
|
|
| Fisher Pivots for day following 18-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114.35 |
114.84 |
| PP |
114.28 |
114.61 |
| S1 |
114.22 |
114.38 |
|