Euro Bund Future December 2007
Trading Metrics calculated at close of trading on 02-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2007 |
02-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
112.56 |
112.58 |
0.02 |
0.0% |
112.41 |
High |
112.81 |
112.93 |
0.12 |
0.1% |
112.88 |
Low |
112.39 |
112.36 |
-0.03 |
0.0% |
112.03 |
Close |
112.74 |
112.73 |
-0.01 |
0.0% |
112.68 |
Range |
0.42 |
0.57 |
0.15 |
35.7% |
0.85 |
ATR |
0.55 |
0.55 |
0.00 |
0.2% |
0.00 |
Volume |
916,459 |
1,025,105 |
108,646 |
11.9% |
5,424,602 |
|
Daily Pivots for day following 02-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114.38 |
114.13 |
113.04 |
|
R3 |
113.81 |
113.56 |
112.89 |
|
R2 |
113.24 |
113.24 |
112.83 |
|
R1 |
112.99 |
112.99 |
112.78 |
113.12 |
PP |
112.67 |
112.67 |
112.67 |
112.74 |
S1 |
112.42 |
112.42 |
112.68 |
112.55 |
S2 |
112.10 |
112.10 |
112.63 |
|
S3 |
111.53 |
111.85 |
112.57 |
|
S4 |
110.96 |
111.28 |
112.42 |
|
|
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 |
112.93 |
112.03 |
0.90 |
0.8% |
0.47 |
0.4% |
78% |
True |
False |
1,063,981 |
10 |
113.71 |
112.03 |
1.68 |
1.5% |
0.53 |
0.5% |
42% |
False |
False |
1,129,496 |
20 |
114.98 |
112.03 |
2.95 |
2.6% |
0.56 |
0.5% |
24% |
False |
False |
1,165,895 |
40 |
114.98 |
111.65 |
3.33 |
3.0% |
0.55 |
0.5% |
32% |
False |
False |
629,676 |
60 |
114.98 |
109.73 |
5.25 |
4.7% |
0.52 |
0.5% |
57% |
False |
False |
420,404 |
80 |
114.98 |
109.30 |
5.68 |
5.0% |
0.49 |
0.4% |
60% |
False |
False |
315,579 |
100 |
114.98 |
109.30 |
5.68 |
5.0% |
0.42 |
0.4% |
60% |
False |
False |
252,686 |
120 |
114.98 |
109.30 |
5.68 |
5.0% |
0.35 |
0.3% |
60% |
False |
False |
210,666 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
115.35 |
2.618 |
114.42 |
1.618 |
113.85 |
1.000 |
113.50 |
0.618 |
113.28 |
HIGH |
112.93 |
0.618 |
112.71 |
0.500 |
112.65 |
0.382 |
112.58 |
LOW |
112.36 |
0.618 |
112.01 |
1.000 |
111.79 |
1.618 |
111.44 |
2.618 |
110.87 |
4.250 |
109.94 |
|
|
Fisher Pivots for day following 02-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
112.70 |
112.69 |
PP |
112.67 |
112.66 |
S1 |
112.65 |
112.62 |
|