Euro Bund Future September 2008
| Trading Metrics calculated at close of trading on 23-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2008 |
23-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
114.16 |
114.14 |
-0.02 |
0.0% |
116.25 |
| High |
114.20 |
114.28 |
0.08 |
0.1% |
116.33 |
| Low |
113.90 |
114.13 |
0.23 |
0.2% |
114.03 |
| Close |
114.02 |
114.14 |
0.12 |
0.1% |
114.15 |
| Range |
0.30 |
0.15 |
-0.15 |
-50.0% |
2.30 |
| ATR |
0.51 |
0.49 |
-0.02 |
-3.5% |
0.00 |
| Volume |
2,297 |
814 |
-1,483 |
-64.6% |
829 |
|
| Daily Pivots for day following 23-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.63 |
114.54 |
114.22 |
|
| R3 |
114.48 |
114.39 |
114.18 |
|
| R2 |
114.33 |
114.33 |
114.17 |
|
| R1 |
114.24 |
114.24 |
114.15 |
114.22 |
| PP |
114.18 |
114.18 |
114.18 |
114.17 |
| S1 |
114.09 |
114.09 |
114.13 |
114.07 |
| S2 |
114.03 |
114.03 |
114.11 |
|
| S3 |
113.88 |
113.94 |
114.10 |
|
| S4 |
113.73 |
113.79 |
114.06 |
|
|
| 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 |
115.13 |
113.90 |
1.23 |
1.1% |
0.39 |
0.3% |
20% |
False |
False |
773 |
| 10 |
116.33 |
113.90 |
2.43 |
2.1% |
0.46 |
0.4% |
10% |
False |
False |
442 |
| 20 |
116.42 |
113.90 |
2.52 |
2.2% |
0.40 |
0.4% |
10% |
False |
False |
298 |
| 40 |
118.50 |
113.90 |
4.60 |
4.0% |
0.33 |
0.3% |
5% |
False |
False |
263 |
| 60 |
118.50 |
113.90 |
4.60 |
4.0% |
0.23 |
0.2% |
5% |
False |
False |
300 |
| 80 |
118.50 |
112.92 |
5.58 |
4.9% |
0.17 |
0.1% |
22% |
False |
False |
322 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.92 |
|
2.618 |
114.67 |
|
1.618 |
114.52 |
|
1.000 |
114.43 |
|
0.618 |
114.37 |
|
HIGH |
114.28 |
|
0.618 |
114.22 |
|
0.500 |
114.21 |
|
0.382 |
114.19 |
|
LOW |
114.13 |
|
0.618 |
114.04 |
|
1.000 |
113.98 |
|
1.618 |
113.89 |
|
2.618 |
113.74 |
|
4.250 |
113.49 |
|
|
| Fisher Pivots for day following 23-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114.21 |
114.16 |
| PP |
114.18 |
114.15 |
| S1 |
114.16 |
114.15 |
|