Euro Bund Future March 2008
Trading Metrics calculated at close of trading on 29-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2008 |
29-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
115.43 |
116.27 |
0.84 |
0.7% |
115.69 |
High |
116.22 |
117.27 |
1.05 |
0.9% |
117.27 |
Low |
115.34 |
116.21 |
0.87 |
0.8% |
115.13 |
Close |
116.05 |
117.06 |
1.01 |
0.9% |
117.06 |
Range |
0.88 |
1.06 |
0.18 |
20.5% |
2.14 |
ATR |
0.70 |
0.74 |
0.04 |
5.3% |
0.00 |
Volume |
1,371,563 |
1,823,319 |
451,756 |
32.9% |
7,090,983 |
|
Daily Pivots for day following 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120.03 |
119.60 |
117.64 |
|
R3 |
118.97 |
118.54 |
117.35 |
|
R2 |
117.91 |
117.91 |
117.25 |
|
R1 |
117.48 |
117.48 |
117.16 |
117.70 |
PP |
116.85 |
116.85 |
116.85 |
116.95 |
S1 |
116.42 |
116.42 |
116.96 |
116.64 |
S2 |
115.79 |
115.79 |
116.87 |
|
S3 |
114.73 |
115.36 |
116.77 |
|
S4 |
113.67 |
114.30 |
116.48 |
|
|
Weekly Pivots for week ending 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122.91 |
122.12 |
118.24 |
|
R3 |
120.77 |
119.98 |
117.65 |
|
R2 |
118.63 |
118.63 |
117.45 |
|
R1 |
117.84 |
117.84 |
117.26 |
118.24 |
PP |
116.49 |
116.49 |
116.49 |
116.68 |
S1 |
115.70 |
115.70 |
116.86 |
116.10 |
S2 |
114.35 |
114.35 |
116.67 |
|
S3 |
112.21 |
113.56 |
116.47 |
|
S4 |
110.07 |
111.42 |
115.88 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
117.27 |
115.13 |
2.14 |
1.8% |
0.70 |
0.6% |
90% |
True |
False |
1,418,196 |
10 |
117.27 |
115.13 |
2.14 |
1.8% |
0.64 |
0.5% |
90% |
True |
False |
1,338,217 |
20 |
117.70 |
115.13 |
2.57 |
2.2% |
0.68 |
0.6% |
75% |
False |
False |
1,261,521 |
40 |
118.08 |
114.58 |
3.50 |
3.0% |
0.69 |
0.6% |
71% |
False |
False |
1,304,683 |
60 |
118.08 |
112.60 |
5.48 |
4.7% |
0.68 |
0.6% |
81% |
False |
False |
1,142,840 |
80 |
118.08 |
112.60 |
5.48 |
4.7% |
0.64 |
0.6% |
81% |
False |
False |
863,134 |
100 |
118.08 |
112.00 |
6.08 |
5.2% |
0.60 |
0.5% |
83% |
False |
False |
690,699 |
120 |
118.08 |
112.00 |
6.08 |
5.2% |
0.56 |
0.5% |
83% |
False |
False |
575,632 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
121.78 |
2.618 |
120.05 |
1.618 |
118.99 |
1.000 |
118.33 |
0.618 |
117.93 |
HIGH |
117.27 |
0.618 |
116.87 |
0.500 |
116.74 |
0.382 |
116.61 |
LOW |
116.21 |
0.618 |
115.55 |
1.000 |
115.15 |
1.618 |
114.49 |
2.618 |
113.43 |
4.250 |
111.71 |
|
|
Fisher Pivots for day following 29-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
116.95 |
116.77 |
PP |
116.85 |
116.49 |
S1 |
116.74 |
116.20 |
|