Euro Bund Future March 2008
Trading Metrics calculated at close of trading on 14-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2007 |
14-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
113.29 |
113.13 |
-0.16 |
-0.1% |
114.32 |
High |
113.40 |
113.34 |
-0.06 |
-0.1% |
114.36 |
Low |
112.85 |
112.90 |
0.05 |
0.0% |
112.85 |
Close |
113.24 |
112.98 |
-0.26 |
-0.2% |
112.98 |
Range |
0.55 |
0.44 |
-0.11 |
-20.0% |
1.51 |
ATR |
0.68 |
0.66 |
-0.02 |
-2.5% |
0.00 |
Volume |
1,061,526 |
805,277 |
-256,249 |
-24.1% |
4,896,030 |
|
Daily Pivots for day following 14-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114.39 |
114.13 |
113.22 |
|
R3 |
113.95 |
113.69 |
113.10 |
|
R2 |
113.51 |
113.51 |
113.06 |
|
R1 |
113.25 |
113.25 |
113.02 |
113.16 |
PP |
113.07 |
113.07 |
113.07 |
113.03 |
S1 |
112.81 |
112.81 |
112.94 |
112.72 |
S2 |
112.63 |
112.63 |
112.90 |
|
S3 |
112.19 |
112.37 |
112.86 |
|
S4 |
111.75 |
111.93 |
112.74 |
|
|
Weekly Pivots for week ending 14-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117.93 |
116.96 |
113.81 |
|
R3 |
116.42 |
115.45 |
113.40 |
|
R2 |
114.91 |
114.91 |
113.26 |
|
R1 |
113.94 |
113.94 |
113.12 |
113.67 |
PP |
113.40 |
113.40 |
113.40 |
113.26 |
S1 |
112.43 |
112.43 |
112.84 |
112.16 |
S2 |
111.89 |
111.89 |
112.70 |
|
S3 |
110.38 |
110.92 |
112.56 |
|
S4 |
108.87 |
109.41 |
112.15 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
114.36 |
112.85 |
1.51 |
1.3% |
0.75 |
0.7% |
9% |
False |
False |
979,206 |
10 |
115.89 |
112.85 |
3.04 |
2.7% |
0.73 |
0.6% |
4% |
False |
False |
1,044,641 |
20 |
116.33 |
112.85 |
3.48 |
3.1% |
0.69 |
0.6% |
4% |
False |
False |
544,299 |
40 |
116.33 |
112.85 |
3.48 |
3.1% |
0.56 |
0.5% |
4% |
False |
False |
273,432 |
60 |
116.33 |
112.00 |
4.33 |
3.8% |
0.50 |
0.4% |
23% |
False |
False |
182,493 |
80 |
116.33 |
112.00 |
4.33 |
3.8% |
0.44 |
0.4% |
23% |
False |
False |
136,923 |
100 |
116.33 |
111.88 |
4.45 |
3.9% |
0.35 |
0.3% |
25% |
False |
False |
109,677 |
120 |
116.33 |
109.67 |
6.66 |
5.9% |
0.29 |
0.3% |
50% |
False |
False |
91,494 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
115.21 |
2.618 |
114.49 |
1.618 |
114.05 |
1.000 |
113.78 |
0.618 |
113.61 |
HIGH |
113.34 |
0.618 |
113.17 |
0.500 |
113.12 |
0.382 |
113.07 |
LOW |
112.90 |
0.618 |
112.63 |
1.000 |
112.46 |
1.618 |
112.19 |
2.618 |
111.75 |
4.250 |
111.03 |
|
|
Fisher Pivots for day following 14-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
113.12 |
113.41 |
PP |
113.07 |
113.27 |
S1 |
113.03 |
113.12 |
|