Euro Bund Future March 2008
| Trading Metrics calculated at close of trading on 21-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2008 |
21-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
116.00 |
115.73 |
-0.27 |
-0.2% |
117.47 |
| High |
116.12 |
116.09 |
-0.03 |
0.0% |
117.70 |
| Low |
115.63 |
115.32 |
-0.31 |
-0.3% |
115.81 |
| Close |
115.93 |
115.93 |
0.00 |
0.0% |
116.13 |
| Range |
0.49 |
0.77 |
0.28 |
57.1% |
1.89 |
| ATR |
0.72 |
0.73 |
0.00 |
0.5% |
0.00 |
| Volume |
1,465,385 |
1,577,188 |
111,803 |
7.6% |
5,693,747 |
|
| Daily Pivots for day following 21-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.09 |
117.78 |
116.35 |
|
| R3 |
117.32 |
117.01 |
116.14 |
|
| R2 |
116.55 |
116.55 |
116.07 |
|
| R1 |
116.24 |
116.24 |
116.00 |
116.40 |
| PP |
115.78 |
115.78 |
115.78 |
115.86 |
| S1 |
115.47 |
115.47 |
115.86 |
115.63 |
| S2 |
115.01 |
115.01 |
115.79 |
|
| S3 |
114.24 |
114.70 |
115.72 |
|
| S4 |
113.47 |
113.93 |
115.51 |
|
|
| 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 |
115.32 |
1.07 |
0.9% |
0.59 |
0.5% |
57% |
False |
True |
988,893 |
| 10 |
117.70 |
115.32 |
2.38 |
2.1% |
0.68 |
0.6% |
26% |
False |
True |
1,202,859 |
| 20 |
117.70 |
115.32 |
2.38 |
2.1% |
0.69 |
0.6% |
26% |
False |
True |
1,203,767 |
| 40 |
118.08 |
112.60 |
5.48 |
4.7% |
0.69 |
0.6% |
61% |
False |
False |
1,184,749 |
| 60 |
118.08 |
112.60 |
5.48 |
4.7% |
0.69 |
0.6% |
61% |
False |
False |
1,008,753 |
| 80 |
118.08 |
112.60 |
5.48 |
4.7% |
0.63 |
0.5% |
61% |
False |
False |
757,764 |
| 100 |
118.08 |
112.00 |
6.08 |
5.2% |
0.58 |
0.5% |
65% |
False |
False |
606,357 |
| 120 |
118.08 |
112.00 |
6.08 |
5.2% |
0.54 |
0.5% |
65% |
False |
False |
505,327 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119.36 |
|
2.618 |
118.11 |
|
1.618 |
117.34 |
|
1.000 |
116.86 |
|
0.618 |
116.57 |
|
HIGH |
116.09 |
|
0.618 |
115.80 |
|
0.500 |
115.71 |
|
0.382 |
115.61 |
|
LOW |
115.32 |
|
0.618 |
114.84 |
|
1.000 |
114.55 |
|
1.618 |
114.07 |
|
2.618 |
113.30 |
|
4.250 |
112.05 |
|
|
| Fisher Pivots for day following 21-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115.86 |
115.91 |
| PP |
115.78 |
115.88 |
| S1 |
115.71 |
115.86 |
|