Euro Bund Future September 2008
Trading Metrics calculated at close of trading on 03-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2008 |
03-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
116.23 |
116.82 |
0.59 |
0.5% |
115.41 |
High |
116.33 |
117.00 |
0.67 |
0.6% |
116.33 |
Low |
116.23 |
116.82 |
0.59 |
0.5% |
114.95 |
Close |
116.62 |
117.09 |
0.47 |
0.4% |
116.62 |
Range |
0.10 |
0.18 |
0.08 |
80.0% |
1.38 |
ATR |
0.36 |
0.36 |
0.00 |
0.3% |
0.00 |
Volume |
146 |
17 |
-129 |
-88.4% |
850 |
|
Daily Pivots for day following 03-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117.51 |
117.48 |
117.19 |
|
R3 |
117.33 |
117.30 |
117.14 |
|
R2 |
117.15 |
117.15 |
117.12 |
|
R1 |
117.12 |
117.12 |
117.11 |
117.14 |
PP |
116.97 |
116.97 |
116.97 |
116.98 |
S1 |
116.94 |
116.94 |
117.07 |
116.96 |
S2 |
116.79 |
116.79 |
117.06 |
|
S3 |
116.61 |
116.76 |
117.04 |
|
S4 |
116.43 |
116.58 |
116.99 |
|
|
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 |
117.77 |
2.618 |
117.47 |
1.618 |
117.29 |
1.000 |
117.18 |
0.618 |
117.11 |
HIGH |
117.00 |
0.618 |
116.93 |
0.500 |
116.91 |
0.382 |
116.89 |
LOW |
116.82 |
0.618 |
116.71 |
1.000 |
116.64 |
1.618 |
116.53 |
2.618 |
116.35 |
4.250 |
116.06 |
|
|
Fisher Pivots for day following 03-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
117.03 |
116.85 |
PP |
116.97 |
116.61 |
S1 |
116.91 |
116.37 |
|