Euro Bund Future March 2008
Trading Metrics calculated at close of trading on 17-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2007 |
17-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
112.19 |
112.21 |
0.02 |
0.0% |
112.82 |
High |
112.23 |
112.58 |
0.35 |
0.3% |
113.10 |
Low |
112.05 |
112.05 |
0.00 |
0.0% |
112.02 |
Close |
112.09 |
112.45 |
0.36 |
0.3% |
112.16 |
Range |
0.18 |
0.53 |
0.35 |
194.4% |
1.08 |
ATR |
0.37 |
0.38 |
0.01 |
3.1% |
0.00 |
Volume |
1,320 |
1,641 |
321 |
24.3% |
3,642 |
|
Daily Pivots for day following 17-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.95 |
113.73 |
112.74 |
|
R3 |
113.42 |
113.20 |
112.60 |
|
R2 |
112.89 |
112.89 |
112.55 |
|
R1 |
112.67 |
112.67 |
112.50 |
112.78 |
PP |
112.36 |
112.36 |
112.36 |
112.42 |
S1 |
112.14 |
112.14 |
112.40 |
112.25 |
S2 |
111.83 |
111.83 |
112.35 |
|
S3 |
111.30 |
111.61 |
112.30 |
|
S4 |
110.77 |
111.08 |
112.16 |
|
|
Weekly Pivots for week ending 12-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115.67 |
114.99 |
112.75 |
|
R3 |
114.59 |
113.91 |
112.46 |
|
R2 |
113.51 |
113.51 |
112.36 |
|
R1 |
112.83 |
112.83 |
112.26 |
112.63 |
PP |
112.43 |
112.43 |
112.43 |
112.33 |
S1 |
111.75 |
111.75 |
112.06 |
111.55 |
S2 |
111.35 |
111.35 |
111.96 |
|
S3 |
110.27 |
110.67 |
111.86 |
|
S4 |
109.19 |
109.59 |
111.57 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
112.58 |
112.00 |
0.58 |
0.5% |
0.34 |
0.3% |
78% |
True |
False |
1,211 |
10 |
113.50 |
112.00 |
1.50 |
1.3% |
0.35 |
0.3% |
30% |
False |
False |
824 |
20 |
113.52 |
112.00 |
1.52 |
1.4% |
0.33 |
0.3% |
30% |
False |
False |
561 |
40 |
115.21 |
112.00 |
3.21 |
2.9% |
0.28 |
0.2% |
14% |
False |
False |
393 |
60 |
115.21 |
111.88 |
3.33 |
3.0% |
0.19 |
0.2% |
17% |
False |
False |
509 |
80 |
115.21 |
109.67 |
5.54 |
4.9% |
0.14 |
0.1% |
50% |
False |
False |
518 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114.83 |
2.618 |
113.97 |
1.618 |
113.44 |
1.000 |
113.11 |
0.618 |
112.91 |
HIGH |
112.58 |
0.618 |
112.38 |
0.500 |
112.32 |
0.382 |
112.25 |
LOW |
112.05 |
0.618 |
111.72 |
1.000 |
111.52 |
1.618 |
111.19 |
2.618 |
110.66 |
4.250 |
109.80 |
|
|
Fisher Pivots for day following 17-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
112.41 |
112.40 |
PP |
112.36 |
112.34 |
S1 |
112.32 |
112.29 |
|