Euro Bund Future June 2008
Trading Metrics calculated at close of trading on 07-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2008 |
07-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
116.94 |
117.45 |
0.51 |
0.4% |
116.82 |
High |
117.40 |
117.99 |
0.59 |
0.5% |
117.99 |
Low |
116.79 |
117.04 |
0.25 |
0.2% |
116.62 |
Close |
117.26 |
117.41 |
0.15 |
0.1% |
117.41 |
Range |
0.61 |
0.95 |
0.34 |
55.7% |
1.37 |
ATR |
0.68 |
0.70 |
0.02 |
2.9% |
0.00 |
Volume |
1,470,086 |
1,519,253 |
49,167 |
3.3% |
6,081,229 |
|
Daily Pivots for day following 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120.33 |
119.82 |
117.93 |
|
R3 |
119.38 |
118.87 |
117.67 |
|
R2 |
118.43 |
118.43 |
117.58 |
|
R1 |
117.92 |
117.92 |
117.50 |
117.70 |
PP |
117.48 |
117.48 |
117.48 |
117.37 |
S1 |
116.97 |
116.97 |
117.32 |
116.75 |
S2 |
116.53 |
116.53 |
117.24 |
|
S3 |
115.58 |
116.02 |
117.15 |
|
S4 |
114.63 |
115.07 |
116.89 |
|
|
Weekly Pivots for week ending 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121.45 |
120.80 |
118.16 |
|
R3 |
120.08 |
119.43 |
117.79 |
|
R2 |
118.71 |
118.71 |
117.66 |
|
R1 |
118.06 |
118.06 |
117.54 |
118.39 |
PP |
117.34 |
117.34 |
117.34 |
117.50 |
S1 |
116.69 |
116.69 |
117.28 |
117.02 |
S2 |
115.97 |
115.97 |
117.16 |
|
S3 |
114.60 |
115.32 |
117.03 |
|
S4 |
113.23 |
113.95 |
116.66 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
117.99 |
116.62 |
1.37 |
1.2% |
0.65 |
0.6% |
58% |
True |
False |
1,216,245 |
10 |
117.99 |
114.69 |
3.30 |
2.8% |
0.67 |
0.6% |
82% |
True |
False |
650,032 |
20 |
117.99 |
114.69 |
3.30 |
2.8% |
0.64 |
0.5% |
82% |
True |
False |
328,642 |
40 |
117.99 |
114.69 |
3.30 |
2.8% |
0.64 |
0.5% |
82% |
True |
False |
164,953 |
60 |
117.99 |
112.26 |
5.73 |
4.9% |
0.58 |
0.5% |
90% |
True |
False |
110,051 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
122.03 |
2.618 |
120.48 |
1.618 |
119.53 |
1.000 |
118.94 |
0.618 |
118.58 |
HIGH |
117.99 |
0.618 |
117.63 |
0.500 |
117.52 |
0.382 |
117.40 |
LOW |
117.04 |
0.618 |
116.45 |
1.000 |
116.09 |
1.618 |
115.50 |
2.618 |
114.55 |
4.250 |
113.00 |
|
|
Fisher Pivots for day following 07-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
117.52 |
117.39 |
PP |
117.48 |
117.38 |
S1 |
117.45 |
117.36 |
|