Euro Bund Future June 2008
| Trading Metrics calculated at close of trading on 29-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2008 |
29-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
114.97 |
115.86 |
0.89 |
0.8% |
115.24 |
| High |
115.78 |
116.84 |
1.06 |
0.9% |
116.84 |
| Low |
114.91 |
115.79 |
0.88 |
0.8% |
114.69 |
| Close |
115.62 |
116.63 |
1.01 |
0.9% |
116.63 |
| Range |
0.87 |
1.05 |
0.18 |
20.7% |
2.15 |
| ATR |
0.66 |
0.70 |
0.04 |
6.0% |
0.00 |
| Volume |
84,554 |
197,492 |
112,938 |
133.6% |
419,100 |
|
| Daily Pivots for day following 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.57 |
119.15 |
117.21 |
|
| R3 |
118.52 |
118.10 |
116.92 |
|
| R2 |
117.47 |
117.47 |
116.82 |
|
| R1 |
117.05 |
117.05 |
116.73 |
117.26 |
| PP |
116.42 |
116.42 |
116.42 |
116.53 |
| S1 |
116.00 |
116.00 |
116.53 |
116.21 |
| S2 |
115.37 |
115.37 |
116.44 |
|
| S3 |
114.32 |
114.95 |
116.34 |
|
| S4 |
113.27 |
113.90 |
116.05 |
|
|
| Weekly Pivots for week ending 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.50 |
121.72 |
117.81 |
|
| R3 |
120.35 |
119.57 |
117.22 |
|
| R2 |
118.20 |
118.20 |
117.02 |
|
| R1 |
117.42 |
117.42 |
116.83 |
117.81 |
| PP |
116.05 |
116.05 |
116.05 |
116.25 |
| S1 |
115.27 |
115.27 |
116.43 |
115.66 |
| S2 |
113.90 |
113.90 |
116.24 |
|
| S3 |
111.75 |
113.12 |
116.04 |
|
| S4 |
109.60 |
110.97 |
115.45 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121.30 |
|
2.618 |
119.59 |
|
1.618 |
118.54 |
|
1.000 |
117.89 |
|
0.618 |
117.49 |
|
HIGH |
116.84 |
|
0.618 |
116.44 |
|
0.500 |
116.32 |
|
0.382 |
116.19 |
|
LOW |
115.79 |
|
0.618 |
115.14 |
|
1.000 |
114.74 |
|
1.618 |
114.09 |
|
2.618 |
113.04 |
|
4.250 |
111.33 |
|
|
| Fisher Pivots for day following 29-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116.53 |
116.34 |
| PP |
116.42 |
116.05 |
| S1 |
116.32 |
115.77 |
|