Euro Bund Future June 2008
Trading Metrics calculated at close of trading on 15-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2008 |
15-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
115.75 |
115.50 |
-0.25 |
-0.2% |
116.79 |
High |
115.87 |
116.15 |
0.28 |
0.2% |
117.24 |
Low |
115.40 |
115.47 |
0.07 |
0.1% |
115.40 |
Close |
115.69 |
115.99 |
0.30 |
0.3% |
115.99 |
Range |
0.47 |
0.68 |
0.21 |
44.7% |
1.84 |
ATR |
0.71 |
0.71 |
0.00 |
-0.3% |
0.00 |
Volume |
1,429 |
7,092 |
5,663 |
396.3% |
16,224 |
|
Daily Pivots for day following 15-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117.91 |
117.63 |
116.36 |
|
R3 |
117.23 |
116.95 |
116.18 |
|
R2 |
116.55 |
116.55 |
116.11 |
|
R1 |
116.27 |
116.27 |
116.05 |
116.41 |
PP |
115.87 |
115.87 |
115.87 |
115.94 |
S1 |
115.59 |
115.59 |
115.93 |
115.73 |
S2 |
115.19 |
115.19 |
115.87 |
|
S3 |
114.51 |
114.91 |
115.80 |
|
S4 |
113.83 |
114.23 |
115.62 |
|
|
Weekly Pivots for week ending 15-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121.73 |
120.70 |
117.00 |
|
R3 |
119.89 |
118.86 |
116.50 |
|
R2 |
118.05 |
118.05 |
116.33 |
|
R1 |
117.02 |
117.02 |
116.16 |
116.62 |
PP |
116.21 |
116.21 |
116.21 |
116.01 |
S1 |
115.18 |
115.18 |
115.82 |
114.78 |
S2 |
114.37 |
114.37 |
115.65 |
|
S3 |
112.53 |
113.34 |
115.48 |
|
S4 |
110.69 |
111.50 |
114.98 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
119.04 |
2.618 |
117.93 |
1.618 |
117.25 |
1.000 |
116.83 |
0.618 |
116.57 |
HIGH |
116.15 |
0.618 |
115.89 |
0.500 |
115.81 |
0.382 |
115.73 |
LOW |
115.47 |
0.618 |
115.05 |
1.000 |
114.79 |
1.618 |
114.37 |
2.618 |
113.69 |
4.250 |
112.58 |
|
|
Fisher Pivots for day following 15-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
115.93 |
115.97 |
PP |
115.87 |
115.94 |
S1 |
115.81 |
115.92 |
|