Euro Bund Future March 2008
Trading Metrics calculated at close of trading on 04-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2007 |
04-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
113.38 |
112.95 |
-0.43 |
-0.4% |
112.85 |
High |
113.40 |
113.44 |
0.04 |
0.0% |
113.24 |
Low |
113.03 |
112.95 |
-0.08 |
-0.1% |
112.50 |
Close |
112.99 |
113.30 |
0.31 |
0.3% |
113.07 |
Range |
0.37 |
0.49 |
0.12 |
32.4% |
0.74 |
ATR |
0.39 |
0.39 |
0.01 |
1.9% |
0.00 |
Volume |
539 |
328 |
-211 |
-39.1% |
1,272 |
|
Daily Pivots for day following 04-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114.70 |
114.49 |
113.57 |
|
R3 |
114.21 |
114.00 |
113.43 |
|
R2 |
113.72 |
113.72 |
113.39 |
|
R1 |
113.51 |
113.51 |
113.34 |
113.62 |
PP |
113.23 |
113.23 |
113.23 |
113.28 |
S1 |
113.02 |
113.02 |
113.26 |
113.13 |
S2 |
112.74 |
112.74 |
113.21 |
|
S3 |
112.25 |
112.53 |
113.17 |
|
S4 |
111.76 |
112.04 |
113.03 |
|
|
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 |
113.44 |
112.83 |
0.61 |
0.5% |
0.39 |
0.3% |
77% |
True |
False |
500 |
10 |
113.44 |
112.50 |
0.94 |
0.8% |
0.31 |
0.3% |
85% |
True |
False |
288 |
20 |
115.21 |
112.50 |
2.71 |
2.4% |
0.36 |
0.3% |
30% |
False |
False |
249 |
40 |
115.21 |
112.35 |
2.86 |
2.5% |
0.21 |
0.2% |
33% |
False |
False |
336 |
60 |
115.21 |
109.97 |
5.24 |
4.6% |
0.14 |
0.1% |
64% |
False |
False |
468 |
80 |
115.21 |
109.45 |
5.76 |
5.1% |
0.10 |
0.1% |
67% |
False |
False |
517 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
115.52 |
2.618 |
114.72 |
1.618 |
114.23 |
1.000 |
113.93 |
0.618 |
113.74 |
HIGH |
113.44 |
0.618 |
113.25 |
0.500 |
113.20 |
0.382 |
113.14 |
LOW |
112.95 |
0.618 |
112.65 |
1.000 |
112.46 |
1.618 |
112.16 |
2.618 |
111.67 |
4.250 |
110.87 |
|
|
Fisher Pivots for day following 04-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
113.27 |
113.25 |
PP |
113.23 |
113.19 |
S1 |
113.20 |
113.14 |
|