Euro Bund Future September 2008
| Trading Metrics calculated at close of trading on 30-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2008 |
30-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
113.91 |
114.16 |
0.25 |
0.2% |
114.17 |
| High |
114.26 |
114.38 |
0.12 |
0.1% |
114.71 |
| Low |
113.90 |
114.09 |
0.19 |
0.2% |
113.36 |
| Close |
114.27 |
114.29 |
0.02 |
0.0% |
113.93 |
| Range |
0.36 |
0.29 |
-0.07 |
-19.4% |
1.35 |
| ATR |
0.51 |
0.50 |
-0.02 |
-3.1% |
0.00 |
| Volume |
377 |
61 |
-316 |
-83.8% |
4,155 |
|
| Daily Pivots for day following 30-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.12 |
115.00 |
114.45 |
|
| R3 |
114.83 |
114.71 |
114.37 |
|
| R2 |
114.54 |
114.54 |
114.34 |
|
| R1 |
114.42 |
114.42 |
114.32 |
114.48 |
| PP |
114.25 |
114.25 |
114.25 |
114.29 |
| S1 |
114.13 |
114.13 |
114.26 |
114.19 |
| S2 |
113.96 |
113.96 |
114.24 |
|
| S3 |
113.67 |
113.84 |
114.21 |
|
| S4 |
113.38 |
113.55 |
114.13 |
|
|
| Weekly Pivots for week ending 25-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.05 |
117.34 |
114.67 |
|
| R3 |
116.70 |
115.99 |
114.30 |
|
| R2 |
115.35 |
115.35 |
114.18 |
|
| R1 |
114.64 |
114.64 |
114.05 |
114.32 |
| PP |
114.00 |
114.00 |
114.00 |
113.84 |
| S1 |
113.29 |
113.29 |
113.81 |
112.97 |
| S2 |
112.65 |
112.65 |
113.68 |
|
| S3 |
111.30 |
111.94 |
113.56 |
|
| S4 |
109.95 |
110.59 |
113.19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114.71 |
113.36 |
1.35 |
1.2% |
0.50 |
0.4% |
69% |
False |
False |
501 |
| 10 |
115.13 |
113.36 |
1.77 |
1.5% |
0.45 |
0.4% |
53% |
False |
False |
637 |
| 20 |
116.33 |
113.36 |
2.97 |
2.6% |
0.43 |
0.4% |
31% |
False |
False |
375 |
| 40 |
118.50 |
113.36 |
5.14 |
4.5% |
0.39 |
0.3% |
18% |
False |
False |
307 |
| 60 |
118.50 |
113.36 |
5.14 |
4.5% |
0.27 |
0.2% |
18% |
False |
False |
304 |
| 80 |
118.50 |
113.36 |
5.14 |
4.5% |
0.20 |
0.2% |
18% |
False |
False |
345 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.61 |
|
2.618 |
115.14 |
|
1.618 |
114.85 |
|
1.000 |
114.67 |
|
0.618 |
114.56 |
|
HIGH |
114.38 |
|
0.618 |
114.27 |
|
0.500 |
114.24 |
|
0.382 |
114.20 |
|
LOW |
114.09 |
|
0.618 |
113.91 |
|
1.000 |
113.80 |
|
1.618 |
113.62 |
|
2.618 |
113.33 |
|
4.250 |
112.86 |
|
|
| Fisher Pivots for day following 30-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114.27 |
114.20 |
| PP |
114.25 |
114.10 |
| S1 |
114.24 |
114.01 |
|