Euro Bund Future September 2008
Trading Metrics calculated at close of trading on 27-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2008 |
27-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
115.13 |
114.95 |
-0.18 |
-0.2% |
115.85 |
High |
115.13 |
114.95 |
-0.18 |
-0.2% |
115.86 |
Low |
115.13 |
114.95 |
-0.18 |
-0.2% |
115.72 |
Close |
115.13 |
114.95 |
-0.18 |
-0.2% |
115.84 |
Range |
|
|
|
|
|
ATR |
0.32 |
0.31 |
-0.01 |
-3.1% |
0.00 |
Volume |
60 |
262 |
202 |
336.7% |
1,992 |
|
Daily Pivots for day following 27-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114.95 |
114.95 |
114.95 |
|
R3 |
114.95 |
114.95 |
114.95 |
|
R2 |
114.95 |
114.95 |
114.95 |
|
R1 |
114.95 |
114.95 |
114.95 |
114.95 |
PP |
114.95 |
114.95 |
114.95 |
114.95 |
S1 |
114.95 |
114.95 |
114.95 |
114.95 |
S2 |
114.95 |
114.95 |
114.95 |
|
S3 |
114.95 |
114.95 |
114.95 |
|
S4 |
114.95 |
114.95 |
114.95 |
|
|
Weekly Pivots for week ending 22-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116.23 |
116.17 |
115.92 |
|
R3 |
116.09 |
116.03 |
115.88 |
|
R2 |
115.95 |
115.95 |
115.87 |
|
R1 |
115.89 |
115.89 |
115.85 |
115.85 |
PP |
115.81 |
115.81 |
115.81 |
115.79 |
S1 |
115.75 |
115.75 |
115.83 |
115.71 |
S2 |
115.67 |
115.67 |
115.81 |
|
S3 |
115.53 |
115.61 |
115.80 |
|
S4 |
115.39 |
115.47 |
115.76 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
114.95 |
2.618 |
114.95 |
1.618 |
114.95 |
1.000 |
114.95 |
0.618 |
114.95 |
HIGH |
114.95 |
0.618 |
114.95 |
0.500 |
114.95 |
0.382 |
114.95 |
LOW |
114.95 |
0.618 |
114.95 |
1.000 |
114.95 |
1.618 |
114.95 |
2.618 |
114.95 |
4.250 |
114.95 |
|
|
Fisher Pivots for day following 27-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
114.95 |
115.18 |
PP |
114.95 |
115.10 |
S1 |
114.95 |
115.03 |
|