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
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Widest range in 12 trading days
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

These figures are updated between 7pm and 10pm EST after a trading day.

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