Euro Bund Future March 2008
Trading Metrics calculated at close of trading on 09-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2008 |
09-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
114.94 |
114.92 |
-0.02 |
0.0% |
113.14 |
High |
114.95 |
115.41 |
0.46 |
0.4% |
115.08 |
Low |
114.58 |
114.82 |
0.24 |
0.2% |
112.85 |
Close |
114.68 |
115.32 |
0.64 |
0.6% |
114.90 |
Range |
0.37 |
0.59 |
0.22 |
59.5% |
2.23 |
ATR |
0.63 |
0.63 |
0.01 |
1.2% |
0.00 |
Volume |
1,055,304 |
1,165,301 |
109,997 |
10.4% |
2,737,231 |
|
Daily Pivots for day following 09-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116.95 |
116.73 |
115.64 |
|
R3 |
116.36 |
116.14 |
115.48 |
|
R2 |
115.77 |
115.77 |
115.43 |
|
R1 |
115.55 |
115.55 |
115.37 |
115.66 |
PP |
115.18 |
115.18 |
115.18 |
115.24 |
S1 |
114.96 |
114.96 |
115.27 |
115.07 |
S2 |
114.59 |
114.59 |
115.21 |
|
S3 |
114.00 |
114.37 |
115.16 |
|
S4 |
113.41 |
113.78 |
115.00 |
|
|
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 |
115.41 |
114.05 |
1.36 |
1.2% |
0.52 |
0.5% |
93% |
True |
False |
1,011,276 |
10 |
115.41 |
112.60 |
2.81 |
2.4% |
0.61 |
0.5% |
97% |
True |
False |
723,379 |
20 |
115.71 |
112.60 |
3.11 |
2.7% |
0.65 |
0.6% |
87% |
False |
False |
818,596 |
40 |
116.33 |
112.60 |
3.73 |
3.2% |
0.61 |
0.5% |
73% |
False |
False |
498,147 |
60 |
116.33 |
112.00 |
4.33 |
3.8% |
0.55 |
0.5% |
77% |
False |
False |
332,501 |
80 |
116.33 |
112.00 |
4.33 |
3.8% |
0.49 |
0.4% |
77% |
False |
False |
249,456 |
100 |
116.33 |
112.00 |
4.33 |
3.8% |
0.42 |
0.4% |
77% |
False |
False |
199,631 |
120 |
116.33 |
110.80 |
5.53 |
4.8% |
0.35 |
0.3% |
82% |
False |
False |
166,473 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
117.92 |
2.618 |
116.95 |
1.618 |
116.36 |
1.000 |
116.00 |
0.618 |
115.77 |
HIGH |
115.41 |
0.618 |
115.18 |
0.500 |
115.12 |
0.382 |
115.05 |
LOW |
114.82 |
0.618 |
114.46 |
1.000 |
114.23 |
1.618 |
113.87 |
2.618 |
113.28 |
4.250 |
112.31 |
|
|
Fisher Pivots for day following 09-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
115.25 |
115.21 |
PP |
115.18 |
115.10 |
S1 |
115.12 |
115.00 |
|