Euro Bund Future March 2008
| Trading Metrics calculated at close of trading on 07-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2008 |
07-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
117.49 |
117.12 |
-0.37 |
-0.3% |
116.64 |
| High |
117.50 |
117.39 |
-0.11 |
-0.1% |
116.87 |
| Low |
116.86 |
116.58 |
-0.28 |
-0.2% |
115.60 |
| Close |
116.91 |
117.22 |
0.31 |
0.3% |
116.78 |
| Range |
0.64 |
0.81 |
0.17 |
26.6% |
1.27 |
| ATR |
0.76 |
0.76 |
0.00 |
0.5% |
0.00 |
| Volume |
1,251,204 |
1,324,825 |
73,621 |
5.9% |
5,956,028 |
|
| Daily Pivots for day following 07-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.49 |
119.17 |
117.67 |
|
| R3 |
118.68 |
118.36 |
117.44 |
|
| R2 |
117.87 |
117.87 |
117.37 |
|
| R1 |
117.55 |
117.55 |
117.29 |
117.71 |
| PP |
117.06 |
117.06 |
117.06 |
117.15 |
| S1 |
116.74 |
116.74 |
117.15 |
116.90 |
| S2 |
116.25 |
116.25 |
117.07 |
|
| S3 |
115.44 |
115.93 |
117.00 |
|
| S4 |
114.63 |
115.12 |
116.77 |
|
|
| Weekly Pivots for week ending 01-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.23 |
119.77 |
117.48 |
|
| R3 |
118.96 |
118.50 |
117.13 |
|
| R2 |
117.69 |
117.69 |
117.01 |
|
| R1 |
117.23 |
117.23 |
116.90 |
117.46 |
| PP |
116.42 |
116.42 |
116.42 |
116.53 |
| S1 |
115.96 |
115.96 |
116.66 |
116.19 |
| S2 |
115.15 |
115.15 |
116.55 |
|
| S3 |
113.88 |
114.69 |
116.43 |
|
| S4 |
112.61 |
113.42 |
116.08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117.50 |
116.23 |
1.27 |
1.1% |
0.69 |
0.6% |
78% |
False |
False |
1,219,719 |
| 10 |
117.50 |
115.58 |
1.92 |
1.6% |
0.69 |
0.6% |
85% |
False |
False |
1,204,676 |
| 20 |
118.08 |
114.85 |
3.23 |
2.8% |
0.75 |
0.6% |
73% |
False |
False |
1,373,257 |
| 40 |
118.08 |
112.60 |
5.48 |
4.7% |
0.69 |
0.6% |
84% |
False |
False |
1,097,711 |
| 60 |
118.08 |
112.60 |
5.48 |
4.7% |
0.65 |
0.6% |
84% |
False |
False |
809,604 |
| 80 |
118.08 |
112.00 |
6.08 |
5.2% |
0.60 |
0.5% |
86% |
False |
False |
607,520 |
| 100 |
118.08 |
112.00 |
6.08 |
5.2% |
0.54 |
0.5% |
86% |
False |
False |
486,084 |
| 120 |
118.08 |
112.00 |
6.08 |
5.2% |
0.48 |
0.4% |
86% |
False |
False |
405,131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120.83 |
|
2.618 |
119.51 |
|
1.618 |
118.70 |
|
1.000 |
118.20 |
|
0.618 |
117.89 |
|
HIGH |
117.39 |
|
0.618 |
117.08 |
|
0.500 |
116.99 |
|
0.382 |
116.89 |
|
LOW |
116.58 |
|
0.618 |
116.08 |
|
1.000 |
115.77 |
|
1.618 |
115.27 |
|
2.618 |
114.46 |
|
4.250 |
113.14 |
|
|
| Fisher Pivots for day following 07-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117.14 |
117.14 |
| PP |
117.06 |
117.05 |
| S1 |
116.99 |
116.97 |
|