Euro Bund Future June 2008
Trading Metrics calculated at close of trading on 26-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2008 |
26-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
115.24 |
115.23 |
-0.01 |
0.0% |
115.83 |
High |
115.53 |
115.32 |
-0.21 |
-0.2% |
115.92 |
Low |
115.14 |
114.74 |
-0.40 |
-0.3% |
114.92 |
Close |
115.20 |
114.98 |
-0.22 |
-0.2% |
115.63 |
Range |
0.39 |
0.58 |
0.19 |
48.7% |
1.00 |
ATR |
0.65 |
0.65 |
-0.01 |
-0.8% |
0.00 |
Volume |
26,483 |
47,218 |
20,735 |
78.3% |
56,292 |
|
Daily Pivots for day following 26-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116.75 |
116.45 |
115.30 |
|
R3 |
116.17 |
115.87 |
115.14 |
|
R2 |
115.59 |
115.59 |
115.09 |
|
R1 |
115.29 |
115.29 |
115.03 |
115.15 |
PP |
115.01 |
115.01 |
115.01 |
114.95 |
S1 |
114.71 |
114.71 |
114.93 |
114.57 |
S2 |
114.43 |
114.43 |
114.87 |
|
S3 |
113.85 |
114.13 |
114.82 |
|
S4 |
113.27 |
113.55 |
114.66 |
|
|
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 |
117.79 |
2.618 |
116.84 |
1.618 |
116.26 |
1.000 |
115.90 |
0.618 |
115.68 |
HIGH |
115.32 |
0.618 |
115.10 |
0.500 |
115.03 |
0.382 |
114.96 |
LOW |
114.74 |
0.618 |
114.38 |
1.000 |
114.16 |
1.618 |
113.80 |
2.618 |
113.22 |
4.250 |
112.28 |
|
|
Fisher Pivots for day following 26-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
115.03 |
115.27 |
PP |
115.01 |
115.17 |
S1 |
115.00 |
115.08 |
|