Euro Bund Future June 2008
| Trading Metrics calculated at close of trading on 20-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2008 |
20-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
115.47 |
115.54 |
0.07 |
0.1% |
116.79 |
| High |
115.92 |
115.65 |
-0.27 |
-0.2% |
117.24 |
| Low |
115.30 |
115.26 |
-0.04 |
0.0% |
115.40 |
| Close |
115.77 |
115.50 |
-0.27 |
-0.2% |
115.99 |
| Range |
0.62 |
0.39 |
-0.23 |
-37.1% |
1.84 |
| ATR |
0.69 |
0.68 |
-0.01 |
-1.9% |
0.00 |
| Volume |
12,295 |
11,317 |
-978 |
-8.0% |
16,224 |
|
| Daily Pivots for day following 20-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.64 |
116.46 |
115.71 |
|
| R3 |
116.25 |
116.07 |
115.61 |
|
| R2 |
115.86 |
115.86 |
115.57 |
|
| R1 |
115.68 |
115.68 |
115.54 |
115.58 |
| PP |
115.47 |
115.47 |
115.47 |
115.42 |
| S1 |
115.29 |
115.29 |
115.46 |
115.19 |
| S2 |
115.08 |
115.08 |
115.43 |
|
| S3 |
114.69 |
114.90 |
115.39 |
|
| S4 |
114.30 |
114.51 |
115.29 |
|
|
| 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 |
117.31 |
|
2.618 |
116.67 |
|
1.618 |
116.28 |
|
1.000 |
116.04 |
|
0.618 |
115.89 |
|
HIGH |
115.65 |
|
0.618 |
115.50 |
|
0.500 |
115.46 |
|
0.382 |
115.41 |
|
LOW |
115.26 |
|
0.618 |
115.02 |
|
1.000 |
114.87 |
|
1.618 |
114.63 |
|
2.618 |
114.24 |
|
4.250 |
113.60 |
|
|
| Fisher Pivots for day following 20-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115.49 |
115.59 |
| PP |
115.47 |
115.56 |
| S1 |
115.46 |
115.53 |
|