Euro Bund Future June 2008
Trading Metrics calculated at close of trading on 05-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2008 |
05-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
116.89 |
117.24 |
0.35 |
0.3% |
115.24 |
High |
117.46 |
117.24 |
-0.22 |
-0.2% |
116.84 |
Low |
116.76 |
116.73 |
-0.03 |
0.0% |
114.69 |
Close |
117.32 |
116.80 |
-0.52 |
-0.4% |
116.63 |
Range |
0.70 |
0.51 |
-0.19 |
-27.1% |
2.15 |
ATR |
0.69 |
0.68 |
-0.01 |
-1.0% |
0.00 |
Volume |
987,533 |
1,460,383 |
472,850 |
47.9% |
419,100 |
|
Daily Pivots for day following 05-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118.45 |
118.14 |
117.08 |
|
R3 |
117.94 |
117.63 |
116.94 |
|
R2 |
117.43 |
117.43 |
116.89 |
|
R1 |
117.12 |
117.12 |
116.85 |
117.02 |
PP |
116.92 |
116.92 |
116.92 |
116.88 |
S1 |
116.61 |
116.61 |
116.75 |
116.51 |
S2 |
116.41 |
116.41 |
116.71 |
|
S3 |
115.90 |
116.10 |
116.66 |
|
S4 |
115.39 |
115.59 |
116.52 |
|
|
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 |
117.46 |
114.91 |
2.55 |
2.2% |
0.72 |
0.6% |
74% |
False |
False |
674,787 |
10 |
117.46 |
114.69 |
2.77 |
2.4% |
0.63 |
0.5% |
76% |
False |
False |
354,141 |
20 |
117.46 |
114.69 |
2.77 |
2.4% |
0.66 |
0.6% |
76% |
False |
False |
179,647 |
40 |
117.65 |
114.51 |
3.14 |
2.7% |
0.61 |
0.5% |
73% |
False |
False |
90,233 |
60 |
117.65 |
112.26 |
5.39 |
4.6% |
0.58 |
0.5% |
84% |
False |
False |
60,236 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
119.41 |
2.618 |
118.58 |
1.618 |
118.07 |
1.000 |
117.75 |
0.618 |
117.56 |
HIGH |
117.24 |
0.618 |
117.05 |
0.500 |
116.99 |
0.382 |
116.92 |
LOW |
116.73 |
0.618 |
116.41 |
1.000 |
116.22 |
1.618 |
115.90 |
2.618 |
115.39 |
4.250 |
114.56 |
|
|
Fisher Pivots for day following 05-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
116.99 |
117.04 |
PP |
116.92 |
116.96 |
S1 |
116.86 |
116.88 |
|