Euro Bund Future June 2008
| Trading Metrics calculated at close of trading on 22-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2008 |
22-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
115.28 |
115.58 |
0.30 |
0.3% |
115.83 |
| High |
115.63 |
115.80 |
0.17 |
0.1% |
115.92 |
| Low |
114.92 |
115.35 |
0.43 |
0.4% |
114.92 |
| Close |
115.51 |
115.63 |
0.12 |
0.1% |
115.63 |
| Range |
0.71 |
0.45 |
-0.26 |
-36.6% |
1.00 |
| ATR |
0.68 |
0.67 |
-0.02 |
-2.4% |
0.00 |
| Volume |
16,935 |
13,488 |
-3,447 |
-20.4% |
56,292 |
|
| Daily Pivots for day following 22-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.94 |
116.74 |
115.88 |
|
| R3 |
116.49 |
116.29 |
115.75 |
|
| R2 |
116.04 |
116.04 |
115.71 |
|
| R1 |
115.84 |
115.84 |
115.67 |
115.94 |
| PP |
115.59 |
115.59 |
115.59 |
115.65 |
| S1 |
115.39 |
115.39 |
115.59 |
115.49 |
| S2 |
115.14 |
115.14 |
115.55 |
|
| S3 |
114.69 |
114.94 |
115.51 |
|
| S4 |
114.24 |
114.49 |
115.38 |
|
|
| Weekly Pivots for week ending 22-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.49 |
118.06 |
116.18 |
|
| R3 |
117.49 |
117.06 |
115.91 |
|
| R2 |
116.49 |
116.49 |
115.81 |
|
| R1 |
116.06 |
116.06 |
115.72 |
115.78 |
| PP |
115.49 |
115.49 |
115.49 |
115.35 |
| S1 |
115.06 |
115.06 |
115.54 |
114.78 |
| S2 |
114.49 |
114.49 |
115.45 |
|
| S3 |
113.49 |
114.06 |
115.36 |
|
| S4 |
112.49 |
113.06 |
115.08 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.71 |
|
2.618 |
116.98 |
|
1.618 |
116.53 |
|
1.000 |
116.25 |
|
0.618 |
116.08 |
|
HIGH |
115.80 |
|
0.618 |
115.63 |
|
0.500 |
115.58 |
|
0.382 |
115.52 |
|
LOW |
115.35 |
|
0.618 |
115.07 |
|
1.000 |
114.90 |
|
1.618 |
114.62 |
|
2.618 |
114.17 |
|
4.250 |
113.44 |
|
|
| Fisher Pivots for day following 22-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115.61 |
115.54 |
| PP |
115.59 |
115.45 |
| S1 |
115.58 |
115.36 |
|