Euro Bund Future March 2008
Trading Metrics calculated at close of trading on 15-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2007 |
15-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
112.51 |
112.03 |
-0.48 |
-0.4% |
112.82 |
High |
112.58 |
112.21 |
-0.37 |
-0.3% |
113.10 |
Low |
112.02 |
112.00 |
-0.02 |
0.0% |
112.02 |
Close |
112.16 |
112.14 |
-0.02 |
0.0% |
112.16 |
Range |
0.56 |
0.21 |
-0.35 |
-62.5% |
1.08 |
ATR |
0.40 |
0.39 |
-0.01 |
-3.4% |
0.00 |
Volume |
1,614 |
277 |
-1,337 |
-82.8% |
3,642 |
|
Daily Pivots for day following 15-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112.75 |
112.65 |
112.26 |
|
R3 |
112.54 |
112.44 |
112.20 |
|
R2 |
112.33 |
112.33 |
112.18 |
|
R1 |
112.23 |
112.23 |
112.16 |
112.28 |
PP |
112.12 |
112.12 |
112.12 |
112.14 |
S1 |
112.02 |
112.02 |
112.12 |
112.07 |
S2 |
111.91 |
111.91 |
112.10 |
|
S3 |
111.70 |
111.81 |
112.08 |
|
S4 |
111.49 |
111.60 |
112.02 |
|
|
Weekly Pivots for week ending 12-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115.67 |
114.99 |
112.75 |
|
R3 |
114.59 |
113.91 |
112.46 |
|
R2 |
113.51 |
113.51 |
112.36 |
|
R1 |
112.83 |
112.83 |
112.26 |
112.63 |
PP |
112.43 |
112.43 |
112.43 |
112.33 |
S1 |
111.75 |
111.75 |
112.06 |
111.55 |
S2 |
111.35 |
111.35 |
111.96 |
|
S3 |
110.27 |
110.67 |
111.86 |
|
S4 |
109.19 |
109.59 |
111.57 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
113.10 |
112.00 |
1.10 |
1.0% |
0.29 |
0.3% |
13% |
False |
True |
781 |
10 |
113.50 |
112.00 |
1.50 |
1.3% |
0.37 |
0.3% |
9% |
False |
True |
615 |
20 |
114.14 |
112.00 |
2.14 |
1.9% |
0.33 |
0.3% |
7% |
False |
True |
415 |
40 |
115.21 |
112.00 |
3.21 |
2.9% |
0.26 |
0.2% |
4% |
False |
True |
350 |
60 |
115.21 |
111.76 |
3.45 |
3.1% |
0.17 |
0.2% |
11% |
False |
False |
483 |
80 |
115.21 |
109.67 |
5.54 |
4.9% |
0.13 |
0.1% |
45% |
False |
False |
510 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113.10 |
2.618 |
112.76 |
1.618 |
112.55 |
1.000 |
112.42 |
0.618 |
112.34 |
HIGH |
112.21 |
0.618 |
112.13 |
0.500 |
112.11 |
0.382 |
112.08 |
LOW |
112.00 |
0.618 |
111.87 |
1.000 |
111.79 |
1.618 |
111.66 |
2.618 |
111.45 |
4.250 |
111.11 |
|
|
Fisher Pivots for day following 15-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
112.13 |
112.29 |
PP |
112.12 |
112.24 |
S1 |
112.11 |
112.19 |
|