Euro Bund Future March 2008
Trading Metrics calculated at close of trading on 19-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2007 |
19-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
113.20 |
113.17 |
-0.03 |
0.0% |
114.32 |
High |
113.40 |
113.60 |
0.20 |
0.2% |
114.36 |
Low |
112.91 |
112.97 |
0.06 |
0.1% |
112.85 |
Close |
113.18 |
113.10 |
-0.08 |
-0.1% |
112.98 |
Range |
0.49 |
0.63 |
0.14 |
28.6% |
1.51 |
ATR |
0.63 |
0.63 |
0.00 |
0.1% |
0.00 |
Volume |
607,546 |
725,781 |
118,235 |
19.5% |
4,896,030 |
|
Daily Pivots for day following 19-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115.11 |
114.74 |
113.45 |
|
R3 |
114.48 |
114.11 |
113.27 |
|
R2 |
113.85 |
113.85 |
113.22 |
|
R1 |
113.48 |
113.48 |
113.16 |
113.35 |
PP |
113.22 |
113.22 |
113.22 |
113.16 |
S1 |
112.85 |
112.85 |
113.04 |
112.72 |
S2 |
112.59 |
112.59 |
112.98 |
|
S3 |
111.96 |
112.22 |
112.93 |
|
S4 |
111.33 |
111.59 |
112.75 |
|
|
Weekly Pivots for week ending 14-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117.93 |
116.96 |
113.81 |
|
R3 |
116.42 |
115.45 |
113.40 |
|
R2 |
114.91 |
114.91 |
113.26 |
|
R1 |
113.94 |
113.94 |
113.12 |
113.67 |
PP |
113.40 |
113.40 |
113.40 |
113.26 |
S1 |
112.43 |
112.43 |
112.84 |
112.16 |
S2 |
111.89 |
111.89 |
112.70 |
|
S3 |
110.38 |
110.92 |
112.56 |
|
S4 |
108.87 |
109.41 |
112.15 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
113.60 |
112.85 |
0.75 |
0.7% |
0.48 |
0.4% |
33% |
True |
False |
727,606 |
10 |
115.71 |
112.85 |
2.86 |
2.5% |
0.70 |
0.6% |
9% |
False |
False |
913,813 |
20 |
116.33 |
112.85 |
3.48 |
3.1% |
0.67 |
0.6% |
7% |
False |
False |
630,669 |
40 |
116.33 |
112.85 |
3.48 |
3.1% |
0.57 |
0.5% |
7% |
False |
False |
317,668 |
60 |
116.33 |
112.00 |
4.33 |
3.8% |
0.51 |
0.4% |
25% |
False |
False |
212,011 |
80 |
116.33 |
112.00 |
4.33 |
3.8% |
0.45 |
0.4% |
25% |
False |
False |
159,058 |
100 |
116.33 |
111.88 |
4.45 |
3.9% |
0.36 |
0.3% |
27% |
False |
False |
127,341 |
120 |
116.33 |
109.67 |
6.66 |
5.9% |
0.30 |
0.3% |
52% |
False |
False |
106,236 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
116.28 |
2.618 |
115.25 |
1.618 |
114.62 |
1.000 |
114.23 |
0.618 |
113.99 |
HIGH |
113.60 |
0.618 |
113.36 |
0.500 |
113.29 |
0.382 |
113.21 |
LOW |
112.97 |
0.618 |
112.58 |
1.000 |
112.34 |
1.618 |
111.95 |
2.618 |
111.32 |
4.250 |
110.29 |
|
|
Fisher Pivots for day following 19-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
113.29 |
113.26 |
PP |
113.22 |
113.20 |
S1 |
113.16 |
113.15 |
|