Euro Bund Future March 2008
Trading Metrics calculated at close of trading on 02-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2007 |
02-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
113.04 |
113.00 |
-0.04 |
0.0% |
112.85 |
High |
113.18 |
113.34 |
0.16 |
0.1% |
113.24 |
Low |
112.83 |
112.83 |
0.00 |
0.0% |
112.50 |
Close |
113.14 |
113.13 |
-0.01 |
0.0% |
113.07 |
Range |
0.35 |
0.51 |
0.16 |
45.7% |
0.74 |
ATR |
0.38 |
0.39 |
0.01 |
2.5% |
0.00 |
Volume |
177 |
340 |
163 |
92.1% |
1,272 |
|
Daily Pivots for day following 02-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114.63 |
114.39 |
113.41 |
|
R3 |
114.12 |
113.88 |
113.27 |
|
R2 |
113.61 |
113.61 |
113.22 |
|
R1 |
113.37 |
113.37 |
113.18 |
113.49 |
PP |
113.10 |
113.10 |
113.10 |
113.16 |
S1 |
112.86 |
112.86 |
113.08 |
112.98 |
S2 |
112.59 |
112.59 |
113.04 |
|
S3 |
112.08 |
112.35 |
112.99 |
|
S4 |
111.57 |
111.84 |
112.85 |
|
|
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 |
113.34 |
112.50 |
0.84 |
0.7% |
0.34 |
0.3% |
75% |
True |
False |
334 |
10 |
113.95 |
112.50 |
1.45 |
1.3% |
0.32 |
0.3% |
43% |
False |
False |
249 |
20 |
115.21 |
112.50 |
2.71 |
2.4% |
0.36 |
0.3% |
23% |
False |
False |
222 |
40 |
115.21 |
111.88 |
3.33 |
2.9% |
0.18 |
0.2% |
38% |
False |
False |
333 |
60 |
115.21 |
109.97 |
5.24 |
4.6% |
0.12 |
0.1% |
60% |
False |
False |
461 |
80 |
115.21 |
109.45 |
5.76 |
5.1% |
0.09 |
0.1% |
64% |
False |
False |
522 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
115.51 |
2.618 |
114.68 |
1.618 |
114.17 |
1.000 |
113.85 |
0.618 |
113.66 |
HIGH |
113.34 |
0.618 |
113.15 |
0.500 |
113.09 |
0.382 |
113.02 |
LOW |
112.83 |
0.618 |
112.51 |
1.000 |
112.32 |
1.618 |
112.00 |
2.618 |
111.49 |
4.250 |
110.66 |
|
|
Fisher Pivots for day following 02-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
113.12 |
113.12 |
PP |
113.10 |
113.10 |
S1 |
113.09 |
113.09 |
|