Euro Bund Future March 2008
| Trading Metrics calculated at close of trading on 18-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2008 |
18-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
116.09 |
116.31 |
0.22 |
0.2% |
115.43 |
| High |
116.55 |
116.46 |
-0.09 |
-0.1% |
116.55 |
| Low |
115.79 |
116.04 |
0.25 |
0.2% |
115.40 |
| Close |
116.17 |
116.31 |
0.14 |
0.1% |
116.31 |
| Range |
0.76 |
0.42 |
-0.34 |
-44.7% |
1.15 |
| ATR |
0.62 |
0.60 |
-0.01 |
-2.3% |
0.00 |
| Volume |
1,538,575 |
1,260,900 |
-277,675 |
-18.0% |
6,879,153 |
|
| Daily Pivots for day following 18-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.53 |
117.34 |
116.54 |
|
| R3 |
117.11 |
116.92 |
116.43 |
|
| R2 |
116.69 |
116.69 |
116.39 |
|
| R1 |
116.50 |
116.50 |
116.35 |
116.52 |
| PP |
116.27 |
116.27 |
116.27 |
116.28 |
| S1 |
116.08 |
116.08 |
116.27 |
116.10 |
| S2 |
115.85 |
115.85 |
116.23 |
|
| S3 |
115.43 |
115.66 |
116.19 |
|
| S4 |
115.01 |
115.24 |
116.08 |
|
|
| Weekly Pivots for week ending 18-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.54 |
119.07 |
116.94 |
|
| R3 |
118.39 |
117.92 |
116.63 |
|
| R2 |
117.24 |
117.24 |
116.52 |
|
| R1 |
116.77 |
116.77 |
116.42 |
117.01 |
| PP |
116.09 |
116.09 |
116.09 |
116.20 |
| S1 |
115.62 |
115.62 |
116.20 |
115.86 |
| S2 |
114.94 |
114.94 |
116.10 |
|
| S3 |
113.79 |
114.47 |
115.99 |
|
| S4 |
112.64 |
113.32 |
115.68 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116.55 |
115.40 |
1.15 |
1.0% |
0.53 |
0.5% |
79% |
False |
False |
1,375,830 |
| 10 |
116.55 |
114.58 |
1.97 |
1.7% |
0.51 |
0.4% |
88% |
False |
False |
1,246,996 |
| 20 |
116.55 |
112.60 |
3.95 |
3.4% |
0.56 |
0.5% |
94% |
False |
False |
920,334 |
| 40 |
116.55 |
112.60 |
3.95 |
3.4% |
0.62 |
0.5% |
94% |
False |
False |
732,316 |
| 60 |
116.55 |
112.60 |
3.95 |
3.4% |
0.56 |
0.5% |
94% |
False |
False |
489,066 |
| 80 |
116.55 |
112.00 |
4.55 |
3.9% |
0.51 |
0.4% |
95% |
False |
False |
366,953 |
| 100 |
116.55 |
112.00 |
4.55 |
3.9% |
0.46 |
0.4% |
95% |
False |
False |
293,605 |
| 120 |
116.55 |
111.88 |
4.67 |
4.0% |
0.39 |
0.3% |
95% |
False |
False |
244,787 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.25 |
|
2.618 |
117.56 |
|
1.618 |
117.14 |
|
1.000 |
116.88 |
|
0.618 |
116.72 |
|
HIGH |
116.46 |
|
0.618 |
116.30 |
|
0.500 |
116.25 |
|
0.382 |
116.20 |
|
LOW |
116.04 |
|
0.618 |
115.78 |
|
1.000 |
115.62 |
|
1.618 |
115.36 |
|
2.618 |
114.94 |
|
4.250 |
114.26 |
|
|
| Fisher Pivots for day following 18-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116.29 |
116.26 |
| PP |
116.27 |
116.20 |
| S1 |
116.25 |
116.15 |
|