Euro Bund Future March 2008
| Trading Metrics calculated at close of trading on 29-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2008 |
29-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
116.64 |
116.50 |
-0.14 |
-0.1% |
116.44 |
| High |
116.73 |
116.54 |
-0.19 |
-0.2% |
118.08 |
| Low |
116.39 |
116.04 |
-0.35 |
-0.3% |
115.58 |
| Close |
116.55 |
116.09 |
-0.46 |
-0.4% |
116.33 |
| Range |
0.34 |
0.50 |
0.16 |
47.1% |
2.50 |
| ATR |
0.79 |
0.77 |
-0.02 |
-2.5% |
0.00 |
| Volume |
960,258 |
984,898 |
24,640 |
2.6% |
8,530,907 |
|
| Daily Pivots for day following 29-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.72 |
117.41 |
116.37 |
|
| R3 |
117.22 |
116.91 |
116.23 |
|
| R2 |
116.72 |
116.72 |
116.18 |
|
| R1 |
116.41 |
116.41 |
116.14 |
116.32 |
| PP |
116.22 |
116.22 |
116.22 |
116.18 |
| S1 |
115.91 |
115.91 |
116.04 |
115.82 |
| S2 |
115.72 |
115.72 |
116.00 |
|
| S3 |
115.22 |
115.41 |
115.95 |
|
| S4 |
114.72 |
114.91 |
115.82 |
|
|
| 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 |
117.55 |
115.58 |
1.97 |
1.7% |
0.80 |
0.7% |
26% |
False |
False |
1,421,103 |
| 10 |
118.08 |
115.58 |
2.50 |
2.2% |
0.84 |
0.7% |
20% |
False |
False |
1,494,326 |
| 20 |
118.08 |
112.85 |
5.23 |
4.5% |
0.72 |
0.6% |
62% |
False |
False |
1,284,163 |
| 40 |
118.08 |
112.60 |
5.48 |
4.7% |
0.68 |
0.6% |
64% |
False |
False |
990,798 |
| 60 |
118.08 |
112.60 |
5.48 |
4.7% |
0.64 |
0.6% |
64% |
False |
False |
663,590 |
| 80 |
118.08 |
112.00 |
6.08 |
5.2% |
0.57 |
0.5% |
67% |
False |
False |
497,881 |
| 100 |
118.08 |
112.00 |
6.08 |
5.2% |
0.53 |
0.5% |
67% |
False |
False |
398,350 |
| 120 |
118.08 |
111.88 |
6.20 |
5.3% |
0.44 |
0.4% |
68% |
False |
False |
332,032 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.67 |
|
2.618 |
117.85 |
|
1.618 |
117.35 |
|
1.000 |
117.04 |
|
0.618 |
116.85 |
|
HIGH |
116.54 |
|
0.618 |
116.35 |
|
0.500 |
116.29 |
|
0.382 |
116.23 |
|
LOW |
116.04 |
|
0.618 |
115.73 |
|
1.000 |
115.54 |
|
1.618 |
115.23 |
|
2.618 |
114.73 |
|
4.250 |
113.92 |
|
|
| Fisher Pivots for day following 29-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116.29 |
116.16 |
| PP |
116.22 |
116.13 |
| S1 |
116.16 |
116.11 |
|