Euro Bund Future March 2008
Trading Metrics calculated at close of trading on 28-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2008 |
28-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
115.70 |
116.64 |
0.94 |
0.8% |
116.44 |
High |
116.64 |
116.73 |
0.09 |
0.1% |
118.08 |
Low |
115.58 |
116.39 |
0.81 |
0.7% |
115.58 |
Close |
116.33 |
116.55 |
0.22 |
0.2% |
116.33 |
Range |
1.06 |
0.34 |
-0.72 |
-67.9% |
2.50 |
ATR |
0.82 |
0.79 |
-0.03 |
-3.6% |
0.00 |
Volume |
1,326,610 |
960,258 |
-366,352 |
-27.6% |
8,530,907 |
|
Daily Pivots for day following 28-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117.58 |
117.40 |
116.74 |
|
R3 |
117.24 |
117.06 |
116.64 |
|
R2 |
116.90 |
116.90 |
116.61 |
|
R1 |
116.72 |
116.72 |
116.58 |
116.64 |
PP |
116.56 |
116.56 |
116.56 |
116.52 |
S1 |
116.38 |
116.38 |
116.52 |
116.30 |
S2 |
116.22 |
116.22 |
116.49 |
|
S3 |
115.88 |
116.04 |
116.46 |
|
S4 |
115.54 |
115.70 |
116.36 |
|
|
Weekly Pivots for week ending 25-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124.16 |
122.75 |
117.71 |
|
R3 |
121.66 |
120.25 |
117.02 |
|
R2 |
119.16 |
119.16 |
116.79 |
|
R1 |
117.75 |
117.75 |
116.56 |
117.21 |
PP |
116.66 |
116.66 |
116.66 |
116.39 |
S1 |
115.25 |
115.25 |
116.10 |
114.71 |
S2 |
114.16 |
114.16 |
115.87 |
|
S3 |
111.66 |
112.75 |
115.64 |
|
S4 |
109.16 |
110.25 |
114.96 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
118.08 |
115.58 |
2.50 |
2.1% |
1.11 |
0.9% |
39% |
False |
False |
1,713,118 |
10 |
118.08 |
115.49 |
2.59 |
2.2% |
0.84 |
0.7% |
41% |
False |
False |
1,519,533 |
20 |
118.08 |
112.67 |
5.41 |
4.6% |
0.73 |
0.6% |
72% |
False |
False |
1,248,376 |
40 |
118.08 |
112.60 |
5.48 |
4.7% |
0.69 |
0.6% |
72% |
False |
False |
967,011 |
60 |
118.08 |
112.60 |
5.48 |
4.7% |
0.63 |
0.5% |
72% |
False |
False |
647,179 |
80 |
118.08 |
112.00 |
6.08 |
5.2% |
0.57 |
0.5% |
75% |
False |
False |
485,575 |
100 |
118.08 |
112.00 |
6.08 |
5.2% |
0.52 |
0.4% |
75% |
False |
False |
388,504 |
120 |
118.08 |
111.88 |
6.20 |
5.3% |
0.44 |
0.4% |
75% |
False |
False |
323,829 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
118.18 |
2.618 |
117.62 |
1.618 |
117.28 |
1.000 |
117.07 |
0.618 |
116.94 |
HIGH |
116.73 |
0.618 |
116.60 |
0.500 |
116.56 |
0.382 |
116.52 |
LOW |
116.39 |
0.618 |
116.18 |
1.000 |
116.05 |
1.618 |
115.84 |
2.618 |
115.50 |
4.250 |
114.95 |
|
|
Fisher Pivots for day following 28-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
116.56 |
116.43 |
PP |
116.56 |
116.30 |
S1 |
116.55 |
116.18 |
|