Euro Bund Future June 2008
| Trading Metrics calculated at close of trading on 12-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2008 |
12-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
116.79 |
116.73 |
-0.06 |
-0.1% |
116.20 |
| High |
117.24 |
116.95 |
-0.29 |
-0.2% |
117.02 |
| Low |
116.63 |
116.00 |
-0.63 |
-0.5% |
115.75 |
| Close |
116.99 |
116.02 |
-0.97 |
-0.8% |
116.77 |
| Range |
0.61 |
0.95 |
0.34 |
55.7% |
1.27 |
| ATR |
0.69 |
0.71 |
0.02 |
3.1% |
0.00 |
| Volume |
286 |
4,340 |
4,054 |
1,417.5% |
17,057 |
|
| Daily Pivots for day following 12-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.17 |
118.55 |
116.54 |
|
| R3 |
118.22 |
117.60 |
116.28 |
|
| R2 |
117.27 |
117.27 |
116.19 |
|
| R1 |
116.65 |
116.65 |
116.11 |
116.49 |
| PP |
116.32 |
116.32 |
116.32 |
116.24 |
| S1 |
115.70 |
115.70 |
115.93 |
115.54 |
| S2 |
115.37 |
115.37 |
115.85 |
|
| S3 |
114.42 |
114.75 |
115.76 |
|
| S4 |
113.47 |
113.80 |
115.50 |
|
|
| Weekly Pivots for week ending 08-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.32 |
119.82 |
117.47 |
|
| R3 |
119.05 |
118.55 |
117.12 |
|
| R2 |
117.78 |
117.78 |
117.00 |
|
| R1 |
117.28 |
117.28 |
116.89 |
117.53 |
| PP |
116.51 |
116.51 |
116.51 |
116.64 |
| S1 |
116.01 |
116.01 |
116.65 |
116.26 |
| S2 |
115.24 |
115.24 |
116.54 |
|
| S3 |
113.97 |
114.74 |
116.42 |
|
| S4 |
112.70 |
113.47 |
116.07 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120.99 |
|
2.618 |
119.44 |
|
1.618 |
118.49 |
|
1.000 |
117.90 |
|
0.618 |
117.54 |
|
HIGH |
116.95 |
|
0.618 |
116.59 |
|
0.500 |
116.48 |
|
0.382 |
116.36 |
|
LOW |
116.00 |
|
0.618 |
115.41 |
|
1.000 |
115.05 |
|
1.618 |
114.46 |
|
2.618 |
113.51 |
|
4.250 |
111.96 |
|
|
| Fisher Pivots for day following 12-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116.48 |
116.50 |
| PP |
116.32 |
116.34 |
| S1 |
116.17 |
116.18 |
|