Euro Bund Future March 2008
Trading Metrics calculated at close of trading on 19-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2008 |
19-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
116.30 |
115.91 |
-0.39 |
-0.3% |
117.47 |
High |
116.32 |
116.39 |
0.07 |
0.1% |
117.70 |
Low |
115.84 |
115.71 |
-0.13 |
-0.1% |
115.81 |
Close |
115.92 |
116.21 |
0.29 |
0.3% |
116.13 |
Range |
0.48 |
0.68 |
0.20 |
41.7% |
1.89 |
ATR |
0.74 |
0.74 |
0.00 |
-0.6% |
0.00 |
Volume |
517,119 |
1,384,775 |
867,656 |
167.8% |
5,693,747 |
|
Daily Pivots for day following 19-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118.14 |
117.86 |
116.58 |
|
R3 |
117.46 |
117.18 |
116.40 |
|
R2 |
116.78 |
116.78 |
116.33 |
|
R1 |
116.50 |
116.50 |
116.27 |
116.64 |
PP |
116.10 |
116.10 |
116.10 |
116.18 |
S1 |
115.82 |
115.82 |
116.15 |
115.96 |
S2 |
115.42 |
115.42 |
116.09 |
|
S3 |
114.74 |
115.14 |
116.02 |
|
S4 |
114.06 |
114.46 |
115.84 |
|
|
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 |
116.94 |
115.71 |
1.23 |
1.1% |
0.59 |
0.5% |
41% |
False |
True |
947,802 |
10 |
117.70 |
115.71 |
1.99 |
1.7% |
0.70 |
0.6% |
25% |
False |
True |
1,156,205 |
20 |
117.70 |
115.58 |
2.12 |
1.8% |
0.73 |
0.6% |
30% |
False |
False |
1,243,326 |
40 |
118.08 |
112.60 |
5.48 |
4.7% |
0.69 |
0.6% |
66% |
False |
False |
1,139,958 |
60 |
118.08 |
112.60 |
5.48 |
4.7% |
0.68 |
0.6% |
66% |
False |
False |
958,439 |
80 |
118.08 |
112.60 |
5.48 |
4.7% |
0.63 |
0.5% |
66% |
False |
False |
719,743 |
100 |
118.08 |
112.00 |
6.08 |
5.2% |
0.58 |
0.5% |
69% |
False |
False |
575,932 |
120 |
118.08 |
112.00 |
6.08 |
5.2% |
0.53 |
0.5% |
69% |
False |
False |
479,980 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
119.28 |
2.618 |
118.17 |
1.618 |
117.49 |
1.000 |
117.07 |
0.618 |
116.81 |
HIGH |
116.39 |
0.618 |
116.13 |
0.500 |
116.05 |
0.382 |
115.97 |
LOW |
115.71 |
0.618 |
115.29 |
1.000 |
115.03 |
1.618 |
114.61 |
2.618 |
113.93 |
4.250 |
112.82 |
|
|
Fisher Pivots for day following 19-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
116.16 |
116.16 |
PP |
116.10 |
116.10 |
S1 |
116.05 |
116.05 |
|