Euro Bund Future March 2008
Trading Metrics calculated at close of trading on 03-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2007 |
03-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
113.00 |
113.38 |
0.38 |
0.3% |
112.85 |
High |
113.34 |
113.40 |
0.06 |
0.1% |
113.24 |
Low |
112.83 |
113.03 |
0.20 |
0.2% |
112.50 |
Close |
113.13 |
112.99 |
-0.14 |
-0.1% |
113.07 |
Range |
0.51 |
0.37 |
-0.14 |
-27.5% |
0.74 |
ATR |
0.39 |
0.39 |
0.00 |
-0.3% |
0.00 |
Volume |
340 |
539 |
199 |
58.5% |
1,272 |
|
Daily Pivots for day following 03-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114.25 |
113.99 |
113.19 |
|
R3 |
113.88 |
113.62 |
113.09 |
|
R2 |
113.51 |
113.51 |
113.06 |
|
R1 |
113.25 |
113.25 |
113.02 |
113.20 |
PP |
113.14 |
113.14 |
113.14 |
113.11 |
S1 |
112.88 |
112.88 |
112.96 |
112.83 |
S2 |
112.77 |
112.77 |
112.92 |
|
S3 |
112.40 |
112.51 |
112.89 |
|
S4 |
112.03 |
112.14 |
112.79 |
|
|
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 |
113.40 |
112.50 |
0.90 |
0.8% |
0.34 |
0.3% |
54% |
True |
False |
441 |
10 |
113.52 |
112.50 |
1.02 |
0.9% |
0.31 |
0.3% |
48% |
False |
False |
298 |
20 |
115.21 |
112.50 |
2.71 |
2.4% |
0.35 |
0.3% |
18% |
False |
False |
240 |
40 |
115.21 |
112.17 |
3.04 |
2.7% |
0.19 |
0.2% |
27% |
False |
False |
331 |
60 |
115.21 |
109.97 |
5.24 |
4.6% |
0.13 |
0.1% |
58% |
False |
False |
467 |
80 |
115.21 |
109.45 |
5.76 |
5.1% |
0.10 |
0.1% |
61% |
False |
False |
514 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114.97 |
2.618 |
114.37 |
1.618 |
114.00 |
1.000 |
113.77 |
0.618 |
113.63 |
HIGH |
113.40 |
0.618 |
113.26 |
0.500 |
113.22 |
0.382 |
113.17 |
LOW |
113.03 |
0.618 |
112.80 |
1.000 |
112.66 |
1.618 |
112.43 |
2.618 |
112.06 |
4.250 |
111.46 |
|
|
Fisher Pivots for day following 03-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
113.22 |
113.12 |
PP |
113.14 |
113.07 |
S1 |
113.07 |
113.03 |
|