Euro Bund Future June 2008
| Trading Metrics calculated at close of trading on 18-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2008 |
18-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
115.50 |
115.83 |
0.33 |
0.3% |
116.79 |
| High |
116.15 |
115.86 |
-0.29 |
-0.2% |
117.24 |
| Low |
115.47 |
115.41 |
-0.06 |
-0.1% |
115.40 |
| Close |
115.99 |
115.48 |
-0.51 |
-0.4% |
115.99 |
| Range |
0.68 |
0.45 |
-0.23 |
-33.8% |
1.84 |
| ATR |
0.71 |
0.70 |
-0.01 |
-1.3% |
0.00 |
| Volume |
7,092 |
2,257 |
-4,835 |
-68.2% |
16,224 |
|
| Daily Pivots for day following 18-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.93 |
116.66 |
115.73 |
|
| R3 |
116.48 |
116.21 |
115.60 |
|
| R2 |
116.03 |
116.03 |
115.56 |
|
| R1 |
115.76 |
115.76 |
115.52 |
115.67 |
| PP |
115.58 |
115.58 |
115.58 |
115.54 |
| S1 |
115.31 |
115.31 |
115.44 |
115.22 |
| S2 |
115.13 |
115.13 |
115.40 |
|
| S3 |
114.68 |
114.86 |
115.36 |
|
| S4 |
114.23 |
114.41 |
115.23 |
|
|
| Weekly Pivots for week ending 15-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.73 |
120.70 |
117.00 |
|
| R3 |
119.89 |
118.86 |
116.50 |
|
| R2 |
118.05 |
118.05 |
116.33 |
|
| R1 |
117.02 |
117.02 |
116.16 |
116.62 |
| PP |
116.21 |
116.21 |
116.21 |
116.01 |
| S1 |
115.18 |
115.18 |
115.82 |
114.78 |
| S2 |
114.37 |
114.37 |
115.65 |
|
| S3 |
112.53 |
113.34 |
115.48 |
|
| S4 |
110.69 |
111.50 |
114.98 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.77 |
|
2.618 |
117.04 |
|
1.618 |
116.59 |
|
1.000 |
116.31 |
|
0.618 |
116.14 |
|
HIGH |
115.86 |
|
0.618 |
115.69 |
|
0.500 |
115.64 |
|
0.382 |
115.58 |
|
LOW |
115.41 |
|
0.618 |
115.13 |
|
1.000 |
114.96 |
|
1.618 |
114.68 |
|
2.618 |
114.23 |
|
4.250 |
113.50 |
|
|
| Fisher Pivots for day following 18-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115.64 |
115.78 |
| PP |
115.58 |
115.68 |
| S1 |
115.53 |
115.58 |
|