Euro Bund Future March 2008
Trading Metrics calculated at close of trading on 17-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2008 |
17-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
116.13 |
116.09 |
-0.04 |
0.0% |
114.85 |
High |
116.37 |
116.55 |
0.18 |
0.2% |
115.50 |
Low |
115.75 |
115.79 |
0.04 |
0.0% |
114.58 |
Close |
116.23 |
116.17 |
-0.06 |
-0.1% |
115.25 |
Range |
0.62 |
0.76 |
0.14 |
22.6% |
0.92 |
ATR |
0.61 |
0.62 |
0.01 |
1.8% |
0.00 |
Volume |
1,667,728 |
1,538,575 |
-129,153 |
-7.7% |
5,590,815 |
|
Daily Pivots for day following 17-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118.45 |
118.07 |
116.59 |
|
R3 |
117.69 |
117.31 |
116.38 |
|
R2 |
116.93 |
116.93 |
116.31 |
|
R1 |
116.55 |
116.55 |
116.24 |
116.74 |
PP |
116.17 |
116.17 |
116.17 |
116.27 |
S1 |
115.79 |
115.79 |
116.10 |
115.98 |
S2 |
115.41 |
115.41 |
116.03 |
|
S3 |
114.65 |
115.03 |
115.96 |
|
S4 |
113.89 |
114.27 |
115.75 |
|
|
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 |
116.55 |
114.85 |
1.70 |
1.5% |
0.58 |
0.5% |
78% |
True |
False |
1,390,637 |
10 |
116.55 |
114.36 |
2.19 |
1.9% |
0.54 |
0.5% |
83% |
True |
False |
1,221,112 |
20 |
116.55 |
112.60 |
3.95 |
3.4% |
0.56 |
0.5% |
90% |
True |
False |
897,553 |
40 |
116.55 |
112.60 |
3.95 |
3.4% |
0.62 |
0.5% |
90% |
True |
False |
701,077 |
60 |
116.55 |
112.60 |
3.95 |
3.4% |
0.57 |
0.5% |
90% |
True |
False |
468,063 |
80 |
116.55 |
112.00 |
4.55 |
3.9% |
0.51 |
0.4% |
92% |
True |
False |
351,195 |
100 |
116.55 |
112.00 |
4.55 |
3.9% |
0.46 |
0.4% |
92% |
True |
False |
280,997 |
120 |
116.55 |
111.88 |
4.67 |
4.0% |
0.38 |
0.3% |
92% |
True |
False |
234,292 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
119.78 |
2.618 |
118.54 |
1.618 |
117.78 |
1.000 |
117.31 |
0.618 |
117.02 |
HIGH |
116.55 |
0.618 |
116.26 |
0.500 |
116.17 |
0.382 |
116.08 |
LOW |
115.79 |
0.618 |
115.32 |
1.000 |
115.03 |
1.618 |
114.56 |
2.618 |
113.80 |
4.250 |
112.56 |
|
|
Fisher Pivots for day following 17-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
116.17 |
116.12 |
PP |
116.17 |
116.07 |
S1 |
116.17 |
116.02 |
|