Euro Bund Future September 2008
| Trading Metrics calculated at close of trading on 06-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2008 |
06-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
117.11 |
117.00 |
-0.11 |
-0.1% |
115.41 |
| High |
117.11 |
117.08 |
-0.03 |
0.0% |
116.33 |
| Low |
117.08 |
117.00 |
-0.08 |
-0.1% |
114.95 |
| Close |
116.85 |
117.26 |
0.41 |
0.4% |
116.62 |
| Range |
0.03 |
0.08 |
0.05 |
166.7% |
1.38 |
| ATR |
0.36 |
0.35 |
-0.01 |
-2.5% |
0.00 |
| Volume |
5 |
595 |
590 |
11,800.0% |
850 |
|
| Daily Pivots for day following 06-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.35 |
117.39 |
117.30 |
|
| R3 |
117.27 |
117.31 |
117.28 |
|
| R2 |
117.19 |
117.19 |
117.27 |
|
| R1 |
117.23 |
117.23 |
117.27 |
117.21 |
| PP |
117.11 |
117.11 |
117.11 |
117.11 |
| S1 |
117.15 |
117.15 |
117.25 |
117.13 |
| S2 |
117.03 |
117.03 |
117.25 |
|
| S3 |
116.95 |
117.07 |
117.24 |
|
| S4 |
116.87 |
116.99 |
117.22 |
|
|
| 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 |
117.42 |
|
2.618 |
117.29 |
|
1.618 |
117.21 |
|
1.000 |
117.16 |
|
0.618 |
117.13 |
|
HIGH |
117.08 |
|
0.618 |
117.05 |
|
0.500 |
117.04 |
|
0.382 |
117.03 |
|
LOW |
117.00 |
|
0.618 |
116.95 |
|
1.000 |
116.92 |
|
1.618 |
116.87 |
|
2.618 |
116.79 |
|
4.250 |
116.66 |
|
|
| Fisher Pivots for day following 06-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117.19 |
117.24 |
| PP |
117.11 |
117.22 |
| S1 |
117.04 |
117.20 |
|