Euro Bund Future March 2008
Trading Metrics calculated at close of trading on 23-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2008 |
23-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
117.04 |
116.50 |
-0.54 |
-0.5% |
115.43 |
High |
118.08 |
117.55 |
-0.53 |
-0.4% |
116.55 |
Low |
116.03 |
116.39 |
0.36 |
0.3% |
115.40 |
Close |
116.07 |
117.07 |
1.00 |
0.9% |
116.31 |
Range |
2.05 |
1.16 |
-0.89 |
-43.4% |
1.15 |
ATR |
0.71 |
0.76 |
0.06 |
7.8% |
0.00 |
Volume |
2,444,971 |
2,043,075 |
-401,896 |
-16.4% |
6,879,153 |
|
Daily Pivots for day following 23-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120.48 |
119.94 |
117.71 |
|
R3 |
119.32 |
118.78 |
117.39 |
|
R2 |
118.16 |
118.16 |
117.28 |
|
R1 |
117.62 |
117.62 |
117.18 |
117.89 |
PP |
117.00 |
117.00 |
117.00 |
117.14 |
S1 |
116.46 |
116.46 |
116.96 |
116.73 |
S2 |
115.84 |
115.84 |
116.86 |
|
S3 |
114.68 |
115.30 |
116.75 |
|
S4 |
113.52 |
114.14 |
116.43 |
|
|
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 |
115.79 |
2.29 |
2.0% |
0.99 |
0.8% |
56% |
False |
False |
1,642,619 |
10 |
118.08 |
114.85 |
3.23 |
2.8% |
0.75 |
0.6% |
69% |
False |
False |
1,481,528 |
20 |
118.08 |
112.60 |
5.48 |
4.7% |
0.68 |
0.6% |
82% |
False |
False |
1,102,454 |
40 |
118.08 |
112.60 |
5.48 |
4.7% |
0.67 |
0.6% |
82% |
False |
False |
866,561 |
60 |
118.08 |
112.60 |
5.48 |
4.7% |
0.60 |
0.5% |
82% |
False |
False |
579,263 |
80 |
118.08 |
112.00 |
6.08 |
5.2% |
0.55 |
0.5% |
83% |
False |
False |
434,622 |
100 |
118.08 |
112.00 |
6.08 |
5.2% |
0.50 |
0.4% |
83% |
False |
False |
347,737 |
120 |
118.08 |
111.88 |
6.20 |
5.3% |
0.42 |
0.4% |
84% |
False |
False |
289,860 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
122.48 |
2.618 |
120.59 |
1.618 |
119.43 |
1.000 |
118.71 |
0.618 |
118.27 |
HIGH |
117.55 |
0.618 |
117.11 |
0.500 |
116.97 |
0.382 |
116.83 |
LOW |
116.39 |
0.618 |
115.67 |
1.000 |
115.23 |
1.618 |
114.51 |
2.618 |
113.35 |
4.250 |
111.46 |
|
|
Fisher Pivots for day following 23-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
117.04 |
117.07 |
PP |
117.00 |
117.06 |
S1 |
116.97 |
117.06 |
|