Euro Bund Future March 2008
Trading Metrics calculated at close of trading on 11-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2008 |
11-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
116.80 |
117.47 |
0.67 |
0.6% |
116.47 |
High |
117.49 |
117.70 |
0.21 |
0.2% |
117.50 |
Low |
116.54 |
117.05 |
0.51 |
0.4% |
116.33 |
Close |
117.23 |
117.45 |
0.22 |
0.2% |
117.23 |
Range |
0.95 |
0.65 |
-0.30 |
-31.6% |
1.17 |
ATR |
0.77 |
0.77 |
-0.01 |
-1.1% |
0.00 |
Volume |
1,390,380 |
1,159,571 |
-230,809 |
-16.6% |
6,154,503 |
|
Daily Pivots for day following 11-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119.35 |
119.05 |
117.81 |
|
R3 |
118.70 |
118.40 |
117.63 |
|
R2 |
118.05 |
118.05 |
117.57 |
|
R1 |
117.75 |
117.75 |
117.51 |
117.58 |
PP |
117.40 |
117.40 |
117.40 |
117.31 |
S1 |
117.10 |
117.10 |
117.39 |
116.93 |
S2 |
116.75 |
116.75 |
117.33 |
|
S3 |
116.10 |
116.45 |
117.27 |
|
S4 |
115.45 |
115.80 |
117.09 |
|
|
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 |
117.70 |
116.43 |
1.27 |
1.1% |
0.82 |
0.7% |
80% |
True |
False |
1,318,291 |
10 |
117.70 |
115.60 |
2.10 |
1.8% |
0.71 |
0.6% |
88% |
True |
False |
1,230,984 |
20 |
118.08 |
115.49 |
2.59 |
2.2% |
0.78 |
0.7% |
76% |
False |
False |
1,375,258 |
40 |
118.08 |
112.60 |
5.48 |
4.7% |
0.68 |
0.6% |
89% |
False |
False |
1,102,194 |
60 |
118.08 |
112.60 |
5.48 |
4.7% |
0.66 |
0.6% |
89% |
False |
False |
851,963 |
80 |
118.08 |
112.05 |
6.03 |
5.1% |
0.61 |
0.5% |
90% |
False |
False |
639,371 |
100 |
118.08 |
112.00 |
6.08 |
5.2% |
0.55 |
0.5% |
90% |
False |
False |
511,580 |
120 |
118.08 |
112.00 |
6.08 |
5.2% |
0.50 |
0.4% |
90% |
False |
False |
426,364 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
120.46 |
2.618 |
119.40 |
1.618 |
118.75 |
1.000 |
118.35 |
0.618 |
118.10 |
HIGH |
117.70 |
0.618 |
117.45 |
0.500 |
117.38 |
0.382 |
117.30 |
LOW |
117.05 |
0.618 |
116.65 |
1.000 |
116.40 |
1.618 |
116.00 |
2.618 |
115.35 |
4.250 |
114.29 |
|
|
Fisher Pivots for day following 11-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
117.43 |
117.34 |
PP |
117.40 |
117.23 |
S1 |
117.38 |
117.12 |
|