Euro Bund Future June 2008
| Trading Metrics calculated at close of trading on 25-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2008 |
25-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
115.58 |
115.24 |
-0.34 |
-0.3% |
115.83 |
| High |
115.80 |
115.53 |
-0.27 |
-0.2% |
115.92 |
| Low |
115.35 |
115.14 |
-0.21 |
-0.2% |
114.92 |
| Close |
115.63 |
115.20 |
-0.43 |
-0.4% |
115.63 |
| Range |
0.45 |
0.39 |
-0.06 |
-13.3% |
1.00 |
| ATR |
0.67 |
0.65 |
-0.01 |
-1.9% |
0.00 |
| Volume |
13,488 |
26,483 |
12,995 |
96.3% |
56,292 |
|
| Daily Pivots for day following 25-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.46 |
116.22 |
115.41 |
|
| R3 |
116.07 |
115.83 |
115.31 |
|
| R2 |
115.68 |
115.68 |
115.27 |
|
| R1 |
115.44 |
115.44 |
115.24 |
115.37 |
| PP |
115.29 |
115.29 |
115.29 |
115.25 |
| S1 |
115.05 |
115.05 |
115.16 |
114.98 |
| S2 |
114.90 |
114.90 |
115.13 |
|
| S3 |
114.51 |
114.66 |
115.09 |
|
| S4 |
114.12 |
114.27 |
114.99 |
|
|
| Weekly Pivots for week ending 22-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.49 |
118.06 |
116.18 |
|
| R3 |
117.49 |
117.06 |
115.91 |
|
| R2 |
116.49 |
116.49 |
115.81 |
|
| R1 |
116.06 |
116.06 |
115.72 |
115.78 |
| PP |
115.49 |
115.49 |
115.49 |
115.35 |
| S1 |
115.06 |
115.06 |
115.54 |
114.78 |
| S2 |
114.49 |
114.49 |
115.45 |
|
| S3 |
113.49 |
114.06 |
115.36 |
|
| S4 |
112.49 |
113.06 |
115.08 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.19 |
|
2.618 |
116.55 |
|
1.618 |
116.16 |
|
1.000 |
115.92 |
|
0.618 |
115.77 |
|
HIGH |
115.53 |
|
0.618 |
115.38 |
|
0.500 |
115.34 |
|
0.382 |
115.29 |
|
LOW |
115.14 |
|
0.618 |
114.90 |
|
1.000 |
114.75 |
|
1.618 |
114.51 |
|
2.618 |
114.12 |
|
4.250 |
113.48 |
|
|
| Fisher Pivots for day following 25-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115.34 |
115.36 |
| PP |
115.29 |
115.31 |
| S1 |
115.25 |
115.25 |
|