Euro Bund Future December 2007
Trading Metrics calculated at close of trading on 01-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2007 |
01-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
112.38 |
112.56 |
0.18 |
0.2% |
112.41 |
High |
112.75 |
112.81 |
0.06 |
0.1% |
112.88 |
Low |
112.31 |
112.39 |
0.08 |
0.1% |
112.03 |
Close |
112.68 |
112.74 |
0.06 |
0.1% |
112.68 |
Range |
0.44 |
0.42 |
-0.02 |
-4.5% |
0.85 |
ATR |
0.56 |
0.55 |
-0.01 |
-1.8% |
0.00 |
Volume |
970,155 |
916,459 |
-53,696 |
-5.5% |
5,424,602 |
|
Daily Pivots for day following 01-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.91 |
113.74 |
112.97 |
|
R3 |
113.49 |
113.32 |
112.86 |
|
R2 |
113.07 |
113.07 |
112.82 |
|
R1 |
112.90 |
112.90 |
112.78 |
112.99 |
PP |
112.65 |
112.65 |
112.65 |
112.69 |
S1 |
112.48 |
112.48 |
112.70 |
112.57 |
S2 |
112.23 |
112.23 |
112.66 |
|
S3 |
111.81 |
112.06 |
112.62 |
|
S4 |
111.39 |
111.64 |
112.51 |
|
|
Weekly Pivots for week ending 28-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115.08 |
114.73 |
113.15 |
|
R3 |
114.23 |
113.88 |
112.91 |
|
R2 |
113.38 |
113.38 |
112.84 |
|
R1 |
113.03 |
113.03 |
112.76 |
113.21 |
PP |
112.53 |
112.53 |
112.53 |
112.62 |
S1 |
112.18 |
112.18 |
112.60 |
112.36 |
S2 |
111.68 |
111.68 |
112.52 |
|
S3 |
110.83 |
111.33 |
112.45 |
|
S4 |
109.98 |
110.48 |
112.21 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
112.88 |
112.03 |
0.85 |
0.8% |
0.44 |
0.4% |
84% |
False |
False |
1,082,974 |
10 |
114.32 |
112.03 |
2.29 |
2.0% |
0.56 |
0.5% |
31% |
False |
False |
1,161,614 |
20 |
114.98 |
112.03 |
2.95 |
2.6% |
0.55 |
0.5% |
24% |
False |
False |
1,164,834 |
40 |
114.98 |
111.65 |
3.33 |
3.0% |
0.54 |
0.5% |
33% |
False |
False |
604,072 |
60 |
114.98 |
109.61 |
5.37 |
4.8% |
0.52 |
0.5% |
58% |
False |
False |
403,340 |
80 |
114.98 |
109.30 |
5.68 |
5.0% |
0.49 |
0.4% |
61% |
False |
False |
302,828 |
100 |
114.98 |
109.30 |
5.68 |
5.0% |
0.41 |
0.4% |
61% |
False |
False |
242,436 |
120 |
114.98 |
109.30 |
5.68 |
5.0% |
0.35 |
0.3% |
61% |
False |
False |
202,127 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114.60 |
2.618 |
113.91 |
1.618 |
113.49 |
1.000 |
113.23 |
0.618 |
113.07 |
HIGH |
112.81 |
0.618 |
112.65 |
0.500 |
112.60 |
0.382 |
112.55 |
LOW |
112.39 |
0.618 |
112.13 |
1.000 |
111.97 |
1.618 |
111.71 |
2.618 |
111.29 |
4.250 |
110.61 |
|
|
Fisher Pivots for day following 01-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
112.69 |
112.63 |
PP |
112.65 |
112.53 |
S1 |
112.60 |
112.42 |
|