Euro Bund Future March 2008
Trading Metrics calculated at close of trading on 21-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2008 |
21-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
116.31 |
116.44 |
0.13 |
0.1% |
115.43 |
High |
116.46 |
116.96 |
0.50 |
0.4% |
116.55 |
Low |
116.04 |
116.39 |
0.35 |
0.3% |
115.40 |
Close |
116.31 |
116.86 |
0.55 |
0.5% |
116.31 |
Range |
0.42 |
0.57 |
0.15 |
35.7% |
1.15 |
ATR |
0.60 |
0.61 |
0.00 |
0.6% |
0.00 |
Volume |
1,260,900 |
925,575 |
-335,325 |
-26.6% |
6,879,153 |
|
Daily Pivots for day following 21-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118.45 |
118.22 |
117.17 |
|
R3 |
117.88 |
117.65 |
117.02 |
|
R2 |
117.31 |
117.31 |
116.96 |
|
R1 |
117.08 |
117.08 |
116.91 |
117.20 |
PP |
116.74 |
116.74 |
116.74 |
116.79 |
S1 |
116.51 |
116.51 |
116.81 |
116.63 |
S2 |
116.17 |
116.17 |
116.76 |
|
S3 |
115.60 |
115.94 |
116.70 |
|
S4 |
115.03 |
115.37 |
116.55 |
|
|
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 |
116.96 |
115.49 |
1.47 |
1.3% |
0.58 |
0.5% |
93% |
True |
False |
1,325,948 |
10 |
116.96 |
114.58 |
2.38 |
2.0% |
0.53 |
0.4% |
96% |
True |
False |
1,254,784 |
20 |
116.96 |
112.60 |
4.36 |
3.7% |
0.57 |
0.5% |
98% |
True |
False |
944,718 |
40 |
116.96 |
112.60 |
4.36 |
3.7% |
0.61 |
0.5% |
98% |
True |
False |
755,156 |
60 |
116.96 |
112.60 |
4.36 |
3.7% |
0.56 |
0.5% |
98% |
True |
False |
504,490 |
80 |
116.96 |
112.00 |
4.96 |
4.2% |
0.52 |
0.4% |
98% |
True |
False |
378,522 |
100 |
116.96 |
112.00 |
4.96 |
4.2% |
0.47 |
0.4% |
98% |
True |
False |
302,861 |
120 |
116.96 |
111.88 |
5.08 |
4.3% |
0.39 |
0.3% |
98% |
True |
False |
252,479 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
119.38 |
2.618 |
118.45 |
1.618 |
117.88 |
1.000 |
117.53 |
0.618 |
117.31 |
HIGH |
116.96 |
0.618 |
116.74 |
0.500 |
116.68 |
0.382 |
116.61 |
LOW |
116.39 |
0.618 |
116.04 |
1.000 |
115.82 |
1.618 |
115.47 |
2.618 |
114.90 |
4.250 |
113.97 |
|
|
Fisher Pivots for day following 21-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
116.80 |
116.70 |
PP |
116.74 |
116.54 |
S1 |
116.68 |
116.38 |
|