Euro Bund Future March 2008
| Trading Metrics calculated at close of trading on 24-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2008 |
24-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
116.50 |
116.43 |
-0.07 |
-0.1% |
115.43 |
| High |
117.55 |
116.78 |
-0.77 |
-0.7% |
116.55 |
| Low |
116.39 |
115.86 |
-0.53 |
-0.5% |
115.40 |
| Close |
117.07 |
116.03 |
-1.04 |
-0.9% |
116.31 |
| Range |
1.16 |
0.92 |
-0.24 |
-20.7% |
1.15 |
| ATR |
0.76 |
0.80 |
0.03 |
4.2% |
0.00 |
| Volume |
2,043,075 |
1,790,676 |
-252,399 |
-12.4% |
6,879,153 |
|
| Daily Pivots for day following 24-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.98 |
118.43 |
116.54 |
|
| R3 |
118.06 |
117.51 |
116.28 |
|
| R2 |
117.14 |
117.14 |
116.20 |
|
| R1 |
116.59 |
116.59 |
116.11 |
116.41 |
| PP |
116.22 |
116.22 |
116.22 |
116.13 |
| S1 |
115.67 |
115.67 |
115.95 |
115.49 |
| S2 |
115.30 |
115.30 |
115.86 |
|
| S3 |
114.38 |
114.75 |
115.78 |
|
| S4 |
113.46 |
113.83 |
115.52 |
|
|
| 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 |
115.86 |
2.22 |
1.9% |
1.02 |
0.9% |
8% |
False |
True |
1,693,039 |
| 10 |
118.08 |
114.85 |
3.23 |
2.8% |
0.80 |
0.7% |
37% |
False |
False |
1,541,838 |
| 20 |
118.08 |
112.60 |
5.48 |
4.7% |
0.70 |
0.6% |
63% |
False |
False |
1,165,732 |
| 40 |
118.08 |
112.60 |
5.48 |
4.7% |
0.69 |
0.6% |
63% |
False |
False |
911,247 |
| 60 |
118.08 |
112.60 |
5.48 |
4.7% |
0.62 |
0.5% |
63% |
False |
False |
609,096 |
| 80 |
118.08 |
112.00 |
6.08 |
5.2% |
0.56 |
0.5% |
66% |
False |
False |
457,005 |
| 100 |
118.08 |
112.00 |
6.08 |
5.2% |
0.51 |
0.4% |
66% |
False |
False |
365,639 |
| 120 |
118.08 |
111.88 |
6.20 |
5.3% |
0.42 |
0.4% |
67% |
False |
False |
304,781 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120.69 |
|
2.618 |
119.19 |
|
1.618 |
118.27 |
|
1.000 |
117.70 |
|
0.618 |
117.35 |
|
HIGH |
116.78 |
|
0.618 |
116.43 |
|
0.500 |
116.32 |
|
0.382 |
116.21 |
|
LOW |
115.86 |
|
0.618 |
115.29 |
|
1.000 |
114.94 |
|
1.618 |
114.37 |
|
2.618 |
113.45 |
|
4.250 |
111.95 |
|
|
| Fisher Pivots for day following 24-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116.32 |
116.97 |
| PP |
116.22 |
116.66 |
| S1 |
116.13 |
116.34 |
|