Euro Bund Future March 2008
| Trading Metrics calculated at close of trading on 03-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2008 |
03-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
116.27 |
117.25 |
0.98 |
0.8% |
115.69 |
| High |
117.27 |
117.53 |
0.26 |
0.2% |
117.27 |
| Low |
116.21 |
117.04 |
0.83 |
0.7% |
115.13 |
| Close |
117.06 |
117.45 |
0.39 |
0.3% |
117.06 |
| Range |
1.06 |
0.49 |
-0.57 |
-53.8% |
2.14 |
| ATR |
0.74 |
0.72 |
-0.02 |
-2.4% |
0.00 |
| Volume |
1,823,319 |
2,115,854 |
292,535 |
16.0% |
7,090,983 |
|
| Daily Pivots for day following 03-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.81 |
118.62 |
117.72 |
|
| R3 |
118.32 |
118.13 |
117.58 |
|
| R2 |
117.83 |
117.83 |
117.54 |
|
| R1 |
117.64 |
117.64 |
117.49 |
117.74 |
| PP |
117.34 |
117.34 |
117.34 |
117.39 |
| S1 |
117.15 |
117.15 |
117.41 |
117.25 |
| S2 |
116.85 |
116.85 |
117.36 |
|
| S3 |
116.36 |
116.66 |
117.32 |
|
| S4 |
115.87 |
116.17 |
117.18 |
|
|
| 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 |
117.53 |
115.13 |
2.40 |
2.0% |
0.72 |
0.6% |
97% |
True |
False |
1,622,660 |
| 10 |
117.53 |
115.13 |
2.40 |
2.0% |
0.64 |
0.5% |
97% |
True |
False |
1,498,090 |
| 20 |
117.70 |
115.13 |
2.57 |
2.2% |
0.69 |
0.6% |
90% |
False |
False |
1,331,182 |
| 40 |
118.08 |
114.58 |
3.50 |
3.0% |
0.69 |
0.6% |
82% |
False |
False |
1,336,387 |
| 60 |
118.08 |
112.60 |
5.48 |
4.7% |
0.68 |
0.6% |
89% |
False |
False |
1,167,738 |
| 80 |
118.08 |
112.60 |
5.48 |
4.7% |
0.65 |
0.6% |
89% |
False |
False |
889,578 |
| 100 |
118.08 |
112.00 |
6.08 |
5.2% |
0.60 |
0.5% |
90% |
False |
False |
711,857 |
| 120 |
118.08 |
112.00 |
6.08 |
5.2% |
0.56 |
0.5% |
90% |
False |
False |
593,264 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119.61 |
|
2.618 |
118.81 |
|
1.618 |
118.32 |
|
1.000 |
118.02 |
|
0.618 |
117.83 |
|
HIGH |
117.53 |
|
0.618 |
117.34 |
|
0.500 |
117.29 |
|
0.382 |
117.23 |
|
LOW |
117.04 |
|
0.618 |
116.74 |
|
1.000 |
116.55 |
|
1.618 |
116.25 |
|
2.618 |
115.76 |
|
4.250 |
114.96 |
|
|
| Fisher Pivots for day following 03-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117.40 |
117.11 |
| PP |
117.34 |
116.77 |
| S1 |
117.29 |
116.44 |
|