Euro Bund Future March 2008
Trading Metrics calculated at close of trading on 07-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2008 |
07-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
114.41 |
114.85 |
0.44 |
0.4% |
113.14 |
High |
115.08 |
115.14 |
0.06 |
0.1% |
115.08 |
Low |
114.36 |
114.73 |
0.37 |
0.3% |
112.85 |
Close |
114.90 |
115.03 |
0.13 |
0.1% |
114.90 |
Range |
0.72 |
0.41 |
-0.31 |
-43.1% |
2.23 |
ATR |
0.66 |
0.64 |
-0.02 |
-2.7% |
0.00 |
Volume |
1,002,052 |
847,696 |
-154,356 |
-15.4% |
2,737,231 |
|
Daily Pivots for day following 07-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116.20 |
116.02 |
115.26 |
|
R3 |
115.79 |
115.61 |
115.14 |
|
R2 |
115.38 |
115.38 |
115.11 |
|
R1 |
115.20 |
115.20 |
115.07 |
115.29 |
PP |
114.97 |
114.97 |
114.97 |
115.01 |
S1 |
114.79 |
114.79 |
114.99 |
114.88 |
S2 |
114.56 |
114.56 |
114.95 |
|
S3 |
114.15 |
114.38 |
114.92 |
|
S4 |
113.74 |
113.97 |
114.80 |
|
|
Weekly Pivots for week ending 04-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120.97 |
120.16 |
116.13 |
|
R3 |
118.74 |
117.93 |
115.51 |
|
R2 |
116.51 |
116.51 |
115.31 |
|
R1 |
115.70 |
115.70 |
115.10 |
116.11 |
PP |
114.28 |
114.28 |
114.28 |
114.48 |
S1 |
113.47 |
113.47 |
114.70 |
113.88 |
S2 |
112.05 |
112.05 |
114.49 |
|
S3 |
109.82 |
111.24 |
114.29 |
|
S4 |
107.59 |
109.01 |
113.67 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
115.14 |
112.67 |
2.47 |
2.1% |
0.74 |
0.6% |
96% |
True |
False |
770,817 |
10 |
115.14 |
112.60 |
2.54 |
2.2% |
0.62 |
0.5% |
96% |
True |
False |
634,651 |
20 |
115.89 |
112.60 |
3.29 |
2.9% |
0.65 |
0.6% |
74% |
False |
False |
830,440 |
40 |
116.33 |
112.60 |
3.73 |
3.2% |
0.60 |
0.5% |
65% |
False |
False |
442,769 |
60 |
116.33 |
112.00 |
4.33 |
3.8% |
0.54 |
0.5% |
70% |
False |
False |
295,505 |
80 |
116.33 |
112.00 |
4.33 |
3.8% |
0.49 |
0.4% |
70% |
False |
False |
221,703 |
100 |
116.33 |
112.00 |
4.33 |
3.8% |
0.42 |
0.4% |
70% |
False |
False |
177,442 |
120 |
116.33 |
110.17 |
6.16 |
5.4% |
0.35 |
0.3% |
79% |
False |
False |
147,989 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
116.88 |
2.618 |
116.21 |
1.618 |
115.80 |
1.000 |
115.55 |
0.618 |
115.39 |
HIGH |
115.14 |
0.618 |
114.98 |
0.500 |
114.94 |
0.382 |
114.89 |
LOW |
114.73 |
0.618 |
114.48 |
1.000 |
114.32 |
1.618 |
114.07 |
2.618 |
113.66 |
4.250 |
112.99 |
|
|
Fisher Pivots for day following 07-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
115.00 |
114.89 |
PP |
114.97 |
114.74 |
S1 |
114.94 |
114.60 |
|