Euro Bund Future March 2008
Trading Metrics calculated at close of trading on 27-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2008 |
27-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
115.66 |
115.38 |
-0.28 |
-0.2% |
116.30 |
High |
115.75 |
115.69 |
-0.06 |
-0.1% |
116.39 |
Low |
115.16 |
115.13 |
-0.03 |
0.0% |
115.32 |
Close |
115.41 |
115.26 |
-0.15 |
-0.1% |
116.05 |
Range |
0.59 |
0.56 |
-0.03 |
-5.1% |
1.07 |
ATR |
0.69 |
0.68 |
-0.01 |
-1.3% |
0.00 |
Volume |
1,420,064 |
1,382,501 |
-37,563 |
-2.6% |
6,291,187 |
|
Daily Pivots for day following 27-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117.04 |
116.71 |
115.57 |
|
R3 |
116.48 |
116.15 |
115.41 |
|
R2 |
115.92 |
115.92 |
115.36 |
|
R1 |
115.59 |
115.59 |
115.31 |
115.48 |
PP |
115.36 |
115.36 |
115.36 |
115.30 |
S1 |
115.03 |
115.03 |
115.21 |
114.92 |
S2 |
114.80 |
114.80 |
115.16 |
|
S3 |
114.24 |
114.47 |
115.11 |
|
S4 |
113.68 |
113.91 |
114.95 |
|
|
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 |
116.26 |
115.13 |
1.13 |
1.0% |
0.57 |
0.5% |
12% |
False |
True |
1,364,001 |
10 |
116.39 |
115.13 |
1.26 |
1.1% |
0.55 |
0.5% |
10% |
False |
True |
1,159,688 |
20 |
117.70 |
115.13 |
2.57 |
2.2% |
0.66 |
0.6% |
5% |
False |
True |
1,242,728 |
40 |
118.08 |
114.05 |
4.03 |
3.5% |
0.67 |
0.6% |
30% |
False |
False |
1,274,513 |
60 |
118.08 |
112.60 |
5.48 |
4.8% |
0.67 |
0.6% |
49% |
False |
False |
1,093,221 |
80 |
118.08 |
112.60 |
5.48 |
4.8% |
0.64 |
0.6% |
49% |
False |
False |
823,236 |
100 |
118.08 |
112.00 |
6.08 |
5.3% |
0.59 |
0.5% |
54% |
False |
False |
658,764 |
120 |
118.08 |
112.00 |
6.08 |
5.3% |
0.55 |
0.5% |
54% |
False |
False |
549,010 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
118.07 |
2.618 |
117.16 |
1.618 |
116.60 |
1.000 |
116.25 |
0.618 |
116.04 |
HIGH |
115.69 |
0.618 |
115.48 |
0.500 |
115.41 |
0.382 |
115.34 |
LOW |
115.13 |
0.618 |
114.78 |
1.000 |
114.57 |
1.618 |
114.22 |
2.618 |
113.66 |
4.250 |
112.75 |
|
|
Fisher Pivots for day following 27-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
115.41 |
115.54 |
PP |
115.36 |
115.45 |
S1 |
115.31 |
115.35 |
|