Euro Bund Future June 2008
| Trading Metrics calculated at close of trading on 21-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2008 |
21-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
115.54 |
115.28 |
-0.26 |
-0.2% |
116.79 |
| High |
115.65 |
115.63 |
-0.02 |
0.0% |
117.24 |
| Low |
115.26 |
114.92 |
-0.34 |
-0.3% |
115.40 |
| Close |
115.50 |
115.51 |
0.01 |
0.0% |
115.99 |
| Range |
0.39 |
0.71 |
0.32 |
82.1% |
1.84 |
| ATR |
0.68 |
0.68 |
0.00 |
0.3% |
0.00 |
| Volume |
11,317 |
16,935 |
5,618 |
49.6% |
16,224 |
|
| Daily Pivots for day following 21-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.48 |
117.21 |
115.90 |
|
| R3 |
116.77 |
116.50 |
115.71 |
|
| R2 |
116.06 |
116.06 |
115.64 |
|
| R1 |
115.79 |
115.79 |
115.58 |
115.93 |
| PP |
115.35 |
115.35 |
115.35 |
115.42 |
| S1 |
115.08 |
115.08 |
115.44 |
115.22 |
| S2 |
114.64 |
114.64 |
115.38 |
|
| S3 |
113.93 |
114.37 |
115.31 |
|
| S4 |
113.22 |
113.66 |
115.12 |
|
|
| Weekly Pivots for week ending 15-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.73 |
120.70 |
117.00 |
|
| R3 |
119.89 |
118.86 |
116.50 |
|
| R2 |
118.05 |
118.05 |
116.33 |
|
| R1 |
117.02 |
117.02 |
116.16 |
116.62 |
| PP |
116.21 |
116.21 |
116.21 |
116.01 |
| S1 |
115.18 |
115.18 |
115.82 |
114.78 |
| S2 |
114.37 |
114.37 |
115.65 |
|
| S3 |
112.53 |
113.34 |
115.48 |
|
| S4 |
110.69 |
111.50 |
114.98 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.65 |
|
2.618 |
117.49 |
|
1.618 |
116.78 |
|
1.000 |
116.34 |
|
0.618 |
116.07 |
|
HIGH |
115.63 |
|
0.618 |
115.36 |
|
0.500 |
115.28 |
|
0.382 |
115.19 |
|
LOW |
114.92 |
|
0.618 |
114.48 |
|
1.000 |
114.21 |
|
1.618 |
113.77 |
|
2.618 |
113.06 |
|
4.250 |
111.90 |
|
|
| Fisher Pivots for day following 21-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115.43 |
115.48 |
| PP |
115.35 |
115.45 |
| S1 |
115.28 |
115.42 |
|