Euro Bund Future March 2008
Trading Metrics calculated at close of trading on 25-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2008 |
25-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
116.43 |
115.70 |
-0.73 |
-0.6% |
116.44 |
High |
116.78 |
116.64 |
-0.14 |
-0.1% |
118.08 |
Low |
115.86 |
115.58 |
-0.28 |
-0.2% |
115.58 |
Close |
116.03 |
116.33 |
0.30 |
0.3% |
116.33 |
Range |
0.92 |
1.06 |
0.14 |
15.2% |
2.50 |
ATR |
0.80 |
0.82 |
0.02 |
2.4% |
0.00 |
Volume |
1,790,676 |
1,326,610 |
-464,066 |
-25.9% |
8,530,907 |
|
Daily Pivots for day following 25-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119.36 |
118.91 |
116.91 |
|
R3 |
118.30 |
117.85 |
116.62 |
|
R2 |
117.24 |
117.24 |
116.52 |
|
R1 |
116.79 |
116.79 |
116.43 |
117.02 |
PP |
116.18 |
116.18 |
116.18 |
116.30 |
S1 |
115.73 |
115.73 |
116.23 |
115.96 |
S2 |
115.12 |
115.12 |
116.14 |
|
S3 |
114.06 |
114.67 |
116.04 |
|
S4 |
113.00 |
113.61 |
115.75 |
|
|
Weekly Pivots for week ending 25-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124.16 |
122.75 |
117.71 |
|
R3 |
121.66 |
120.25 |
117.02 |
|
R2 |
119.16 |
119.16 |
116.79 |
|
R1 |
117.75 |
117.75 |
116.56 |
117.21 |
PP |
116.66 |
116.66 |
116.66 |
116.39 |
S1 |
115.25 |
115.25 |
116.10 |
114.71 |
S2 |
114.16 |
114.16 |
115.87 |
|
S3 |
111.66 |
112.75 |
115.64 |
|
S4 |
109.16 |
110.25 |
114.96 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
118.08 |
115.58 |
2.50 |
2.1% |
1.15 |
1.0% |
30% |
False |
True |
1,706,181 |
10 |
118.08 |
115.40 |
2.68 |
2.3% |
0.84 |
0.7% |
35% |
False |
False |
1,541,006 |
20 |
118.08 |
112.60 |
5.48 |
4.7% |
0.72 |
0.6% |
68% |
False |
False |
1,212,334 |
40 |
118.08 |
112.60 |
5.48 |
4.7% |
0.70 |
0.6% |
68% |
False |
False |
944,050 |
60 |
118.08 |
112.60 |
5.48 |
4.7% |
0.63 |
0.5% |
68% |
False |
False |
631,203 |
80 |
118.08 |
112.00 |
6.08 |
5.2% |
0.57 |
0.5% |
71% |
False |
False |
473,573 |
100 |
118.08 |
112.00 |
6.08 |
5.2% |
0.52 |
0.4% |
71% |
False |
False |
378,903 |
120 |
118.08 |
111.88 |
6.20 |
5.3% |
0.43 |
0.4% |
72% |
False |
False |
315,831 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
121.15 |
2.618 |
119.42 |
1.618 |
118.36 |
1.000 |
117.70 |
0.618 |
117.30 |
HIGH |
116.64 |
0.618 |
116.24 |
0.500 |
116.11 |
0.382 |
115.98 |
LOW |
115.58 |
0.618 |
114.92 |
1.000 |
114.52 |
1.618 |
113.86 |
2.618 |
112.80 |
4.250 |
111.08 |
|
|
Fisher Pivots for day following 25-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
116.26 |
116.57 |
PP |
116.18 |
116.49 |
S1 |
116.11 |
116.41 |
|