Euro Bund Future March 2008
Trading Metrics calculated at close of trading on 01-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2007 |
01-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
113.02 |
113.04 |
0.02 |
0.0% |
112.85 |
High |
113.13 |
113.18 |
0.05 |
0.0% |
113.24 |
Low |
112.91 |
112.83 |
-0.08 |
-0.1% |
112.50 |
Close |
113.07 |
113.14 |
0.07 |
0.1% |
113.07 |
Range |
0.22 |
0.35 |
0.13 |
59.1% |
0.74 |
ATR |
0.38 |
0.38 |
0.00 |
-0.5% |
0.00 |
Volume |
1,118 |
177 |
-941 |
-84.2% |
1,272 |
|
Daily Pivots for day following 01-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114.10 |
113.97 |
113.33 |
|
R3 |
113.75 |
113.62 |
113.24 |
|
R2 |
113.40 |
113.40 |
113.20 |
|
R1 |
113.27 |
113.27 |
113.17 |
113.34 |
PP |
113.05 |
113.05 |
113.05 |
113.08 |
S1 |
112.92 |
112.92 |
113.11 |
112.99 |
S2 |
112.70 |
112.70 |
113.08 |
|
S3 |
112.35 |
112.57 |
113.04 |
|
S4 |
112.00 |
112.22 |
112.95 |
|
|
Weekly Pivots for week ending 28-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115.16 |
114.85 |
113.48 |
|
R3 |
114.42 |
114.11 |
113.27 |
|
R2 |
113.68 |
113.68 |
113.21 |
|
R1 |
113.37 |
113.37 |
113.14 |
113.53 |
PP |
112.94 |
112.94 |
112.94 |
113.01 |
S1 |
112.63 |
112.63 |
113.00 |
112.79 |
S2 |
112.20 |
112.20 |
112.93 |
|
S3 |
111.46 |
111.89 |
112.87 |
|
S4 |
110.72 |
111.15 |
112.66 |
|
|
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% |
0.28 |
0.2% |
86% |
False |
False |
279 |
10 |
114.14 |
112.50 |
1.64 |
1.4% |
0.28 |
0.3% |
39% |
False |
False |
216 |
20 |
115.21 |
112.50 |
2.71 |
2.4% |
0.34 |
0.3% |
24% |
False |
False |
223 |
40 |
115.21 |
111.88 |
3.33 |
2.9% |
0.17 |
0.2% |
38% |
False |
False |
338 |
60 |
115.21 |
109.80 |
5.41 |
4.8% |
0.11 |
0.1% |
62% |
False |
False |
456 |
80 |
115.21 |
109.45 |
5.76 |
5.1% |
0.09 |
0.1% |
64% |
False |
False |
525 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114.67 |
2.618 |
114.10 |
1.618 |
113.75 |
1.000 |
113.53 |
0.618 |
113.40 |
HIGH |
113.18 |
0.618 |
113.05 |
0.500 |
113.01 |
0.382 |
112.96 |
LOW |
112.83 |
0.618 |
112.61 |
1.000 |
112.48 |
1.618 |
112.26 |
2.618 |
111.91 |
4.250 |
111.34 |
|
|
Fisher Pivots for day following 01-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
113.10 |
113.04 |
PP |
113.05 |
112.94 |
S1 |
113.01 |
112.84 |
|