Euro Bund Future March 2008
Trading Metrics calculated at close of trading on 14-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2008 |
14-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
115.32 |
115.43 |
0.11 |
0.1% |
114.85 |
High |
115.50 |
115.73 |
0.23 |
0.2% |
115.50 |
Low |
114.85 |
115.40 |
0.55 |
0.5% |
114.58 |
Close |
115.25 |
115.51 |
0.26 |
0.2% |
115.25 |
Range |
0.65 |
0.33 |
-0.32 |
-49.2% |
0.92 |
ATR |
0.62 |
0.61 |
-0.01 |
-1.6% |
0.00 |
Volume |
1,334,934 |
1,174,985 |
-159,949 |
-12.0% |
5,590,815 |
|
Daily Pivots for day following 14-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116.54 |
116.35 |
115.69 |
|
R3 |
116.21 |
116.02 |
115.60 |
|
R2 |
115.88 |
115.88 |
115.57 |
|
R1 |
115.69 |
115.69 |
115.54 |
115.79 |
PP |
115.55 |
115.55 |
115.55 |
115.59 |
S1 |
115.36 |
115.36 |
115.48 |
115.46 |
S2 |
115.22 |
115.22 |
115.45 |
|
S3 |
114.89 |
115.03 |
115.42 |
|
S4 |
114.56 |
114.70 |
115.33 |
|
|
Weekly Pivots for week ending 11-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117.87 |
117.48 |
115.76 |
|
R3 |
116.95 |
116.56 |
115.50 |
|
R2 |
116.03 |
116.03 |
115.42 |
|
R1 |
115.64 |
115.64 |
115.33 |
115.84 |
PP |
115.11 |
115.11 |
115.11 |
115.21 |
S1 |
114.72 |
114.72 |
115.17 |
114.92 |
S2 |
114.19 |
114.19 |
115.08 |
|
S3 |
113.27 |
113.80 |
115.00 |
|
S4 |
112.35 |
112.88 |
114.74 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
115.73 |
114.58 |
1.15 |
1.0% |
0.47 |
0.4% |
81% |
True |
False |
1,183,620 |
10 |
115.73 |
112.67 |
3.06 |
2.6% |
0.61 |
0.5% |
93% |
True |
False |
977,219 |
20 |
115.73 |
112.60 |
3.13 |
2.7% |
0.58 |
0.5% |
93% |
True |
False |
829,129 |
40 |
116.33 |
112.60 |
3.73 |
3.2% |
0.61 |
0.5% |
78% |
False |
False |
590,316 |
60 |
116.33 |
112.05 |
4.28 |
3.7% |
0.56 |
0.5% |
81% |
False |
False |
394,075 |
80 |
116.33 |
112.00 |
4.33 |
3.7% |
0.50 |
0.4% |
81% |
False |
False |
295,660 |
100 |
116.33 |
112.00 |
4.33 |
3.7% |
0.44 |
0.4% |
81% |
False |
False |
236,585 |
120 |
116.33 |
111.76 |
4.57 |
4.0% |
0.37 |
0.3% |
82% |
False |
False |
197,279 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
117.13 |
2.618 |
116.59 |
1.618 |
116.26 |
1.000 |
116.06 |
0.618 |
115.93 |
HIGH |
115.73 |
0.618 |
115.60 |
0.500 |
115.57 |
0.382 |
115.53 |
LOW |
115.40 |
0.618 |
115.20 |
1.000 |
115.07 |
1.618 |
114.87 |
2.618 |
114.54 |
4.250 |
114.00 |
|
|
Fisher Pivots for day following 14-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
115.57 |
115.44 |
PP |
115.55 |
115.36 |
S1 |
115.53 |
115.29 |
|