Euro Bund Future March 2008
Trading Metrics calculated at close of trading on 11-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2007 |
11-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
112.92 |
112.50 |
-0.42 |
-0.4% |
113.04 |
High |
112.95 |
112.58 |
-0.37 |
-0.3% |
113.50 |
Low |
112.76 |
112.37 |
-0.39 |
-0.3% |
112.77 |
Close |
112.75 |
112.46 |
-0.29 |
-0.3% |
112.84 |
Range |
0.19 |
0.21 |
0.02 |
10.5% |
0.73 |
ATR |
0.39 |
0.39 |
0.00 |
-0.1% |
0.00 |
Volume |
527 |
1,205 |
678 |
128.7% |
2,416 |
|
Daily Pivots for day following 11-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.10 |
112.99 |
112.58 |
|
R3 |
112.89 |
112.78 |
112.52 |
|
R2 |
112.68 |
112.68 |
112.50 |
|
R1 |
112.57 |
112.57 |
112.48 |
112.52 |
PP |
112.47 |
112.47 |
112.47 |
112.45 |
S1 |
112.36 |
112.36 |
112.44 |
112.31 |
S2 |
112.26 |
112.26 |
112.42 |
|
S3 |
112.05 |
112.15 |
112.40 |
|
S4 |
111.84 |
111.94 |
112.34 |
|
|
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 |
112.37 |
1.13 |
1.0% |
0.30 |
0.3% |
8% |
False |
True |
612 |
10 |
113.50 |
112.37 |
1.13 |
1.0% |
0.35 |
0.3% |
8% |
False |
True |
556 |
20 |
114.83 |
112.37 |
2.46 |
2.2% |
0.31 |
0.3% |
4% |
False |
True |
342 |
40 |
115.21 |
112.37 |
2.84 |
2.5% |
0.24 |
0.2% |
3% |
False |
True |
354 |
60 |
115.21 |
111.63 |
3.58 |
3.2% |
0.16 |
0.1% |
23% |
False |
False |
454 |
80 |
115.21 |
109.51 |
5.70 |
5.1% |
0.12 |
0.1% |
52% |
False |
False |
506 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113.47 |
2.618 |
113.13 |
1.618 |
112.92 |
1.000 |
112.79 |
0.618 |
112.71 |
HIGH |
112.58 |
0.618 |
112.50 |
0.500 |
112.48 |
0.382 |
112.45 |
LOW |
112.37 |
0.618 |
112.24 |
1.000 |
112.16 |
1.618 |
112.03 |
2.618 |
111.82 |
4.250 |
111.48 |
|
|
Fisher Pivots for day following 11-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
112.48 |
112.74 |
PP |
112.47 |
112.64 |
S1 |
112.47 |
112.55 |
|