Euro Bund Future March 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 |
117.25 |
117.28 |
0.03 |
0.0% |
115.69 |
High |
117.53 |
117.89 |
0.36 |
0.3% |
117.27 |
Low |
117.04 |
117.16 |
0.12 |
0.1% |
115.13 |
Close |
117.45 |
117.75 |
0.30 |
0.3% |
117.06 |
Range |
0.49 |
0.73 |
0.24 |
49.0% |
2.14 |
ATR |
0.72 |
0.72 |
0.00 |
0.1% |
0.00 |
Volume |
2,115,854 |
2,012,047 |
-103,807 |
-4.9% |
7,090,983 |
|
Daily Pivots for day following 04-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119.79 |
119.50 |
118.15 |
|
R3 |
119.06 |
118.77 |
117.95 |
|
R2 |
118.33 |
118.33 |
117.88 |
|
R1 |
118.04 |
118.04 |
117.82 |
118.19 |
PP |
117.60 |
117.60 |
117.60 |
117.67 |
S1 |
117.31 |
117.31 |
117.68 |
117.46 |
S2 |
116.87 |
116.87 |
117.62 |
|
S3 |
116.14 |
116.58 |
117.55 |
|
S4 |
115.41 |
115.85 |
117.35 |
|
|
Weekly Pivots for week ending 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122.91 |
122.12 |
118.24 |
|
R3 |
120.77 |
119.98 |
117.65 |
|
R2 |
118.63 |
118.63 |
117.45 |
|
R1 |
117.84 |
117.84 |
117.26 |
118.24 |
PP |
116.49 |
116.49 |
116.49 |
116.68 |
S1 |
115.70 |
115.70 |
116.86 |
116.10 |
S2 |
114.35 |
114.35 |
116.67 |
|
S3 |
112.21 |
113.56 |
116.47 |
|
S4 |
110.07 |
111.42 |
115.88 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
117.89 |
115.13 |
2.76 |
2.3% |
0.74 |
0.6% |
95% |
True |
False |
1,741,056 |
10 |
117.89 |
115.13 |
2.76 |
2.3% |
0.65 |
0.6% |
95% |
True |
False |
1,560,817 |
20 |
117.89 |
115.13 |
2.76 |
2.3% |
0.67 |
0.6% |
95% |
True |
False |
1,358,511 |
40 |
118.08 |
114.82 |
3.26 |
2.8% |
0.70 |
0.6% |
90% |
False |
False |
1,360,305 |
60 |
118.08 |
112.60 |
5.48 |
4.7% |
0.68 |
0.6% |
94% |
False |
False |
1,179,853 |
80 |
118.08 |
112.60 |
5.48 |
4.7% |
0.65 |
0.6% |
94% |
False |
False |
914,709 |
100 |
118.08 |
112.00 |
6.08 |
5.2% |
0.61 |
0.5% |
95% |
False |
False |
731,975 |
120 |
118.08 |
112.00 |
6.08 |
5.2% |
0.56 |
0.5% |
95% |
False |
False |
610,029 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
120.99 |
2.618 |
119.80 |
1.618 |
119.07 |
1.000 |
118.62 |
0.618 |
118.34 |
HIGH |
117.89 |
0.618 |
117.61 |
0.500 |
117.53 |
0.382 |
117.44 |
LOW |
117.16 |
0.618 |
116.71 |
1.000 |
116.43 |
1.618 |
115.98 |
2.618 |
115.25 |
4.250 |
114.06 |
|
|
Fisher Pivots for day following 04-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
117.68 |
117.52 |
PP |
117.60 |
117.28 |
S1 |
117.53 |
117.05 |
|