Euro Bund Future September 2008
Trading Metrics calculated at close of trading on 05-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2008 |
05-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
117.40 |
117.11 |
-0.29 |
-0.2% |
115.41 |
High |
117.40 |
117.11 |
-0.29 |
-0.2% |
116.33 |
Low |
117.40 |
117.08 |
-0.32 |
-0.3% |
114.95 |
Close |
117.40 |
116.85 |
-0.55 |
-0.5% |
116.62 |
Range |
0.00 |
0.03 |
0.03 |
|
1.38 |
ATR |
0.36 |
0.36 |
0.00 |
-0.8% |
0.00 |
Volume |
231 |
5 |
-226 |
-97.8% |
850 |
|
Daily Pivots for day following 05-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117.10 |
117.01 |
116.87 |
|
R3 |
117.07 |
116.98 |
116.86 |
|
R2 |
117.04 |
117.04 |
116.86 |
|
R1 |
116.95 |
116.95 |
116.85 |
116.98 |
PP |
117.01 |
117.01 |
117.01 |
117.03 |
S1 |
116.92 |
116.92 |
116.85 |
116.95 |
S2 |
116.98 |
116.98 |
116.84 |
|
S3 |
116.95 |
116.89 |
116.84 |
|
S4 |
116.92 |
116.86 |
116.83 |
|
|
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 |
117.24 |
2.618 |
117.19 |
1.618 |
117.16 |
1.000 |
117.14 |
0.618 |
117.13 |
HIGH |
117.11 |
0.618 |
117.10 |
0.500 |
117.10 |
0.382 |
117.09 |
LOW |
117.08 |
0.618 |
117.06 |
1.000 |
117.05 |
1.618 |
117.03 |
2.618 |
117.00 |
4.250 |
116.95 |
|
|
Fisher Pivots for day following 05-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
117.10 |
117.11 |
PP |
117.01 |
117.02 |
S1 |
116.93 |
116.94 |
|