Euro Bund Future March 2008
Trading Metrics calculated at close of trading on 08-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2008 |
08-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
117.12 |
116.80 |
-0.32 |
-0.3% |
116.47 |
High |
117.39 |
117.49 |
0.10 |
0.1% |
117.50 |
Low |
116.58 |
116.54 |
-0.04 |
0.0% |
116.33 |
Close |
117.22 |
117.23 |
0.01 |
0.0% |
117.23 |
Range |
0.81 |
0.95 |
0.14 |
17.3% |
1.17 |
ATR |
0.76 |
0.77 |
0.01 |
1.8% |
0.00 |
Volume |
1,324,825 |
1,390,380 |
65,555 |
4.9% |
6,154,503 |
|
Daily Pivots for day following 08-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119.94 |
119.53 |
117.75 |
|
R3 |
118.99 |
118.58 |
117.49 |
|
R2 |
118.04 |
118.04 |
117.40 |
|
R1 |
117.63 |
117.63 |
117.32 |
117.84 |
PP |
117.09 |
117.09 |
117.09 |
117.19 |
S1 |
116.68 |
116.68 |
117.14 |
116.89 |
S2 |
116.14 |
116.14 |
117.06 |
|
S3 |
115.19 |
115.73 |
116.97 |
|
S4 |
114.24 |
114.78 |
116.71 |
|
|
Weekly Pivots for week ending 08-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120.53 |
120.05 |
117.87 |
|
R3 |
119.36 |
118.88 |
117.55 |
|
R2 |
118.19 |
118.19 |
117.44 |
|
R1 |
117.71 |
117.71 |
117.34 |
117.95 |
PP |
117.02 |
117.02 |
117.02 |
117.14 |
S1 |
116.54 |
116.54 |
117.12 |
116.78 |
S2 |
115.85 |
115.85 |
117.02 |
|
S3 |
114.68 |
115.37 |
116.91 |
|
S4 |
113.51 |
114.20 |
116.59 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
117.50 |
116.33 |
1.17 |
1.0% |
0.75 |
0.6% |
77% |
False |
False |
1,230,900 |
10 |
117.50 |
115.60 |
1.90 |
1.6% |
0.68 |
0.6% |
86% |
False |
False |
1,211,053 |
20 |
118.08 |
115.40 |
2.68 |
2.3% |
0.76 |
0.6% |
68% |
False |
False |
1,376,029 |
40 |
118.08 |
112.60 |
5.48 |
4.7% |
0.69 |
0.6% |
84% |
False |
False |
1,098,603 |
60 |
118.08 |
112.60 |
5.48 |
4.7% |
0.66 |
0.6% |
84% |
False |
False |
832,739 |
80 |
118.08 |
112.00 |
6.08 |
5.2% |
0.61 |
0.5% |
86% |
False |
False |
624,879 |
100 |
118.08 |
112.00 |
6.08 |
5.2% |
0.55 |
0.5% |
86% |
False |
False |
499,984 |
120 |
118.08 |
112.00 |
6.08 |
5.2% |
0.49 |
0.4% |
86% |
False |
False |
416,709 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
121.53 |
2.618 |
119.98 |
1.618 |
119.03 |
1.000 |
118.44 |
0.618 |
118.08 |
HIGH |
117.49 |
0.618 |
117.13 |
0.500 |
117.02 |
0.382 |
116.90 |
LOW |
116.54 |
0.618 |
115.95 |
1.000 |
115.59 |
1.618 |
115.00 |
2.618 |
114.05 |
4.250 |
112.50 |
|
|
Fisher Pivots for day following 08-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
117.16 |
117.16 |
PP |
117.09 |
117.09 |
S1 |
117.02 |
117.02 |
|