Euro Bund Future June 2008
Trading Metrics calculated at close of trading on 27-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2008 |
27-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
115.23 |
114.93 |
-0.30 |
-0.3% |
115.83 |
High |
115.32 |
115.26 |
-0.06 |
-0.1% |
115.92 |
Low |
114.74 |
114.69 |
-0.05 |
0.0% |
114.92 |
Close |
114.98 |
114.82 |
-0.16 |
-0.1% |
115.63 |
Range |
0.58 |
0.57 |
-0.01 |
-1.7% |
1.00 |
ATR |
0.65 |
0.64 |
-0.01 |
-0.9% |
0.00 |
Volume |
47,218 |
63,353 |
16,135 |
34.2% |
56,292 |
|
Daily Pivots for day following 27-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116.63 |
116.30 |
115.13 |
|
R3 |
116.06 |
115.73 |
114.98 |
|
R2 |
115.49 |
115.49 |
114.92 |
|
R1 |
115.16 |
115.16 |
114.87 |
115.04 |
PP |
114.92 |
114.92 |
114.92 |
114.87 |
S1 |
114.59 |
114.59 |
114.77 |
114.47 |
S2 |
114.35 |
114.35 |
114.72 |
|
S3 |
113.78 |
114.02 |
114.66 |
|
S4 |
113.21 |
113.45 |
114.51 |
|
|
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 |
117.68 |
2.618 |
116.75 |
1.618 |
116.18 |
1.000 |
115.83 |
0.618 |
115.61 |
HIGH |
115.26 |
0.618 |
115.04 |
0.500 |
114.98 |
0.382 |
114.91 |
LOW |
114.69 |
0.618 |
114.34 |
1.000 |
114.12 |
1.618 |
113.77 |
2.618 |
113.20 |
4.250 |
112.27 |
|
|
Fisher Pivots for day following 27-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
114.98 |
115.11 |
PP |
114.92 |
115.01 |
S1 |
114.87 |
114.92 |
|