Euro Bund Future March 2008
Trading Metrics calculated at close of trading on 13-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2008 |
13-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
117.18 |
116.93 |
-0.25 |
-0.2% |
116.47 |
High |
117.42 |
116.94 |
-0.48 |
-0.4% |
117.50 |
Low |
116.43 |
116.16 |
-0.27 |
-0.2% |
116.33 |
Close |
116.46 |
116.53 |
0.07 |
0.1% |
117.23 |
Range |
0.99 |
0.78 |
-0.21 |
-21.2% |
1.17 |
ATR |
0.78 |
0.78 |
0.00 |
0.0% |
0.00 |
Volume |
1,697,060 |
1,427,521 |
-269,539 |
-15.9% |
6,154,503 |
|
Daily Pivots for day following 13-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118.88 |
118.49 |
116.96 |
|
R3 |
118.10 |
117.71 |
116.74 |
|
R2 |
117.32 |
117.32 |
116.67 |
|
R1 |
116.93 |
116.93 |
116.60 |
116.74 |
PP |
116.54 |
116.54 |
116.54 |
116.45 |
S1 |
116.15 |
116.15 |
116.46 |
115.96 |
S2 |
115.76 |
115.76 |
116.39 |
|
S3 |
114.98 |
115.37 |
116.32 |
|
S4 |
114.20 |
114.59 |
116.10 |
|
|
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 |
116.16 |
1.54 |
1.3% |
0.84 |
0.7% |
24% |
False |
True |
1,399,871 |
10 |
117.70 |
116.03 |
1.67 |
1.4% |
0.76 |
0.7% |
30% |
False |
False |
1,325,769 |
20 |
118.08 |
115.58 |
2.50 |
2.1% |
0.81 |
0.7% |
38% |
False |
False |
1,386,253 |
40 |
118.08 |
112.60 |
5.48 |
4.7% |
0.68 |
0.6% |
72% |
False |
False |
1,129,977 |
60 |
118.08 |
112.60 |
5.48 |
4.7% |
0.68 |
0.6% |
72% |
False |
False |
903,870 |
80 |
118.08 |
112.60 |
5.48 |
4.7% |
0.62 |
0.5% |
72% |
False |
False |
678,391 |
100 |
118.08 |
112.00 |
6.08 |
5.2% |
0.57 |
0.5% |
75% |
False |
False |
542,825 |
120 |
118.08 |
112.00 |
6.08 |
5.2% |
0.51 |
0.4% |
75% |
False |
False |
452,392 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
120.26 |
2.618 |
118.98 |
1.618 |
118.20 |
1.000 |
117.72 |
0.618 |
117.42 |
HIGH |
116.94 |
0.618 |
116.64 |
0.500 |
116.55 |
0.382 |
116.46 |
LOW |
116.16 |
0.618 |
115.68 |
1.000 |
115.38 |
1.618 |
114.90 |
2.618 |
114.12 |
4.250 |
112.85 |
|
|
Fisher Pivots for day following 13-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
116.55 |
116.93 |
PP |
116.54 |
116.80 |
S1 |
116.54 |
116.66 |
|