Euro Bund Future March 2008
Trading Metrics calculated at close of trading on 27-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2007 |
27-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
113.00 |
112.50 |
-0.50 |
-0.4% |
114.74 |
High |
113.00 |
112.77 |
-0.23 |
-0.2% |
114.76 |
Low |
112.67 |
112.50 |
-0.17 |
-0.2% |
112.78 |
Close |
112.62 |
112.64 |
0.02 |
0.0% |
112.90 |
Range |
0.33 |
0.27 |
-0.06 |
-18.2% |
1.98 |
ATR |
0.38 |
0.37 |
-0.01 |
-2.0% |
0.00 |
Volume |
8 |
31 |
23 |
287.5% |
720 |
|
Daily Pivots for day following 27-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.45 |
113.31 |
112.79 |
|
R3 |
113.18 |
113.04 |
112.71 |
|
R2 |
112.91 |
112.91 |
112.69 |
|
R1 |
112.77 |
112.77 |
112.66 |
112.84 |
PP |
112.64 |
112.64 |
112.64 |
112.67 |
S1 |
112.50 |
112.50 |
112.62 |
112.57 |
S2 |
112.37 |
112.37 |
112.59 |
|
S3 |
112.10 |
112.23 |
112.57 |
|
S4 |
111.83 |
111.96 |
112.49 |
|
|
Weekly Pivots for week ending 21-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119.42 |
118.14 |
113.99 |
|
R3 |
117.44 |
116.16 |
113.44 |
|
R2 |
115.46 |
115.46 |
113.26 |
|
R1 |
114.18 |
114.18 |
113.08 |
113.83 |
PP |
113.48 |
113.48 |
113.48 |
113.31 |
S1 |
112.20 |
112.20 |
112.72 |
111.85 |
S2 |
111.50 |
111.50 |
112.54 |
|
S3 |
109.52 |
110.22 |
112.36 |
|
S4 |
107.54 |
108.24 |
111.81 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
113.24 |
112.50 |
0.74 |
0.7% |
0.23 |
0.2% |
19% |
False |
True |
76 |
10 |
114.83 |
112.50 |
2.33 |
2.1% |
0.28 |
0.3% |
6% |
False |
True |
128 |
20 |
115.21 |
112.50 |
2.71 |
2.4% |
0.31 |
0.3% |
5% |
False |
True |
176 |
40 |
115.21 |
111.88 |
3.33 |
3.0% |
0.16 |
0.1% |
23% |
False |
False |
332 |
60 |
115.21 |
109.67 |
5.54 |
4.9% |
0.11 |
0.1% |
54% |
False |
False |
449 |
80 |
115.21 |
109.45 |
5.76 |
5.1% |
0.08 |
0.1% |
55% |
False |
False |
511 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113.92 |
2.618 |
113.48 |
1.618 |
113.21 |
1.000 |
113.04 |
0.618 |
112.94 |
HIGH |
112.77 |
0.618 |
112.67 |
0.500 |
112.64 |
0.382 |
112.60 |
LOW |
112.50 |
0.618 |
112.33 |
1.000 |
112.23 |
1.618 |
112.06 |
2.618 |
111.79 |
4.250 |
111.35 |
|
|
Fisher Pivots for day following 27-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
112.64 |
112.87 |
PP |
112.64 |
112.79 |
S1 |
112.64 |
112.72 |
|