Euro Bund Future September 2008
Trading Metrics calculated at close of trading on 19-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2008 |
19-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
115.85 |
115.86 |
0.01 |
0.0% |
117.20 |
High |
115.85 |
115.86 |
0.01 |
0.0% |
117.20 |
Low |
115.85 |
115.77 |
-0.08 |
-0.1% |
116.07 |
Close |
115.85 |
116.12 |
0.27 |
0.2% |
116.39 |
Range |
0.00 |
0.09 |
0.09 |
|
1.13 |
ATR |
0.37 |
0.35 |
-0.02 |
-5.4% |
0.00 |
Volume |
400 |
653 |
253 |
63.3% |
1,765 |
|
Daily Pivots for day following 19-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116.19 |
116.24 |
116.17 |
|
R3 |
116.10 |
116.15 |
116.14 |
|
R2 |
116.01 |
116.01 |
116.14 |
|
R1 |
116.06 |
116.06 |
116.13 |
116.04 |
PP |
115.92 |
115.92 |
115.92 |
115.90 |
S1 |
115.97 |
115.97 |
116.11 |
115.95 |
S2 |
115.83 |
115.83 |
116.10 |
|
S3 |
115.74 |
115.88 |
116.10 |
|
S4 |
115.65 |
115.79 |
116.07 |
|
|
Weekly Pivots for week ending 15-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119.94 |
119.30 |
117.01 |
|
R3 |
118.81 |
118.17 |
116.70 |
|
R2 |
117.68 |
117.68 |
116.60 |
|
R1 |
117.04 |
117.04 |
116.49 |
116.80 |
PP |
116.55 |
116.55 |
116.55 |
116.43 |
S1 |
115.91 |
115.91 |
116.29 |
115.67 |
S2 |
115.42 |
115.42 |
116.18 |
|
S3 |
114.29 |
114.78 |
116.08 |
|
S4 |
113.16 |
113.65 |
115.77 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
116.24 |
2.618 |
116.10 |
1.618 |
116.01 |
1.000 |
115.95 |
0.618 |
115.92 |
HIGH |
115.86 |
0.618 |
115.83 |
0.500 |
115.82 |
0.382 |
115.80 |
LOW |
115.77 |
0.618 |
115.71 |
1.000 |
115.68 |
1.618 |
115.62 |
2.618 |
115.53 |
4.250 |
115.39 |
|
|
Fisher Pivots for day following 19-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
116.02 |
116.11 |
PP |
115.92 |
116.09 |
S1 |
115.82 |
116.08 |
|