Euro Bund Future March 2008
| Trading Metrics calculated at close of trading on 14-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2008 |
14-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
116.93 |
116.14 |
-0.79 |
-0.7% |
116.47 |
| High |
116.94 |
116.32 |
-0.62 |
-0.5% |
117.50 |
| Low |
116.16 |
115.81 |
-0.35 |
-0.3% |
116.33 |
| Close |
116.53 |
116.13 |
-0.40 |
-0.3% |
117.23 |
| Range |
0.78 |
0.51 |
-0.27 |
-34.6% |
1.17 |
| ATR |
0.78 |
0.78 |
0.00 |
-0.6% |
0.00 |
| Volume |
1,427,521 |
1,409,595 |
-17,926 |
-1.3% |
6,154,503 |
|
| Daily Pivots for day following 14-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.62 |
117.38 |
116.41 |
|
| R3 |
117.11 |
116.87 |
116.27 |
|
| R2 |
116.60 |
116.60 |
116.22 |
|
| R1 |
116.36 |
116.36 |
116.18 |
116.23 |
| PP |
116.09 |
116.09 |
116.09 |
116.02 |
| S1 |
115.85 |
115.85 |
116.08 |
115.72 |
| S2 |
115.58 |
115.58 |
116.04 |
|
| S3 |
115.07 |
115.34 |
115.99 |
|
| S4 |
114.56 |
114.83 |
115.85 |
|
|
| 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 |
115.81 |
1.89 |
1.6% |
0.78 |
0.7% |
17% |
False |
True |
1,416,825 |
| 10 |
117.70 |
115.81 |
1.89 |
1.6% |
0.73 |
0.6% |
17% |
False |
True |
1,318,272 |
| 20 |
118.08 |
115.58 |
2.50 |
2.2% |
0.80 |
0.7% |
22% |
False |
False |
1,379,804 |
| 40 |
118.08 |
112.60 |
5.48 |
4.7% |
0.68 |
0.6% |
64% |
False |
False |
1,138,678 |
| 60 |
118.08 |
112.60 |
5.48 |
4.7% |
0.68 |
0.6% |
64% |
False |
False |
927,319 |
| 80 |
118.08 |
112.60 |
5.48 |
4.7% |
0.63 |
0.5% |
64% |
False |
False |
695,998 |
| 100 |
118.08 |
112.00 |
6.08 |
5.2% |
0.57 |
0.5% |
68% |
False |
False |
556,916 |
| 120 |
118.08 |
112.00 |
6.08 |
5.2% |
0.51 |
0.4% |
68% |
False |
False |
464,132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.49 |
|
2.618 |
117.66 |
|
1.618 |
117.15 |
|
1.000 |
116.83 |
|
0.618 |
116.64 |
|
HIGH |
116.32 |
|
0.618 |
116.13 |
|
0.500 |
116.07 |
|
0.382 |
116.00 |
|
LOW |
115.81 |
|
0.618 |
115.49 |
|
1.000 |
115.30 |
|
1.618 |
114.98 |
|
2.618 |
114.47 |
|
4.250 |
113.64 |
|
|
| Fisher Pivots for day following 14-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116.11 |
116.62 |
| PP |
116.09 |
116.45 |
| S1 |
116.07 |
116.29 |
|