Euro Bund Future March 2008
| Trading Metrics calculated at close of trading on 06-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2008 |
06-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
116.56 |
117.49 |
0.93 |
0.8% |
116.64 |
| High |
117.46 |
117.50 |
0.04 |
0.0% |
116.87 |
| Low |
116.43 |
116.86 |
0.43 |
0.4% |
115.60 |
| Close |
117.38 |
116.91 |
-0.47 |
-0.4% |
116.78 |
| Range |
1.03 |
0.64 |
-0.39 |
-37.9% |
1.27 |
| ATR |
0.77 |
0.76 |
-0.01 |
-1.2% |
0.00 |
| Volume |
1,465,475 |
1,251,204 |
-214,271 |
-14.6% |
5,956,028 |
|
| Daily Pivots for day following 06-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.01 |
118.60 |
117.26 |
|
| R3 |
118.37 |
117.96 |
117.09 |
|
| R2 |
117.73 |
117.73 |
117.03 |
|
| R1 |
117.32 |
117.32 |
116.97 |
117.21 |
| PP |
117.09 |
117.09 |
117.09 |
117.03 |
| S1 |
116.68 |
116.68 |
116.85 |
116.57 |
| S2 |
116.45 |
116.45 |
116.79 |
|
| S3 |
115.81 |
116.04 |
116.73 |
|
| S4 |
115.17 |
115.40 |
116.56 |
|
|
| 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 |
117.50 |
116.03 |
1.47 |
1.3% |
0.68 |
0.6% |
60% |
True |
False |
1,251,667 |
| 10 |
117.50 |
115.58 |
1.92 |
1.6% |
0.70 |
0.6% |
69% |
True |
False |
1,251,261 |
| 20 |
118.08 |
114.85 |
3.23 |
2.8% |
0.73 |
0.6% |
64% |
False |
False |
1,366,395 |
| 40 |
118.08 |
112.60 |
5.48 |
4.7% |
0.69 |
0.6% |
79% |
False |
False |
1,092,495 |
| 60 |
118.08 |
112.60 |
5.48 |
4.7% |
0.65 |
0.6% |
79% |
False |
False |
787,563 |
| 80 |
118.08 |
112.00 |
6.08 |
5.2% |
0.59 |
0.5% |
81% |
False |
False |
590,975 |
| 100 |
118.08 |
112.00 |
6.08 |
5.2% |
0.54 |
0.5% |
81% |
False |
False |
472,844 |
| 120 |
118.08 |
112.00 |
6.08 |
5.2% |
0.47 |
0.4% |
81% |
False |
False |
394,092 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120.22 |
|
2.618 |
119.18 |
|
1.618 |
118.54 |
|
1.000 |
118.14 |
|
0.618 |
117.90 |
|
HIGH |
117.50 |
|
0.618 |
117.26 |
|
0.500 |
117.18 |
|
0.382 |
117.10 |
|
LOW |
116.86 |
|
0.618 |
116.46 |
|
1.000 |
116.22 |
|
1.618 |
115.82 |
|
2.618 |
115.18 |
|
4.250 |
114.14 |
|
|
| Fisher Pivots for day following 06-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117.18 |
116.92 |
| PP |
117.09 |
116.91 |
| S1 |
117.00 |
116.91 |
|