Euro Bund Future September 2008
Trading Metrics calculated at close of trading on 29-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2008 |
29-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
115.74 |
116.23 |
0.49 |
0.4% |
115.41 |
High |
115.74 |
116.33 |
0.59 |
0.5% |
116.33 |
Low |
115.74 |
116.23 |
0.49 |
0.4% |
114.95 |
Close |
115.74 |
116.62 |
0.88 |
0.8% |
116.62 |
Range |
0.00 |
0.10 |
0.10 |
|
1.38 |
ATR |
0.35 |
0.36 |
0.02 |
5.0% |
0.00 |
Volume |
262 |
146 |
-116 |
-44.3% |
850 |
|
Daily Pivots for day following 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116.69 |
116.76 |
116.68 |
|
R3 |
116.59 |
116.66 |
116.65 |
|
R2 |
116.49 |
116.49 |
116.64 |
|
R1 |
116.56 |
116.56 |
116.63 |
116.53 |
PP |
116.39 |
116.39 |
116.39 |
116.38 |
S1 |
116.46 |
116.46 |
116.61 |
116.43 |
S2 |
116.29 |
116.29 |
116.60 |
|
S3 |
116.19 |
116.36 |
116.59 |
|
S4 |
116.09 |
116.26 |
116.57 |
|
|
Weekly Pivots for week ending 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120.11 |
119.74 |
117.38 |
|
R3 |
118.73 |
118.36 |
117.00 |
|
R2 |
117.35 |
117.35 |
116.87 |
|
R1 |
116.98 |
116.98 |
116.75 |
117.17 |
PP |
115.97 |
115.97 |
115.97 |
116.06 |
S1 |
115.60 |
115.60 |
116.49 |
115.79 |
S2 |
114.59 |
114.59 |
116.37 |
|
S3 |
113.21 |
114.22 |
116.24 |
|
S4 |
111.83 |
112.84 |
115.86 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
116.76 |
2.618 |
116.59 |
1.618 |
116.49 |
1.000 |
116.43 |
0.618 |
116.39 |
HIGH |
116.33 |
0.618 |
116.29 |
0.500 |
116.28 |
0.382 |
116.27 |
LOW |
116.23 |
0.618 |
116.17 |
1.000 |
116.13 |
1.618 |
116.07 |
2.618 |
115.97 |
4.250 |
115.81 |
|
|
Fisher Pivots for day following 29-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
116.51 |
116.29 |
PP |
116.39 |
115.97 |
S1 |
116.28 |
115.64 |
|