Euro Bund Future June 2008
| Trading Metrics calculated at close of trading on 06-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2008 |
06-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
117.24 |
116.94 |
-0.30 |
-0.3% |
115.24 |
| High |
117.24 |
117.40 |
0.16 |
0.1% |
116.84 |
| Low |
116.73 |
116.79 |
0.06 |
0.1% |
114.69 |
| Close |
116.80 |
117.26 |
0.46 |
0.4% |
116.63 |
| Range |
0.51 |
0.61 |
0.10 |
19.6% |
2.15 |
| ATR |
0.68 |
0.68 |
-0.01 |
-0.8% |
0.00 |
| Volume |
1,460,383 |
1,470,086 |
9,703 |
0.7% |
419,100 |
|
| Daily Pivots for day following 06-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.98 |
118.73 |
117.60 |
|
| R3 |
118.37 |
118.12 |
117.43 |
|
| R2 |
117.76 |
117.76 |
117.37 |
|
| R1 |
117.51 |
117.51 |
117.32 |
117.64 |
| PP |
117.15 |
117.15 |
117.15 |
117.21 |
| S1 |
116.90 |
116.90 |
117.20 |
117.03 |
| S2 |
116.54 |
116.54 |
117.15 |
|
| S3 |
115.93 |
116.29 |
117.09 |
|
| S4 |
115.32 |
115.68 |
116.92 |
|
|
| 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 |
115.79 |
1.67 |
1.4% |
0.67 |
0.6% |
88% |
False |
False |
951,893 |
| 10 |
117.46 |
114.69 |
2.77 |
2.4% |
0.62 |
0.5% |
93% |
False |
False |
499,456 |
| 20 |
117.46 |
114.69 |
2.77 |
2.4% |
0.65 |
0.6% |
93% |
False |
False |
252,797 |
| 40 |
117.65 |
114.51 |
3.14 |
2.7% |
0.63 |
0.5% |
88% |
False |
False |
126,984 |
| 60 |
117.65 |
112.26 |
5.39 |
4.6% |
0.58 |
0.5% |
93% |
False |
False |
84,737 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119.99 |
|
2.618 |
119.00 |
|
1.618 |
118.39 |
|
1.000 |
118.01 |
|
0.618 |
117.78 |
|
HIGH |
117.40 |
|
0.618 |
117.17 |
|
0.500 |
117.10 |
|
0.382 |
117.02 |
|
LOW |
116.79 |
|
0.618 |
116.41 |
|
1.000 |
116.18 |
|
1.618 |
115.80 |
|
2.618 |
115.19 |
|
4.250 |
114.20 |
|
|
| Fisher Pivots for day following 06-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117.21 |
117.21 |
| PP |
117.15 |
117.15 |
| S1 |
117.10 |
117.10 |
|