Euro Bund Future March 2008


Trading Metrics calculated at close of trading on 29-Feb-2008
Day Change Summary
Previous Current
28-Feb-2008 29-Feb-2008 Change Change % Previous Week
Open 115.43 116.27 0.84 0.7% 115.69
High 116.22 117.27 1.05 0.9% 117.27
Low 115.34 116.21 0.87 0.8% 115.13
Close 116.05 117.06 1.01 0.9% 117.06
Range 0.88 1.06 0.18 20.5% 2.14
ATR 0.70 0.74 0.04 5.3% 0.00
Volume 1,371,563 1,823,319 451,756 32.9% 7,090,983
Daily Pivots for day following 29-Feb-2008
Classic Woodie Camarilla DeMark
R4 120.03 119.60 117.64
R3 118.97 118.54 117.35
R2 117.91 117.91 117.25
R1 117.48 117.48 117.16 117.70
PP 116.85 116.85 116.85 116.95
S1 116.42 116.42 116.96 116.64
S2 115.79 115.79 116.87
S3 114.73 115.36 116.77
S4 113.67 114.30 116.48
Weekly Pivots for week ending 29-Feb-2008
Classic Woodie Camarilla DeMark
R4 122.91 122.12 118.24
R3 120.77 119.98 117.65
R2 118.63 118.63 117.45
R1 117.84 117.84 117.26 118.24
PP 116.49 116.49 116.49 116.68
S1 115.70 115.70 116.86 116.10
S2 114.35 114.35 116.67
S3 112.21 113.56 116.47
S4 110.07 111.42 115.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117.27 115.13 2.14 1.8% 0.70 0.6% 90% True False 1,418,196
10 117.27 115.13 2.14 1.8% 0.64 0.5% 90% True False 1,338,217
20 117.70 115.13 2.57 2.2% 0.68 0.6% 75% False False 1,261,521
40 118.08 114.58 3.50 3.0% 0.69 0.6% 71% False False 1,304,683
60 118.08 112.60 5.48 4.7% 0.68 0.6% 81% False False 1,142,840
80 118.08 112.60 5.48 4.7% 0.64 0.6% 81% False False 863,134
100 118.08 112.00 6.08 5.2% 0.60 0.5% 83% False False 690,699
120 118.08 112.00 6.08 5.2% 0.56 0.5% 83% False False 575,632
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 0.16
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 121.78
2.618 120.05
1.618 118.99
1.000 118.33
0.618 117.93
HIGH 117.27
0.618 116.87
0.500 116.74
0.382 116.61
LOW 116.21
0.618 115.55
1.000 115.15
1.618 114.49
2.618 113.43
4.250 111.71
Fisher Pivots for day following 29-Feb-2008
Pivot 1 day 3 day
R1 116.95 116.77
PP 116.85 116.49
S1 116.74 116.20

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

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