Euro Bund Future June 2008
Trading Metrics calculated at close of trading on 28-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2008 |
28-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
114.93 |
114.97 |
0.04 |
0.0% |
115.83 |
High |
115.26 |
115.78 |
0.52 |
0.5% |
115.92 |
Low |
114.69 |
114.91 |
0.22 |
0.2% |
114.92 |
Close |
114.82 |
115.62 |
0.80 |
0.7% |
115.63 |
Range |
0.57 |
0.87 |
0.30 |
52.6% |
1.00 |
ATR |
0.64 |
0.66 |
0.02 |
3.5% |
0.00 |
Volume |
63,353 |
84,554 |
21,201 |
33.5% |
56,292 |
|
Daily Pivots for day following 28-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118.05 |
117.70 |
116.10 |
|
R3 |
117.18 |
116.83 |
115.86 |
|
R2 |
116.31 |
116.31 |
115.78 |
|
R1 |
115.96 |
115.96 |
115.70 |
116.14 |
PP |
115.44 |
115.44 |
115.44 |
115.52 |
S1 |
115.09 |
115.09 |
115.54 |
115.27 |
S2 |
114.57 |
114.57 |
115.46 |
|
S3 |
113.70 |
114.22 |
115.38 |
|
S4 |
112.83 |
113.35 |
115.14 |
|
|
Weekly Pivots for week ending 22-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118.49 |
118.06 |
116.18 |
|
R3 |
117.49 |
117.06 |
115.91 |
|
R2 |
116.49 |
116.49 |
115.81 |
|
R1 |
116.06 |
116.06 |
115.72 |
115.78 |
PP |
115.49 |
115.49 |
115.49 |
115.35 |
S1 |
115.06 |
115.06 |
115.54 |
114.78 |
S2 |
114.49 |
114.49 |
115.45 |
|
S3 |
113.49 |
114.06 |
115.36 |
|
S4 |
112.49 |
113.06 |
115.08 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
119.48 |
2.618 |
118.06 |
1.618 |
117.19 |
1.000 |
116.65 |
0.618 |
116.32 |
HIGH |
115.78 |
0.618 |
115.45 |
0.500 |
115.35 |
0.382 |
115.24 |
LOW |
114.91 |
0.618 |
114.37 |
1.000 |
114.04 |
1.618 |
113.50 |
2.618 |
112.63 |
4.250 |
111.21 |
|
|
Fisher Pivots for day following 28-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
115.53 |
115.49 |
PP |
115.44 |
115.36 |
S1 |
115.35 |
115.24 |
|