Euro Bund Future March 2008
Trading Metrics calculated at close of trading on 27-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2007 |
27-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
113.39 |
112.90 |
-0.49 |
-0.4% |
113.13 |
High |
113.47 |
112.93 |
-0.54 |
-0.5% |
113.65 |
Low |
112.87 |
112.60 |
-0.27 |
-0.2% |
112.87 |
Close |
112.95 |
112.71 |
-0.24 |
-0.2% |
112.95 |
Range |
0.60 |
0.33 |
-0.27 |
-45.0% |
0.78 |
ATR |
0.62 |
0.60 |
-0.02 |
-3.1% |
0.00 |
Volume |
394,563 |
239,425 |
-155,138 |
-39.3% |
2,690,906 |
|
Daily Pivots for day following 27-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.74 |
113.55 |
112.89 |
|
R3 |
113.41 |
113.22 |
112.80 |
|
R2 |
113.08 |
113.08 |
112.77 |
|
R1 |
112.89 |
112.89 |
112.74 |
112.82 |
PP |
112.75 |
112.75 |
112.75 |
112.71 |
S1 |
112.56 |
112.56 |
112.68 |
112.49 |
S2 |
112.42 |
112.42 |
112.65 |
|
S3 |
112.09 |
112.23 |
112.62 |
|
S4 |
111.76 |
111.90 |
112.53 |
|
|
Weekly Pivots for week ending 21-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115.50 |
115.00 |
113.38 |
|
R3 |
114.72 |
114.22 |
113.16 |
|
R2 |
113.94 |
113.94 |
113.09 |
|
R1 |
113.44 |
113.44 |
113.02 |
113.30 |
PP |
113.16 |
113.16 |
113.16 |
113.09 |
S1 |
112.66 |
112.66 |
112.88 |
112.52 |
S2 |
112.38 |
112.38 |
112.81 |
|
S3 |
111.60 |
111.88 |
112.74 |
|
S4 |
110.82 |
111.10 |
112.52 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
113.65 |
112.60 |
1.05 |
0.9% |
0.50 |
0.4% |
10% |
False |
True |
498,485 |
10 |
114.16 |
112.60 |
1.56 |
1.4% |
0.56 |
0.5% |
7% |
False |
True |
681,039 |
20 |
116.06 |
112.60 |
3.46 |
3.1% |
0.65 |
0.6% |
3% |
False |
True |
685,647 |
40 |
116.33 |
112.60 |
3.73 |
3.3% |
0.59 |
0.5% |
3% |
False |
True |
346,580 |
60 |
116.33 |
112.00 |
4.33 |
3.8% |
0.52 |
0.5% |
16% |
False |
False |
231,307 |
80 |
116.33 |
112.00 |
4.33 |
3.8% |
0.47 |
0.4% |
16% |
False |
False |
173,536 |
100 |
116.33 |
111.88 |
4.45 |
3.9% |
0.38 |
0.3% |
19% |
False |
False |
138,920 |
120 |
116.33 |
109.80 |
6.53 |
5.8% |
0.32 |
0.3% |
45% |
False |
False |
115,882 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114.33 |
2.618 |
113.79 |
1.618 |
113.46 |
1.000 |
113.26 |
0.618 |
113.13 |
HIGH |
112.93 |
0.618 |
112.80 |
0.500 |
112.77 |
0.382 |
112.73 |
LOW |
112.60 |
0.618 |
112.40 |
1.000 |
112.27 |
1.618 |
112.07 |
2.618 |
111.74 |
4.250 |
111.20 |
|
|
Fisher Pivots for day following 27-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
112.77 |
113.13 |
PP |
112.75 |
112.99 |
S1 |
112.73 |
112.85 |
|