Euro Bund Future March 2008
| Trading Metrics calculated at close of trading on 11-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2008 |
11-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
115.21 |
115.32 |
0.11 |
0.1% |
114.85 |
| High |
115.49 |
115.50 |
0.01 |
0.0% |
115.50 |
| Low |
115.08 |
114.85 |
-0.23 |
-0.2% |
114.58 |
| Close |
115.28 |
115.25 |
-0.03 |
0.0% |
115.25 |
| Range |
0.41 |
0.65 |
0.24 |
58.5% |
0.92 |
| ATR |
0.62 |
0.62 |
0.00 |
0.4% |
0.00 |
| Volume |
1,187,580 |
1,334,934 |
147,354 |
12.4% |
5,590,815 |
|
| Daily Pivots for day following 11-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.15 |
116.85 |
115.61 |
|
| R3 |
116.50 |
116.20 |
115.43 |
|
| R2 |
115.85 |
115.85 |
115.37 |
|
| R1 |
115.55 |
115.55 |
115.31 |
115.38 |
| PP |
115.20 |
115.20 |
115.20 |
115.11 |
| S1 |
114.90 |
114.90 |
115.19 |
114.73 |
| S2 |
114.55 |
114.55 |
115.13 |
|
| S3 |
113.90 |
114.25 |
115.07 |
|
| S4 |
113.25 |
113.60 |
114.89 |
|
|
| Weekly Pivots for week ending 11-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.87 |
117.48 |
115.76 |
|
| R3 |
116.95 |
116.56 |
115.50 |
|
| R2 |
116.03 |
116.03 |
115.42 |
|
| R1 |
115.64 |
115.64 |
115.33 |
115.84 |
| PP |
115.11 |
115.11 |
115.11 |
115.21 |
| S1 |
114.72 |
114.72 |
115.17 |
114.92 |
| S2 |
114.19 |
114.19 |
115.08 |
|
| S3 |
113.27 |
113.80 |
115.00 |
|
| S4 |
112.35 |
112.88 |
114.74 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115.50 |
114.58 |
0.92 |
0.8% |
0.49 |
0.4% |
73% |
True |
False |
1,118,163 |
| 10 |
115.50 |
112.60 |
2.90 |
2.5% |
0.61 |
0.5% |
91% |
True |
False |
883,663 |
| 20 |
115.50 |
112.60 |
2.90 |
2.5% |
0.62 |
0.5% |
91% |
True |
False |
821,178 |
| 40 |
116.33 |
112.60 |
3.73 |
3.2% |
0.61 |
0.5% |
71% |
False |
False |
561,093 |
| 60 |
116.33 |
112.00 |
4.33 |
3.8% |
0.55 |
0.5% |
75% |
False |
False |
374,496 |
| 80 |
116.33 |
112.00 |
4.33 |
3.8% |
0.50 |
0.4% |
75% |
False |
False |
280,973 |
| 100 |
116.33 |
112.00 |
4.33 |
3.8% |
0.44 |
0.4% |
75% |
False |
False |
224,845 |
| 120 |
116.33 |
111.70 |
4.63 |
4.0% |
0.36 |
0.3% |
77% |
False |
False |
187,487 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.26 |
|
2.618 |
117.20 |
|
1.618 |
116.55 |
|
1.000 |
116.15 |
|
0.618 |
115.90 |
|
HIGH |
115.50 |
|
0.618 |
115.25 |
|
0.500 |
115.18 |
|
0.382 |
115.10 |
|
LOW |
114.85 |
|
0.618 |
114.45 |
|
1.000 |
114.20 |
|
1.618 |
113.80 |
|
2.618 |
113.15 |
|
4.250 |
112.09 |
|
|
| Fisher Pivots for day following 11-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115.23 |
115.22 |
| PP |
115.20 |
115.19 |
| S1 |
115.18 |
115.16 |
|