Euro Bund Future June 2008
Trading Metrics calculated at close of trading on 04-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2008 |
04-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
116.82 |
116.89 |
0.07 |
0.1% |
115.24 |
High |
117.11 |
117.46 |
0.35 |
0.3% |
116.84 |
Low |
116.62 |
116.76 |
0.14 |
0.1% |
114.69 |
Close |
117.04 |
117.32 |
0.28 |
0.2% |
116.63 |
Range |
0.49 |
0.70 |
0.21 |
42.9% |
2.15 |
ATR |
0.69 |
0.69 |
0.00 |
0.1% |
0.00 |
Volume |
643,974 |
987,533 |
343,559 |
53.3% |
419,100 |
|
Daily Pivots for day following 04-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119.28 |
119.00 |
117.71 |
|
R3 |
118.58 |
118.30 |
117.51 |
|
R2 |
117.88 |
117.88 |
117.45 |
|
R1 |
117.60 |
117.60 |
117.38 |
117.74 |
PP |
117.18 |
117.18 |
117.18 |
117.25 |
S1 |
116.90 |
116.90 |
117.26 |
117.04 |
S2 |
116.48 |
116.48 |
117.19 |
|
S3 |
115.78 |
116.20 |
117.13 |
|
S4 |
115.08 |
115.50 |
116.94 |
|
|
Weekly Pivots for week ending 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122.50 |
121.72 |
117.81 |
|
R3 |
120.35 |
119.57 |
117.22 |
|
R2 |
118.20 |
118.20 |
117.02 |
|
R1 |
117.42 |
117.42 |
116.83 |
117.81 |
PP |
116.05 |
116.05 |
116.05 |
116.25 |
S1 |
115.27 |
115.27 |
116.43 |
115.66 |
S2 |
113.90 |
113.90 |
116.24 |
|
S3 |
111.75 |
113.12 |
116.04 |
|
S4 |
109.60 |
110.97 |
115.45 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
117.46 |
114.69 |
2.77 |
2.4% |
0.74 |
0.6% |
95% |
True |
False |
395,381 |
10 |
117.46 |
114.69 |
2.77 |
2.4% |
0.62 |
0.5% |
95% |
True |
False |
209,234 |
20 |
117.46 |
114.69 |
2.77 |
2.4% |
0.66 |
0.6% |
95% |
True |
False |
106,730 |
40 |
117.65 |
114.51 |
3.14 |
2.7% |
0.61 |
0.5% |
89% |
False |
False |
53,752 |
60 |
117.65 |
112.26 |
5.39 |
4.6% |
0.58 |
0.5% |
94% |
False |
False |
35,902 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
120.44 |
2.618 |
119.29 |
1.618 |
118.59 |
1.000 |
118.16 |
0.618 |
117.89 |
HIGH |
117.46 |
0.618 |
117.19 |
0.500 |
117.11 |
0.382 |
117.03 |
LOW |
116.76 |
0.618 |
116.33 |
1.000 |
116.06 |
1.618 |
115.63 |
2.618 |
114.93 |
4.250 |
113.79 |
|
|
Fisher Pivots for day following 04-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
117.25 |
117.09 |
PP |
117.18 |
116.86 |
S1 |
117.11 |
116.63 |
|