Euro Bund Future March 2008
| Trading Metrics calculated at close of trading on 22-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2008 |
22-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
115.73 |
115.97 |
0.24 |
0.2% |
116.30 |
| High |
116.09 |
116.26 |
0.17 |
0.1% |
116.39 |
| Low |
115.32 |
115.76 |
0.44 |
0.4% |
115.32 |
| Close |
115.93 |
116.05 |
0.12 |
0.1% |
116.05 |
| Range |
0.77 |
0.50 |
-0.27 |
-35.1% |
1.07 |
| ATR |
0.73 |
0.71 |
-0.02 |
-2.2% |
0.00 |
| Volume |
1,577,188 |
1,346,720 |
-230,468 |
-14.6% |
6,291,187 |
|
| Daily Pivots for day following 22-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.52 |
117.29 |
116.33 |
|
| R3 |
117.02 |
116.79 |
116.19 |
|
| R2 |
116.52 |
116.52 |
116.14 |
|
| R1 |
116.29 |
116.29 |
116.10 |
116.41 |
| PP |
116.02 |
116.02 |
116.02 |
116.08 |
| S1 |
115.79 |
115.79 |
116.00 |
115.91 |
| S2 |
115.52 |
115.52 |
115.96 |
|
| S3 |
115.02 |
115.29 |
115.91 |
|
| S4 |
114.52 |
114.79 |
115.78 |
|
|
| Weekly Pivots for week ending 22-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.13 |
118.66 |
116.64 |
|
| R3 |
118.06 |
117.59 |
116.34 |
|
| R2 |
116.99 |
116.99 |
116.25 |
|
| R1 |
116.52 |
116.52 |
116.15 |
116.22 |
| PP |
115.92 |
115.92 |
115.92 |
115.77 |
| S1 |
115.45 |
115.45 |
115.95 |
115.15 |
| S2 |
114.85 |
114.85 |
115.85 |
|
| S3 |
113.78 |
114.38 |
115.76 |
|
| S4 |
112.71 |
113.31 |
115.46 |
|
|
| 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% |
0.58 |
0.5% |
68% |
False |
False |
1,258,237 |
| 10 |
117.70 |
115.32 |
2.38 |
2.1% |
0.64 |
0.5% |
31% |
False |
False |
1,198,493 |
| 20 |
117.70 |
115.32 |
2.38 |
2.1% |
0.66 |
0.6% |
31% |
False |
False |
1,204,773 |
| 40 |
118.08 |
112.60 |
5.48 |
4.7% |
0.69 |
0.6% |
63% |
False |
False |
1,208,553 |
| 60 |
118.08 |
112.60 |
5.48 |
4.7% |
0.69 |
0.6% |
63% |
False |
False |
1,030,958 |
| 80 |
118.08 |
112.60 |
5.48 |
4.7% |
0.64 |
0.5% |
63% |
False |
False |
774,595 |
| 100 |
118.08 |
112.00 |
6.08 |
5.2% |
0.59 |
0.5% |
67% |
False |
False |
619,813 |
| 120 |
118.08 |
112.00 |
6.08 |
5.2% |
0.54 |
0.5% |
67% |
False |
False |
516,548 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.39 |
|
2.618 |
117.57 |
|
1.618 |
117.07 |
|
1.000 |
116.76 |
|
0.618 |
116.57 |
|
HIGH |
116.26 |
|
0.618 |
116.07 |
|
0.500 |
116.01 |
|
0.382 |
115.95 |
|
LOW |
115.76 |
|
0.618 |
115.45 |
|
1.000 |
115.26 |
|
1.618 |
114.95 |
|
2.618 |
114.45 |
|
4.250 |
113.64 |
|
|
| Fisher Pivots for day following 22-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116.04 |
115.96 |
| PP |
116.02 |
115.88 |
| S1 |
116.01 |
115.79 |
|