Euro Bund Future March 2008
Trading Metrics calculated at close of trading on 06-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2008 |
06-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
117.62 |
117.35 |
-0.27 |
-0.2% |
115.69 |
High |
117.67 |
117.53 |
-0.14 |
-0.1% |
117.27 |
Low |
117.16 |
117.24 |
0.08 |
0.1% |
115.13 |
Close |
117.24 |
117.40 |
0.16 |
0.1% |
117.06 |
Range |
0.51 |
0.29 |
-0.22 |
-43.1% |
2.14 |
ATR |
0.71 |
0.68 |
-0.03 |
-4.2% |
0.00 |
Volume |
1,215,025 |
81,879 |
-1,133,146 |
-93.3% |
7,090,983 |
|
Daily Pivots for day following 06-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118.26 |
118.12 |
117.56 |
|
R3 |
117.97 |
117.83 |
117.48 |
|
R2 |
117.68 |
117.68 |
117.45 |
|
R1 |
117.54 |
117.54 |
117.43 |
117.61 |
PP |
117.39 |
117.39 |
117.39 |
117.43 |
S1 |
117.25 |
117.25 |
117.37 |
117.32 |
S2 |
117.10 |
117.10 |
117.35 |
|
S3 |
116.81 |
116.96 |
117.32 |
|
S4 |
116.52 |
116.67 |
117.24 |
|
|
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 |
116.21 |
1.68 |
1.4% |
0.62 |
0.5% |
71% |
False |
False |
1,449,624 |
10 |
117.89 |
115.13 |
2.76 |
2.4% |
0.60 |
0.5% |
82% |
False |
False |
1,386,250 |
20 |
117.89 |
115.13 |
2.76 |
2.4% |
0.64 |
0.5% |
82% |
False |
False |
1,294,555 |
40 |
118.08 |
114.85 |
3.23 |
2.8% |
0.69 |
0.6% |
79% |
False |
False |
1,333,906 |
60 |
118.08 |
112.60 |
5.48 |
4.7% |
0.68 |
0.6% |
88% |
False |
False |
1,163,326 |
80 |
118.08 |
112.60 |
5.48 |
4.7% |
0.65 |
0.6% |
88% |
False |
False |
930,841 |
100 |
118.08 |
112.00 |
6.08 |
5.2% |
0.61 |
0.5% |
89% |
False |
False |
744,927 |
120 |
118.08 |
112.00 |
6.08 |
5.2% |
0.56 |
0.5% |
89% |
False |
False |
620,829 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
118.76 |
2.618 |
118.29 |
1.618 |
118.00 |
1.000 |
117.82 |
0.618 |
117.71 |
HIGH |
117.53 |
0.618 |
117.42 |
0.500 |
117.39 |
0.382 |
117.35 |
LOW |
117.24 |
0.618 |
117.06 |
1.000 |
116.95 |
1.618 |
116.77 |
2.618 |
116.48 |
4.250 |
116.01 |
|
|
Fisher Pivots for day following 06-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
117.40 |
117.53 |
PP |
117.39 |
117.48 |
S1 |
117.39 |
117.44 |
|