Euro Bund Future March 2008
Trading Metrics calculated at close of trading on 08-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2007 |
08-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
113.39 |
112.82 |
-0.57 |
-0.5% |
113.04 |
High |
113.50 |
112.87 |
-0.63 |
-0.6% |
113.50 |
Low |
112.77 |
112.76 |
-0.01 |
0.0% |
112.77 |
Close |
112.84 |
112.76 |
-0.08 |
-0.1% |
112.84 |
Range |
0.73 |
0.11 |
-0.62 |
-84.9% |
0.73 |
ATR |
0.42 |
0.39 |
-0.02 |
-5.3% |
0.00 |
Volume |
1,032 |
11 |
-1,021 |
-98.9% |
2,416 |
|
Daily Pivots for day following 08-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.13 |
113.05 |
112.82 |
|
R3 |
113.02 |
112.94 |
112.79 |
|
R2 |
112.91 |
112.91 |
112.78 |
|
R1 |
112.83 |
112.83 |
112.77 |
112.82 |
PP |
112.80 |
112.80 |
112.80 |
112.79 |
S1 |
112.72 |
112.72 |
112.75 |
112.71 |
S2 |
112.69 |
112.69 |
112.74 |
|
S3 |
112.58 |
112.61 |
112.73 |
|
S4 |
112.47 |
112.50 |
112.70 |
|
|
Weekly Pivots for week ending 05-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115.23 |
114.76 |
113.24 |
|
R3 |
114.50 |
114.03 |
113.04 |
|
R2 |
113.77 |
113.77 |
112.97 |
|
R1 |
113.30 |
113.30 |
112.91 |
113.17 |
PP |
113.04 |
113.04 |
113.04 |
112.97 |
S1 |
112.57 |
112.57 |
112.77 |
112.44 |
S2 |
112.31 |
112.31 |
112.71 |
|
S3 |
111.58 |
111.84 |
112.64 |
|
S4 |
110.85 |
111.11 |
112.44 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
113.50 |
112.76 |
0.74 |
0.7% |
0.44 |
0.4% |
0% |
False |
True |
450 |
10 |
113.50 |
112.50 |
1.00 |
0.9% |
0.36 |
0.3% |
26% |
False |
False |
364 |
20 |
115.10 |
112.50 |
2.60 |
2.3% |
0.33 |
0.3% |
10% |
False |
False |
296 |
40 |
115.21 |
112.50 |
2.71 |
2.4% |
0.23 |
0.2% |
10% |
False |
False |
349 |
60 |
115.21 |
110.17 |
5.04 |
4.5% |
0.15 |
0.1% |
51% |
False |
False |
473 |
80 |
115.21 |
109.51 |
5.70 |
5.1% |
0.11 |
0.1% |
57% |
False |
False |
521 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113.34 |
2.618 |
113.16 |
1.618 |
113.05 |
1.000 |
112.98 |
0.618 |
112.94 |
HIGH |
112.87 |
0.618 |
112.83 |
0.500 |
112.82 |
0.382 |
112.80 |
LOW |
112.76 |
0.618 |
112.69 |
1.000 |
112.65 |
1.618 |
112.58 |
2.618 |
112.47 |
4.250 |
112.29 |
|
|
Fisher Pivots for day following 08-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
112.82 |
113.13 |
PP |
112.80 |
113.01 |
S1 |
112.78 |
112.88 |
|