Euro Bund Future March 2008
| Trading Metrics calculated at close of trading on 22-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2008 |
22-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
116.44 |
117.04 |
0.60 |
0.5% |
115.43 |
| High |
116.96 |
118.08 |
1.12 |
1.0% |
116.55 |
| Low |
116.39 |
116.03 |
-0.36 |
-0.3% |
115.40 |
| Close |
116.86 |
116.07 |
-0.79 |
-0.7% |
116.31 |
| Range |
0.57 |
2.05 |
1.48 |
259.6% |
1.15 |
| ATR |
0.61 |
0.71 |
0.10 |
17.0% |
0.00 |
| Volume |
925,575 |
2,444,971 |
1,519,396 |
164.2% |
6,879,153 |
|
| Daily Pivots for day following 22-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.88 |
121.52 |
117.20 |
|
| R3 |
120.83 |
119.47 |
116.63 |
|
| R2 |
118.78 |
118.78 |
116.45 |
|
| R1 |
117.42 |
117.42 |
116.26 |
117.08 |
| PP |
116.73 |
116.73 |
116.73 |
116.55 |
| S1 |
115.37 |
115.37 |
115.88 |
115.03 |
| S2 |
114.68 |
114.68 |
115.69 |
|
| S3 |
112.63 |
113.32 |
115.51 |
|
| S4 |
110.58 |
111.27 |
114.94 |
|
|
| 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 |
118.08 |
115.75 |
2.33 |
2.0% |
0.88 |
0.8% |
14% |
True |
False |
1,567,549 |
| 10 |
118.08 |
114.82 |
3.26 |
2.8% |
0.69 |
0.6% |
38% |
True |
False |
1,393,751 |
| 20 |
118.08 |
112.60 |
5.48 |
4.7% |
0.65 |
0.6% |
63% |
True |
False |
1,036,589 |
| 40 |
118.08 |
112.60 |
5.48 |
4.7% |
0.66 |
0.6% |
63% |
True |
False |
815,995 |
| 60 |
118.08 |
112.60 |
5.48 |
4.7% |
0.59 |
0.5% |
63% |
True |
False |
545,215 |
| 80 |
118.08 |
112.00 |
6.08 |
5.2% |
0.54 |
0.5% |
67% |
True |
False |
409,083 |
| 100 |
118.08 |
112.00 |
6.08 |
5.2% |
0.49 |
0.4% |
67% |
True |
False |
327,311 |
| 120 |
118.08 |
111.88 |
6.20 |
5.3% |
0.41 |
0.4% |
68% |
True |
False |
272,843 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126.79 |
|
2.618 |
123.45 |
|
1.618 |
121.40 |
|
1.000 |
120.13 |
|
0.618 |
119.35 |
|
HIGH |
118.08 |
|
0.618 |
117.30 |
|
0.500 |
117.06 |
|
0.382 |
116.81 |
|
LOW |
116.03 |
|
0.618 |
114.76 |
|
1.000 |
113.98 |
|
1.618 |
112.71 |
|
2.618 |
110.66 |
|
4.250 |
107.32 |
|
|
| Fisher Pivots for day following 22-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117.06 |
117.06 |
| PP |
116.73 |
116.73 |
| S1 |
116.40 |
116.40 |
|