Euro Bund Future March 2008
Trading Metrics calculated at close of trading on 05-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2008 |
05-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
116.47 |
116.56 |
0.09 |
0.1% |
116.64 |
High |
116.66 |
117.46 |
0.80 |
0.7% |
116.87 |
Low |
116.33 |
116.43 |
0.10 |
0.1% |
115.60 |
Close |
116.53 |
117.38 |
0.85 |
0.7% |
116.78 |
Range |
0.33 |
1.03 |
0.70 |
212.1% |
1.27 |
ATR |
0.75 |
0.77 |
0.02 |
2.7% |
0.00 |
Volume |
722,619 |
1,465,475 |
742,856 |
102.8% |
5,956,028 |
|
Daily Pivots for day following 05-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120.18 |
119.81 |
117.95 |
|
R3 |
119.15 |
118.78 |
117.66 |
|
R2 |
118.12 |
118.12 |
117.57 |
|
R1 |
117.75 |
117.75 |
117.47 |
117.94 |
PP |
117.09 |
117.09 |
117.09 |
117.18 |
S1 |
116.72 |
116.72 |
117.29 |
116.91 |
S2 |
116.06 |
116.06 |
117.19 |
|
S3 |
115.03 |
115.69 |
117.10 |
|
S4 |
114.00 |
114.66 |
116.81 |
|
|
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 |
117.46 |
115.60 |
1.86 |
1.6% |
0.71 |
0.6% |
96% |
True |
False |
1,239,793 |
10 |
117.55 |
115.58 |
1.97 |
1.7% |
0.75 |
0.6% |
91% |
False |
False |
1,330,448 |
20 |
118.08 |
114.82 |
3.26 |
2.8% |
0.72 |
0.6% |
79% |
False |
False |
1,362,099 |
40 |
118.08 |
112.60 |
5.48 |
4.7% |
0.68 |
0.6% |
87% |
False |
False |
1,090,525 |
60 |
118.08 |
112.60 |
5.48 |
4.7% |
0.65 |
0.6% |
87% |
False |
False |
766,774 |
80 |
118.08 |
112.00 |
6.08 |
5.2% |
0.59 |
0.5% |
88% |
False |
False |
575,341 |
100 |
118.08 |
112.00 |
6.08 |
5.2% |
0.54 |
0.5% |
88% |
False |
False |
460,332 |
120 |
118.08 |
112.00 |
6.08 |
5.2% |
0.47 |
0.4% |
88% |
False |
False |
383,676 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
121.84 |
2.618 |
120.16 |
1.618 |
119.13 |
1.000 |
118.49 |
0.618 |
118.10 |
HIGH |
117.46 |
0.618 |
117.07 |
0.500 |
116.95 |
0.382 |
116.82 |
LOW |
116.43 |
0.618 |
115.79 |
1.000 |
115.40 |
1.618 |
114.76 |
2.618 |
113.73 |
4.250 |
112.05 |
|
|
Fisher Pivots for day following 05-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
117.24 |
117.20 |
PP |
117.09 |
117.02 |
S1 |
116.95 |
116.85 |
|