Euro Bund Future June 2008
| Trading Metrics calculated at close of trading on 03-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2008 |
03-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
115.86 |
116.82 |
0.96 |
0.8% |
115.24 |
| High |
116.84 |
117.11 |
0.27 |
0.2% |
116.84 |
| Low |
115.79 |
116.62 |
0.83 |
0.7% |
114.69 |
| Close |
116.63 |
117.04 |
0.41 |
0.4% |
116.63 |
| Range |
1.05 |
0.49 |
-0.56 |
-53.3% |
2.15 |
| ATR |
0.70 |
0.69 |
-0.02 |
-2.2% |
0.00 |
| Volume |
197,492 |
643,974 |
446,482 |
226.1% |
419,100 |
|
| Daily Pivots for day following 03-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.39 |
118.21 |
117.31 |
|
| R3 |
117.90 |
117.72 |
117.17 |
|
| R2 |
117.41 |
117.41 |
117.13 |
|
| R1 |
117.23 |
117.23 |
117.08 |
117.32 |
| PP |
116.92 |
116.92 |
116.92 |
116.97 |
| S1 |
116.74 |
116.74 |
117.00 |
116.83 |
| S2 |
116.43 |
116.43 |
116.95 |
|
| S3 |
115.94 |
116.25 |
116.91 |
|
| S4 |
115.45 |
115.76 |
116.77 |
|
|
| 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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117.11 |
114.69 |
2.42 |
2.1% |
0.71 |
0.6% |
97% |
True |
False |
207,318 |
| 10 |
117.11 |
114.69 |
2.42 |
2.1% |
0.61 |
0.5% |
97% |
True |
False |
111,710 |
| 20 |
117.24 |
114.69 |
2.55 |
2.2% |
0.67 |
0.6% |
92% |
False |
False |
57,465 |
| 40 |
117.65 |
114.18 |
3.47 |
3.0% |
0.60 |
0.5% |
82% |
False |
False |
29,064 |
| 60 |
117.65 |
112.26 |
5.39 |
4.6% |
0.57 |
0.5% |
89% |
False |
False |
19,443 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119.19 |
|
2.618 |
118.39 |
|
1.618 |
117.90 |
|
1.000 |
117.60 |
|
0.618 |
117.41 |
|
HIGH |
117.11 |
|
0.618 |
116.92 |
|
0.500 |
116.87 |
|
0.382 |
116.81 |
|
LOW |
116.62 |
|
0.618 |
116.32 |
|
1.000 |
116.13 |
|
1.618 |
115.83 |
|
2.618 |
115.34 |
|
4.250 |
114.54 |
|
|
| Fisher Pivots for day following 03-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116.98 |
116.70 |
| PP |
116.92 |
116.35 |
| S1 |
116.87 |
116.01 |
|