Euro Bund Future March 2008
Trading Metrics calculated at close of trading on 05-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2007 |
05-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
112.95 |
113.39 |
0.44 |
0.4% |
113.04 |
High |
113.44 |
113.50 |
0.06 |
0.1% |
113.50 |
Low |
112.95 |
112.77 |
-0.18 |
-0.2% |
112.77 |
Close |
113.30 |
112.84 |
-0.46 |
-0.4% |
112.84 |
Range |
0.49 |
0.73 |
0.24 |
49.0% |
0.73 |
ATR |
0.39 |
0.42 |
0.02 |
6.1% |
0.00 |
Volume |
328 |
1,032 |
704 |
214.6% |
2,416 |
|
Daily Pivots for day following 05-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115.23 |
114.76 |
113.24 |
|
R3 |
114.50 |
114.03 |
113.04 |
|
R2 |
113.77 |
113.77 |
112.97 |
|
R1 |
113.30 |
113.30 |
112.91 |
113.17 |
PP |
113.04 |
113.04 |
113.04 |
112.97 |
S1 |
112.57 |
112.57 |
112.77 |
112.44 |
S2 |
112.31 |
112.31 |
112.71 |
|
S3 |
111.58 |
111.84 |
112.64 |
|
S4 |
110.85 |
111.11 |
112.44 |
|
|
Weekly Pivots for week ending 05-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115.23 |
114.76 |
113.24 |
|
R3 |
114.50 |
114.03 |
113.04 |
|
R2 |
113.77 |
113.77 |
112.97 |
|
R1 |
113.30 |
113.30 |
112.91 |
113.17 |
PP |
113.04 |
113.04 |
113.04 |
112.97 |
S1 |
112.57 |
112.57 |
112.77 |
112.44 |
S2 |
112.31 |
112.31 |
112.71 |
|
S3 |
111.58 |
111.84 |
112.64 |
|
S4 |
110.85 |
111.11 |
112.44 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
113.50 |
112.77 |
0.73 |
0.6% |
0.49 |
0.4% |
10% |
True |
True |
483 |
10 |
113.50 |
112.50 |
1.00 |
0.9% |
0.37 |
0.3% |
34% |
True |
False |
368 |
20 |
115.21 |
112.50 |
2.71 |
2.4% |
0.35 |
0.3% |
13% |
False |
False |
297 |
40 |
115.21 |
112.35 |
2.86 |
2.5% |
0.22 |
0.2% |
17% |
False |
False |
355 |
60 |
115.21 |
110.17 |
5.04 |
4.5% |
0.15 |
0.1% |
53% |
False |
False |
477 |
80 |
115.21 |
109.45 |
5.76 |
5.1% |
0.11 |
0.1% |
59% |
False |
False |
522 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
116.60 |
2.618 |
115.41 |
1.618 |
114.68 |
1.000 |
114.23 |
0.618 |
113.95 |
HIGH |
113.50 |
0.618 |
113.22 |
0.500 |
113.14 |
0.382 |
113.05 |
LOW |
112.77 |
0.618 |
112.32 |
1.000 |
112.04 |
1.618 |
111.59 |
2.618 |
110.86 |
4.250 |
109.67 |
|
|
Fisher Pivots for day following 05-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
113.14 |
113.14 |
PP |
113.04 |
113.04 |
S1 |
112.94 |
112.94 |
|