Euro Bund Future March 2008
Trading Metrics calculated at close of trading on 28-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2008 |
28-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
115.38 |
115.43 |
0.05 |
0.0% |
116.30 |
High |
115.69 |
116.22 |
0.53 |
0.5% |
116.39 |
Low |
115.13 |
115.34 |
0.21 |
0.2% |
115.32 |
Close |
115.26 |
116.05 |
0.79 |
0.7% |
116.05 |
Range |
0.56 |
0.88 |
0.32 |
57.1% |
1.07 |
ATR |
0.68 |
0.70 |
0.02 |
2.9% |
0.00 |
Volume |
1,382,501 |
1,371,563 |
-10,938 |
-0.8% |
6,291,187 |
|
Daily Pivots for day following 28-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118.51 |
118.16 |
116.53 |
|
R3 |
117.63 |
117.28 |
116.29 |
|
R2 |
116.75 |
116.75 |
116.21 |
|
R1 |
116.40 |
116.40 |
116.13 |
116.58 |
PP |
115.87 |
115.87 |
115.87 |
115.96 |
S1 |
115.52 |
115.52 |
115.97 |
115.70 |
S2 |
114.99 |
114.99 |
115.89 |
|
S3 |
114.11 |
114.64 |
115.81 |
|
S4 |
113.23 |
113.76 |
115.57 |
|
|
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% |
0.59 |
0.5% |
81% |
False |
False |
1,322,876 |
10 |
116.39 |
115.13 |
1.26 |
1.1% |
0.59 |
0.5% |
73% |
False |
False |
1,155,885 |
20 |
117.70 |
115.13 |
2.57 |
2.2% |
0.66 |
0.6% |
36% |
False |
False |
1,237,078 |
40 |
118.08 |
114.36 |
3.72 |
3.2% |
0.68 |
0.6% |
45% |
False |
False |
1,284,151 |
60 |
118.08 |
112.60 |
5.48 |
4.7% |
0.68 |
0.6% |
63% |
False |
False |
1,114,524 |
80 |
118.08 |
112.60 |
5.48 |
4.7% |
0.64 |
0.6% |
63% |
False |
False |
840,370 |
100 |
118.08 |
112.00 |
6.08 |
5.2% |
0.59 |
0.5% |
67% |
False |
False |
672,476 |
120 |
118.08 |
112.00 |
6.08 |
5.2% |
0.55 |
0.5% |
67% |
False |
False |
560,438 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
119.96 |
2.618 |
118.52 |
1.618 |
117.64 |
1.000 |
117.10 |
0.618 |
116.76 |
HIGH |
116.22 |
0.618 |
115.88 |
0.500 |
115.78 |
0.382 |
115.68 |
LOW |
115.34 |
0.618 |
114.80 |
1.000 |
114.46 |
1.618 |
113.92 |
2.618 |
113.04 |
4.250 |
111.60 |
|
|
Fisher Pivots for day following 28-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
115.96 |
115.93 |
PP |
115.87 |
115.80 |
S1 |
115.78 |
115.68 |
|