Euro Bund Future March 2008
| Trading Metrics calculated at close of trading on 04-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2008 |
04-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
116.74 |
116.47 |
-0.27 |
-0.2% |
116.64 |
| High |
116.87 |
116.66 |
-0.21 |
-0.2% |
116.87 |
| Low |
116.23 |
116.33 |
0.10 |
0.1% |
115.60 |
| Close |
116.78 |
116.53 |
-0.25 |
-0.2% |
116.78 |
| Range |
0.64 |
0.33 |
-0.31 |
-48.4% |
1.27 |
| ATR |
0.77 |
0.75 |
-0.02 |
-3.0% |
0.00 |
| Volume |
1,334,474 |
722,619 |
-611,855 |
-45.8% |
5,956,028 |
|
| Daily Pivots for day following 04-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.50 |
117.34 |
116.71 |
|
| R3 |
117.17 |
117.01 |
116.62 |
|
| R2 |
116.84 |
116.84 |
116.59 |
|
| R1 |
116.68 |
116.68 |
116.56 |
116.76 |
| PP |
116.51 |
116.51 |
116.51 |
116.55 |
| S1 |
116.35 |
116.35 |
116.50 |
116.43 |
| S2 |
116.18 |
116.18 |
116.47 |
|
| S3 |
115.85 |
116.02 |
116.44 |
|
| S4 |
115.52 |
115.69 |
116.35 |
|
|
| Weekly Pivots for week ending 01-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.23 |
119.77 |
117.48 |
|
| R3 |
118.96 |
118.50 |
117.13 |
|
| R2 |
117.69 |
117.69 |
117.01 |
|
| R1 |
117.23 |
117.23 |
116.90 |
117.46 |
| PP |
116.42 |
116.42 |
116.42 |
116.53 |
| S1 |
115.96 |
115.96 |
116.66 |
116.19 |
| S2 |
115.15 |
115.15 |
116.55 |
|
| S3 |
113.88 |
114.69 |
116.43 |
|
| S4 |
112.61 |
113.42 |
116.08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116.87 |
115.60 |
1.27 |
1.1% |
0.60 |
0.5% |
73% |
False |
False |
1,143,677 |
| 10 |
118.08 |
115.58 |
2.50 |
2.1% |
0.86 |
0.7% |
38% |
False |
False |
1,428,397 |
| 20 |
118.08 |
114.58 |
3.50 |
3.0% |
0.69 |
0.6% |
56% |
False |
False |
1,341,591 |
| 40 |
118.08 |
112.60 |
5.48 |
4.7% |
0.67 |
0.6% |
72% |
False |
False |
1,086,015 |
| 60 |
118.08 |
112.60 |
5.48 |
4.7% |
0.63 |
0.5% |
72% |
False |
False |
742,376 |
| 80 |
118.08 |
112.00 |
6.08 |
5.2% |
0.58 |
0.5% |
75% |
False |
False |
557,026 |
| 100 |
118.08 |
112.00 |
6.08 |
5.2% |
0.53 |
0.5% |
75% |
False |
False |
445,680 |
| 120 |
118.08 |
112.00 |
6.08 |
5.2% |
0.46 |
0.4% |
75% |
False |
False |
371,467 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.06 |
|
2.618 |
117.52 |
|
1.618 |
117.19 |
|
1.000 |
116.99 |
|
0.618 |
116.86 |
|
HIGH |
116.66 |
|
0.618 |
116.53 |
|
0.500 |
116.50 |
|
0.382 |
116.46 |
|
LOW |
116.33 |
|
0.618 |
116.13 |
|
1.000 |
116.00 |
|
1.618 |
115.80 |
|
2.618 |
115.47 |
|
4.250 |
114.93 |
|
|
| Fisher Pivots for day following 04-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116.52 |
116.50 |
| PP |
116.51 |
116.48 |
| S1 |
116.50 |
116.45 |
|