Euro Bund Future March 2008
| Trading Metrics calculated at close of trading on 05-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2008 |
05-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
117.28 |
117.62 |
0.34 |
0.3% |
115.69 |
| High |
117.89 |
117.67 |
-0.22 |
-0.2% |
117.27 |
| Low |
117.16 |
117.16 |
0.00 |
0.0% |
115.13 |
| Close |
117.75 |
117.24 |
-0.51 |
-0.4% |
117.06 |
| Range |
0.73 |
0.51 |
-0.22 |
-30.1% |
2.14 |
| ATR |
0.72 |
0.71 |
-0.01 |
-1.3% |
0.00 |
| Volume |
2,012,047 |
1,215,025 |
-797,022 |
-39.6% |
7,090,983 |
|
| Daily Pivots for day following 05-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.89 |
118.57 |
117.52 |
|
| R3 |
118.38 |
118.06 |
117.38 |
|
| R2 |
117.87 |
117.87 |
117.33 |
|
| R1 |
117.55 |
117.55 |
117.29 |
117.46 |
| PP |
117.36 |
117.36 |
117.36 |
117.31 |
| S1 |
117.04 |
117.04 |
117.19 |
116.95 |
| S2 |
116.85 |
116.85 |
117.15 |
|
| S3 |
116.34 |
116.53 |
117.10 |
|
| S4 |
115.83 |
116.02 |
116.96 |
|
|
| 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 |
117.89 |
115.34 |
2.55 |
2.2% |
0.73 |
0.6% |
75% |
False |
False |
1,707,561 |
| 10 |
117.89 |
115.13 |
2.76 |
2.4% |
0.65 |
0.6% |
76% |
False |
False |
1,535,781 |
| 20 |
117.89 |
115.13 |
2.76 |
2.4% |
0.67 |
0.6% |
76% |
False |
False |
1,356,702 |
| 40 |
118.08 |
114.85 |
3.23 |
2.8% |
0.70 |
0.6% |
74% |
False |
False |
1,361,548 |
| 60 |
118.08 |
112.60 |
5.48 |
4.7% |
0.68 |
0.6% |
85% |
False |
False |
1,180,564 |
| 80 |
118.08 |
112.60 |
5.48 |
4.7% |
0.65 |
0.6% |
85% |
False |
False |
929,847 |
| 100 |
118.08 |
112.00 |
6.08 |
5.2% |
0.61 |
0.5% |
86% |
False |
False |
744,120 |
| 120 |
118.08 |
112.00 |
6.08 |
5.2% |
0.56 |
0.5% |
86% |
False |
False |
620,154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119.84 |
|
2.618 |
119.01 |
|
1.618 |
118.50 |
|
1.000 |
118.18 |
|
0.618 |
117.99 |
|
HIGH |
117.67 |
|
0.618 |
117.48 |
|
0.500 |
117.42 |
|
0.382 |
117.35 |
|
LOW |
117.16 |
|
0.618 |
116.84 |
|
1.000 |
116.65 |
|
1.618 |
116.33 |
|
2.618 |
115.82 |
|
4.250 |
114.99 |
|
|
| Fisher Pivots for day following 05-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117.42 |
117.47 |
| PP |
117.36 |
117.39 |
| S1 |
117.30 |
117.32 |
|