Euro Bund Future March 2008
| Trading Metrics calculated at close of trading on 25-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2008 |
25-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
115.97 |
115.69 |
-0.28 |
-0.2% |
116.30 |
| High |
116.26 |
115.95 |
-0.31 |
-0.3% |
116.39 |
| Low |
115.76 |
115.54 |
-0.22 |
-0.2% |
115.32 |
| Close |
116.05 |
115.62 |
-0.43 |
-0.4% |
116.05 |
| Range |
0.50 |
0.41 |
-0.09 |
-18.0% |
1.07 |
| ATR |
0.71 |
0.70 |
-0.01 |
-2.0% |
0.00 |
| Volume |
1,346,720 |
1,093,536 |
-253,184 |
-18.8% |
6,291,187 |
|
| Daily Pivots for day following 25-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.93 |
116.69 |
115.85 |
|
| R3 |
116.52 |
116.28 |
115.73 |
|
| R2 |
116.11 |
116.11 |
115.70 |
|
| R1 |
115.87 |
115.87 |
115.66 |
115.79 |
| PP |
115.70 |
115.70 |
115.70 |
115.66 |
| S1 |
115.46 |
115.46 |
115.58 |
115.38 |
| S2 |
115.29 |
115.29 |
115.54 |
|
| S3 |
114.88 |
115.05 |
115.51 |
|
| S4 |
114.47 |
114.64 |
115.39 |
|
|
| 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% |
0.57 |
0.5% |
28% |
False |
False |
1,373,520 |
| 10 |
117.42 |
115.32 |
2.10 |
1.8% |
0.61 |
0.5% |
14% |
False |
False |
1,191,889 |
| 20 |
117.70 |
115.32 |
2.38 |
2.1% |
0.66 |
0.6% |
13% |
False |
False |
1,211,437 |
| 40 |
118.08 |
112.67 |
5.41 |
4.7% |
0.69 |
0.6% |
55% |
False |
False |
1,229,906 |
| 60 |
118.08 |
112.60 |
5.48 |
4.7% |
0.68 |
0.6% |
55% |
False |
False |
1,048,486 |
| 80 |
118.08 |
112.60 |
5.48 |
4.7% |
0.64 |
0.6% |
55% |
False |
False |
788,243 |
| 100 |
118.08 |
112.00 |
6.08 |
5.3% |
0.59 |
0.5% |
60% |
False |
False |
630,747 |
| 120 |
118.08 |
112.00 |
6.08 |
5.3% |
0.55 |
0.5% |
60% |
False |
False |
525,660 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.69 |
|
2.618 |
117.02 |
|
1.618 |
116.61 |
|
1.000 |
116.36 |
|
0.618 |
116.20 |
|
HIGH |
115.95 |
|
0.618 |
115.79 |
|
0.500 |
115.75 |
|
0.382 |
115.70 |
|
LOW |
115.54 |
|
0.618 |
115.29 |
|
1.000 |
115.13 |
|
1.618 |
114.88 |
|
2.618 |
114.47 |
|
4.250 |
113.80 |
|
|
| Fisher Pivots for day following 25-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115.75 |
115.79 |
| PP |
115.70 |
115.73 |
| S1 |
115.66 |
115.68 |
|