Euro Bund Future March 2008
| Trading Metrics calculated at close of trading on 12-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2008 |
12-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
117.47 |
117.18 |
-0.29 |
-0.2% |
116.47 |
| High |
117.70 |
117.42 |
-0.28 |
-0.2% |
117.50 |
| Low |
117.05 |
116.43 |
-0.62 |
-0.5% |
116.33 |
| Close |
117.45 |
116.46 |
-0.99 |
-0.8% |
117.23 |
| Range |
0.65 |
0.99 |
0.34 |
52.3% |
1.17 |
| ATR |
0.77 |
0.78 |
0.02 |
2.4% |
0.00 |
| Volume |
1,159,571 |
1,697,060 |
537,489 |
46.4% |
6,154,503 |
|
| Daily Pivots for day following 12-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.74 |
119.09 |
117.00 |
|
| R3 |
118.75 |
118.10 |
116.73 |
|
| R2 |
117.76 |
117.76 |
116.64 |
|
| R1 |
117.11 |
117.11 |
116.55 |
116.94 |
| PP |
116.77 |
116.77 |
116.77 |
116.69 |
| S1 |
116.12 |
116.12 |
116.37 |
115.95 |
| S2 |
115.78 |
115.78 |
116.28 |
|
| S3 |
114.79 |
115.13 |
116.19 |
|
| S4 |
113.80 |
114.14 |
115.92 |
|
|
| 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% |
0.81 |
0.7% |
2% |
False |
True |
1,364,608 |
| 10 |
117.70 |
115.60 |
2.10 |
1.8% |
0.76 |
0.7% |
41% |
False |
False |
1,302,200 |
| 20 |
118.08 |
115.58 |
2.50 |
2.1% |
0.80 |
0.7% |
35% |
False |
False |
1,398,263 |
| 40 |
118.08 |
112.60 |
5.48 |
4.7% |
0.69 |
0.6% |
70% |
False |
False |
1,123,692 |
| 60 |
118.08 |
112.60 |
5.48 |
4.7% |
0.67 |
0.6% |
70% |
False |
False |
880,176 |
| 80 |
118.08 |
112.05 |
6.03 |
5.2% |
0.62 |
0.5% |
73% |
False |
False |
660,567 |
| 100 |
118.08 |
112.00 |
6.08 |
5.2% |
0.56 |
0.5% |
73% |
False |
False |
528,550 |
| 120 |
118.08 |
112.00 |
6.08 |
5.2% |
0.50 |
0.4% |
73% |
False |
False |
440,503 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121.63 |
|
2.618 |
120.01 |
|
1.618 |
119.02 |
|
1.000 |
118.41 |
|
0.618 |
118.03 |
|
HIGH |
117.42 |
|
0.618 |
117.04 |
|
0.500 |
116.93 |
|
0.382 |
116.81 |
|
LOW |
116.43 |
|
0.618 |
115.82 |
|
1.000 |
115.44 |
|
1.618 |
114.83 |
|
2.618 |
113.84 |
|
4.250 |
112.22 |
|
|
| Fisher Pivots for day following 12-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116.93 |
117.07 |
| PP |
116.77 |
116.86 |
| S1 |
116.62 |
116.66 |
|