Euro Bund Future March 2008
Trading Metrics calculated at close of trading on 18-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2008 |
18-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
116.14 |
116.30 |
0.16 |
0.1% |
117.47 |
High |
116.32 |
116.32 |
0.00 |
0.0% |
117.70 |
Low |
115.81 |
115.84 |
0.03 |
0.0% |
115.81 |
Close |
116.13 |
115.92 |
-0.21 |
-0.2% |
116.13 |
Range |
0.51 |
0.48 |
-0.03 |
-5.9% |
1.89 |
ATR |
0.76 |
0.74 |
-0.02 |
-2.6% |
0.00 |
Volume |
0 |
517,119 |
517,119 |
|
5,693,747 |
|
Daily Pivots for day following 18-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117.47 |
117.17 |
116.18 |
|
R3 |
116.99 |
116.69 |
116.05 |
|
R2 |
116.51 |
116.51 |
116.01 |
|
R1 |
116.21 |
116.21 |
115.96 |
116.12 |
PP |
116.03 |
116.03 |
116.03 |
115.98 |
S1 |
115.73 |
115.73 |
115.88 |
115.64 |
S2 |
115.55 |
115.55 |
115.83 |
|
S3 |
115.07 |
115.25 |
115.79 |
|
S4 |
114.59 |
114.77 |
115.66 |
|
|
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 |
117.42 |
115.81 |
1.61 |
1.4% |
0.65 |
0.6% |
7% |
False |
False |
1,010,259 |
10 |
117.70 |
115.81 |
1.89 |
1.6% |
0.74 |
0.6% |
6% |
False |
False |
1,164,275 |
20 |
118.08 |
115.58 |
2.50 |
2.2% |
0.80 |
0.7% |
14% |
False |
False |
1,296,336 |
40 |
118.08 |
112.60 |
5.48 |
4.7% |
0.68 |
0.6% |
61% |
False |
False |
1,120,527 |
60 |
118.08 |
112.60 |
5.48 |
4.7% |
0.67 |
0.6% |
61% |
False |
False |
935,549 |
80 |
118.08 |
112.60 |
5.48 |
4.7% |
0.62 |
0.5% |
61% |
False |
False |
702,452 |
100 |
118.08 |
112.00 |
6.08 |
5.2% |
0.57 |
0.5% |
64% |
False |
False |
562,085 |
120 |
118.08 |
112.00 |
6.08 |
5.2% |
0.52 |
0.5% |
64% |
False |
False |
468,440 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
118.36 |
2.618 |
117.58 |
1.618 |
117.10 |
1.000 |
116.80 |
0.618 |
116.62 |
HIGH |
116.32 |
0.618 |
116.14 |
0.500 |
116.08 |
0.382 |
116.02 |
LOW |
115.84 |
0.618 |
115.54 |
1.000 |
115.36 |
1.618 |
115.06 |
2.618 |
114.58 |
4.250 |
113.80 |
|
|
Fisher Pivots for day following 18-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
116.08 |
116.07 |
PP |
116.03 |
116.02 |
S1 |
115.97 |
115.97 |
|