Euro Bund Future March 2008
Trading Metrics calculated at close of trading on 20-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2008 |
20-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
115.91 |
116.00 |
0.09 |
0.1% |
117.47 |
High |
116.39 |
116.12 |
-0.27 |
-0.2% |
117.70 |
Low |
115.71 |
115.63 |
-0.08 |
-0.1% |
115.81 |
Close |
116.21 |
115.93 |
-0.28 |
-0.2% |
116.13 |
Range |
0.68 |
0.49 |
-0.19 |
-27.9% |
1.89 |
ATR |
0.74 |
0.72 |
-0.01 |
-1.5% |
0.00 |
Volume |
1,384,775 |
1,465,385 |
80,610 |
5.8% |
5,693,747 |
|
Daily Pivots for day following 20-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117.36 |
117.14 |
116.20 |
|
R3 |
116.87 |
116.65 |
116.06 |
|
R2 |
116.38 |
116.38 |
116.02 |
|
R1 |
116.16 |
116.16 |
115.97 |
116.03 |
PP |
115.89 |
115.89 |
115.89 |
115.83 |
S1 |
115.67 |
115.67 |
115.89 |
115.54 |
S2 |
115.40 |
115.40 |
115.84 |
|
S3 |
114.91 |
115.18 |
115.80 |
|
S4 |
114.42 |
114.69 |
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 |
116.39 |
115.63 |
0.76 |
0.7% |
0.53 |
0.5% |
39% |
False |
True |
955,374 |
10 |
117.70 |
115.63 |
2.07 |
1.8% |
0.69 |
0.6% |
14% |
False |
True |
1,177,623 |
20 |
117.70 |
115.58 |
2.12 |
1.8% |
0.69 |
0.6% |
17% |
False |
False |
1,214,442 |
40 |
118.08 |
112.60 |
5.48 |
4.7% |
0.69 |
0.6% |
61% |
False |
False |
1,158,448 |
60 |
118.08 |
112.60 |
5.48 |
4.7% |
0.68 |
0.6% |
61% |
False |
False |
982,521 |
80 |
118.08 |
112.60 |
5.48 |
4.7% |
0.63 |
0.5% |
61% |
False |
False |
738,058 |
100 |
118.08 |
112.00 |
6.08 |
5.2% |
0.58 |
0.5% |
65% |
False |
False |
590,586 |
120 |
118.08 |
112.00 |
6.08 |
5.2% |
0.53 |
0.5% |
65% |
False |
False |
492,188 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
118.20 |
2.618 |
117.40 |
1.618 |
116.91 |
1.000 |
116.61 |
0.618 |
116.42 |
HIGH |
116.12 |
0.618 |
115.93 |
0.500 |
115.88 |
0.382 |
115.82 |
LOW |
115.63 |
0.618 |
115.33 |
1.000 |
115.14 |
1.618 |
114.84 |
2.618 |
114.35 |
4.250 |
113.55 |
|
|
Fisher Pivots for day following 20-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
115.91 |
116.01 |
PP |
115.89 |
115.98 |
S1 |
115.88 |
115.96 |
|