Euro Bund Future March 2008
| Trading Metrics calculated at close of trading on 16-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2008 |
16-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
115.61 |
116.13 |
0.52 |
0.4% |
114.85 |
| High |
116.02 |
116.37 |
0.35 |
0.3% |
115.50 |
| Low |
115.49 |
115.75 |
0.26 |
0.2% |
114.58 |
| Close |
115.81 |
116.23 |
0.42 |
0.4% |
115.25 |
| Range |
0.53 |
0.62 |
0.09 |
17.0% |
0.92 |
| ATR |
0.60 |
0.61 |
0.00 |
0.2% |
0.00 |
| Volume |
1,236,965 |
1,667,728 |
430,763 |
34.8% |
5,590,815 |
|
| Daily Pivots for day following 16-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.98 |
117.72 |
116.57 |
|
| R3 |
117.36 |
117.10 |
116.40 |
|
| R2 |
116.74 |
116.74 |
116.34 |
|
| R1 |
116.48 |
116.48 |
116.29 |
116.61 |
| PP |
116.12 |
116.12 |
116.12 |
116.18 |
| S1 |
115.86 |
115.86 |
116.17 |
115.99 |
| S2 |
115.50 |
115.50 |
116.12 |
|
| S3 |
114.88 |
115.24 |
116.06 |
|
| S4 |
114.26 |
114.62 |
115.89 |
|
|
| 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 |
116.37 |
114.85 |
1.52 |
1.3% |
0.51 |
0.4% |
91% |
True |
False |
1,320,438 |
| 10 |
116.37 |
114.05 |
2.32 |
2.0% |
0.51 |
0.4% |
94% |
True |
False |
1,165,857 |
| 20 |
116.37 |
112.60 |
3.77 |
3.2% |
0.55 |
0.5% |
96% |
True |
False |
873,700 |
| 40 |
116.37 |
112.60 |
3.77 |
3.2% |
0.62 |
0.5% |
96% |
True |
False |
662,679 |
| 60 |
116.37 |
112.60 |
3.77 |
3.2% |
0.56 |
0.5% |
96% |
True |
False |
442,437 |
| 80 |
116.37 |
112.00 |
4.37 |
3.8% |
0.51 |
0.4% |
97% |
True |
False |
331,968 |
| 100 |
116.37 |
112.00 |
4.37 |
3.8% |
0.45 |
0.4% |
97% |
True |
False |
265,619 |
| 120 |
116.37 |
111.88 |
4.49 |
3.9% |
0.38 |
0.3% |
97% |
True |
False |
221,473 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119.01 |
|
2.618 |
117.99 |
|
1.618 |
117.37 |
|
1.000 |
116.99 |
|
0.618 |
116.75 |
|
HIGH |
116.37 |
|
0.618 |
116.13 |
|
0.500 |
116.06 |
|
0.382 |
115.99 |
|
LOW |
115.75 |
|
0.618 |
115.37 |
|
1.000 |
115.13 |
|
1.618 |
114.75 |
|
2.618 |
114.13 |
|
4.250 |
113.12 |
|
|
| Fisher Pivots for day following 16-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116.17 |
116.12 |
| PP |
116.12 |
116.00 |
| S1 |
116.06 |
115.89 |
|