Euro Bund Future March 2008
Trading Metrics calculated at close of trading on 21-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2007 |
21-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
113.33 |
113.39 |
0.06 |
0.1% |
113.13 |
High |
113.65 |
113.47 |
-0.18 |
-0.2% |
113.65 |
Low |
113.19 |
112.87 |
-0.32 |
-0.3% |
112.87 |
Close |
113.50 |
112.95 |
-0.55 |
-0.5% |
112.95 |
Range |
0.46 |
0.60 |
0.14 |
30.4% |
0.78 |
ATR |
0.62 |
0.62 |
0.00 |
0.1% |
0.00 |
Volume |
525,113 |
394,563 |
-130,550 |
-24.9% |
2,690,906 |
|
Daily Pivots for day following 21-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114.90 |
114.52 |
113.28 |
|
R3 |
114.30 |
113.92 |
113.12 |
|
R2 |
113.70 |
113.70 |
113.06 |
|
R1 |
113.32 |
113.32 |
113.01 |
113.21 |
PP |
113.10 |
113.10 |
113.10 |
113.04 |
S1 |
112.72 |
112.72 |
112.90 |
112.61 |
S2 |
112.50 |
112.50 |
112.84 |
|
S3 |
111.90 |
112.12 |
112.79 |
|
S4 |
111.30 |
111.52 |
112.62 |
|
|
Weekly Pivots for week ending 21-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115.50 |
115.00 |
113.38 |
|
R3 |
114.72 |
114.22 |
113.16 |
|
R2 |
113.94 |
113.94 |
113.09 |
|
R1 |
113.44 |
113.44 |
113.02 |
113.30 |
PP |
113.16 |
113.16 |
113.16 |
113.09 |
S1 |
112.66 |
112.66 |
112.88 |
112.52 |
S2 |
112.38 |
112.38 |
112.81 |
|
S3 |
111.60 |
111.88 |
112.74 |
|
S4 |
110.82 |
111.10 |
112.52 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
113.65 |
112.87 |
0.78 |
0.7% |
0.49 |
0.4% |
10% |
False |
True |
538,181 |
10 |
114.36 |
112.85 |
1.51 |
1.3% |
0.62 |
0.6% |
7% |
False |
False |
758,693 |
20 |
116.33 |
112.85 |
3.48 |
3.1% |
0.68 |
0.6% |
3% |
False |
False |
675,767 |
40 |
116.33 |
112.85 |
3.48 |
3.1% |
0.58 |
0.5% |
3% |
False |
False |
340,637 |
60 |
116.33 |
112.00 |
4.33 |
3.8% |
0.52 |
0.5% |
22% |
False |
False |
227,320 |
80 |
116.33 |
112.00 |
4.33 |
3.8% |
0.47 |
0.4% |
22% |
False |
False |
170,545 |
100 |
116.33 |
111.88 |
4.45 |
3.9% |
0.37 |
0.3% |
24% |
False |
False |
136,531 |
120 |
116.33 |
109.74 |
6.59 |
5.8% |
0.31 |
0.3% |
49% |
False |
False |
113,890 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
116.02 |
2.618 |
115.04 |
1.618 |
114.44 |
1.000 |
114.07 |
0.618 |
113.84 |
HIGH |
113.47 |
0.618 |
113.24 |
0.500 |
113.17 |
0.382 |
113.10 |
LOW |
112.87 |
0.618 |
112.50 |
1.000 |
112.27 |
1.618 |
111.90 |
2.618 |
111.30 |
4.250 |
110.32 |
|
|
Fisher Pivots for day following 21-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
113.17 |
113.26 |
PP |
113.10 |
113.16 |
S1 |
113.02 |
113.05 |
|