Euro Bund Future June 2008
Trading Metrics calculated at close of trading on 11-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2008 |
11-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
115.75 |
116.79 |
1.04 |
0.9% |
116.20 |
High |
117.02 |
117.24 |
0.22 |
0.2% |
117.02 |
Low |
115.75 |
116.63 |
0.88 |
0.8% |
115.75 |
Close |
116.77 |
116.99 |
0.22 |
0.2% |
116.77 |
Range |
1.27 |
0.61 |
-0.66 |
-52.0% |
1.27 |
ATR |
0.70 |
0.69 |
-0.01 |
-0.9% |
0.00 |
Volume |
2,367 |
286 |
-2,081 |
-87.9% |
17,057 |
|
Daily Pivots for day following 11-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118.78 |
118.50 |
117.33 |
|
R3 |
118.17 |
117.89 |
117.16 |
|
R2 |
117.56 |
117.56 |
117.10 |
|
R1 |
117.28 |
117.28 |
117.05 |
117.42 |
PP |
116.95 |
116.95 |
116.95 |
117.03 |
S1 |
116.67 |
116.67 |
116.93 |
116.81 |
S2 |
116.34 |
116.34 |
116.88 |
|
S3 |
115.73 |
116.06 |
116.82 |
|
S4 |
115.12 |
115.45 |
116.65 |
|
|
Weekly Pivots for week ending 08-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120.32 |
119.82 |
117.47 |
|
R3 |
119.05 |
118.55 |
117.12 |
|
R2 |
117.78 |
117.78 |
117.00 |
|
R1 |
117.28 |
117.28 |
116.89 |
117.53 |
PP |
116.51 |
116.51 |
116.51 |
116.64 |
S1 |
116.01 |
116.01 |
116.65 |
116.26 |
S2 |
115.24 |
115.24 |
116.54 |
|
S3 |
113.97 |
114.74 |
116.42 |
|
S4 |
112.70 |
113.47 |
116.07 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
119.83 |
2.618 |
118.84 |
1.618 |
118.23 |
1.000 |
117.85 |
0.618 |
117.62 |
HIGH |
117.24 |
0.618 |
117.01 |
0.500 |
116.94 |
0.382 |
116.86 |
LOW |
116.63 |
0.618 |
116.25 |
1.000 |
116.02 |
1.618 |
115.64 |
2.618 |
115.03 |
4.250 |
114.04 |
|
|
Fisher Pivots for day following 11-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
116.97 |
116.83 |
PP |
116.95 |
116.66 |
S1 |
116.94 |
116.50 |
|