Euro Bund Future March 2008
Trading Metrics calculated at close of trading on 15-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2008 |
15-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
115.43 |
115.61 |
0.18 |
0.2% |
114.85 |
High |
115.73 |
116.02 |
0.29 |
0.3% |
115.50 |
Low |
115.40 |
115.49 |
0.09 |
0.1% |
114.58 |
Close |
115.51 |
115.81 |
0.30 |
0.3% |
115.25 |
Range |
0.33 |
0.53 |
0.20 |
60.6% |
0.92 |
ATR |
0.61 |
0.60 |
-0.01 |
-0.9% |
0.00 |
Volume |
1,174,985 |
1,236,965 |
61,980 |
5.3% |
5,590,815 |
|
Daily Pivots for day following 15-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117.36 |
117.12 |
116.10 |
|
R3 |
116.83 |
116.59 |
115.96 |
|
R2 |
116.30 |
116.30 |
115.91 |
|
R1 |
116.06 |
116.06 |
115.86 |
116.18 |
PP |
115.77 |
115.77 |
115.77 |
115.84 |
S1 |
115.53 |
115.53 |
115.76 |
115.65 |
S2 |
115.24 |
115.24 |
115.71 |
|
S3 |
114.71 |
115.00 |
115.66 |
|
S4 |
114.18 |
114.47 |
115.52 |
|
|
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 |
116.02 |
114.82 |
1.20 |
1.0% |
0.50 |
0.4% |
83% |
True |
False |
1,219,953 |
10 |
116.02 |
112.85 |
3.17 |
2.7% |
0.61 |
0.5% |
93% |
True |
False |
1,073,999 |
20 |
116.02 |
112.60 |
3.42 |
3.0% |
0.57 |
0.5% |
94% |
True |
False |
849,120 |
40 |
116.33 |
112.60 |
3.73 |
3.2% |
0.61 |
0.5% |
86% |
False |
False |
621,133 |
60 |
116.33 |
112.05 |
4.28 |
3.7% |
0.56 |
0.5% |
88% |
False |
False |
414,669 |
80 |
116.33 |
112.00 |
4.33 |
3.7% |
0.50 |
0.4% |
88% |
False |
False |
311,122 |
100 |
116.33 |
112.00 |
4.33 |
3.7% |
0.44 |
0.4% |
88% |
False |
False |
248,951 |
120 |
116.33 |
111.88 |
4.45 |
3.8% |
0.37 |
0.3% |
88% |
False |
False |
207,585 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
118.27 |
2.618 |
117.41 |
1.618 |
116.88 |
1.000 |
116.55 |
0.618 |
116.35 |
HIGH |
116.02 |
0.618 |
115.82 |
0.500 |
115.76 |
0.382 |
115.69 |
LOW |
115.49 |
0.618 |
115.16 |
1.000 |
114.96 |
1.618 |
114.63 |
2.618 |
114.10 |
4.250 |
113.24 |
|
|
Fisher Pivots for day following 15-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
115.79 |
115.69 |
PP |
115.77 |
115.56 |
S1 |
115.76 |
115.44 |
|