Euro Bund Future March 2008
Trading Metrics calculated at close of trading on 15-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2008 |
15-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
116.14 |
116.14 |
0.00 |
0.0% |
117.47 |
High |
116.32 |
116.32 |
0.00 |
0.0% |
117.70 |
Low |
115.81 |
115.81 |
0.00 |
0.0% |
115.81 |
Close |
116.13 |
116.13 |
0.00 |
0.0% |
116.13 |
Range |
0.51 |
0.51 |
0.00 |
0.0% |
1.89 |
ATR |
0.78 |
0.76 |
-0.02 |
-2.5% |
0.00 |
Volume |
1,409,595 |
0 |
-1,409,595 |
-100.0% |
5,693,747 |
|
Daily Pivots for day following 15-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 15-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122.22 |
121.06 |
117.17 |
|
R3 |
120.33 |
119.17 |
116.65 |
|
R2 |
118.44 |
118.44 |
116.48 |
|
R1 |
117.28 |
117.28 |
116.30 |
116.92 |
PP |
116.55 |
116.55 |
116.55 |
116.36 |
S1 |
115.39 |
115.39 |
115.96 |
115.03 |
S2 |
114.66 |
114.66 |
115.78 |
|
S3 |
112.77 |
113.50 |
115.61 |
|
S4 |
110.88 |
111.61 |
115.09 |
|
|
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% |
0.69 |
0.6% |
17% |
False |
True |
1,138,749 |
10 |
117.70 |
115.81 |
1.89 |
1.6% |
0.72 |
0.6% |
17% |
False |
True |
1,184,825 |
20 |
118.08 |
115.58 |
2.50 |
2.2% |
0.80 |
0.7% |
22% |
False |
False |
1,316,759 |
40 |
118.08 |
112.60 |
5.48 |
4.7% |
0.68 |
0.6% |
64% |
False |
False |
1,118,546 |
60 |
118.08 |
112.60 |
5.48 |
4.7% |
0.68 |
0.6% |
64% |
False |
False |
927,130 |
80 |
118.08 |
112.60 |
5.48 |
4.7% |
0.62 |
0.5% |
64% |
False |
False |
695,989 |
100 |
118.08 |
112.00 |
6.08 |
5.2% |
0.57 |
0.5% |
68% |
False |
False |
556,914 |
120 |
118.08 |
112.00 |
6.08 |
5.2% |
0.52 |
0.4% |
68% |
False |
False |
464,131 |
|
|
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 15-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
116.11 |
116.38 |
PP |
116.09 |
116.29 |
S1 |
116.07 |
116.21 |
|