Euro Bund Future December 2007
Trading Metrics calculated at close of trading on 03-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2007 |
03-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
112.58 |
112.77 |
0.19 |
0.2% |
112.41 |
High |
112.93 |
113.01 |
0.08 |
0.1% |
112.88 |
Low |
112.36 |
112.49 |
0.13 |
0.1% |
112.03 |
Close |
112.73 |
112.57 |
-0.16 |
-0.1% |
112.68 |
Range |
0.57 |
0.52 |
-0.05 |
-8.8% |
0.85 |
ATR |
0.55 |
0.55 |
0.00 |
-0.4% |
0.00 |
Volume |
1,025,105 |
1,039,878 |
14,773 |
1.4% |
5,424,602 |
|
Daily Pivots for day following 03-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114.25 |
113.93 |
112.86 |
|
R3 |
113.73 |
113.41 |
112.71 |
|
R2 |
113.21 |
113.21 |
112.67 |
|
R1 |
112.89 |
112.89 |
112.62 |
112.79 |
PP |
112.69 |
112.69 |
112.69 |
112.64 |
S1 |
112.37 |
112.37 |
112.52 |
112.27 |
S2 |
112.17 |
112.17 |
112.47 |
|
S3 |
111.65 |
111.85 |
112.43 |
|
S4 |
111.13 |
111.33 |
112.28 |
|
|
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 |
113.01 |
112.03 |
0.98 |
0.9% |
0.48 |
0.4% |
55% |
True |
False |
1,039,233 |
10 |
113.24 |
112.03 |
1.21 |
1.1% |
0.51 |
0.5% |
45% |
False |
False |
1,083,542 |
20 |
114.98 |
112.03 |
2.95 |
2.6% |
0.55 |
0.5% |
18% |
False |
False |
1,133,913 |
40 |
114.98 |
111.78 |
3.20 |
2.8% |
0.55 |
0.5% |
25% |
False |
False |
655,617 |
60 |
114.98 |
109.73 |
5.25 |
4.7% |
0.52 |
0.5% |
54% |
False |
False |
437,718 |
80 |
114.98 |
109.40 |
5.58 |
5.0% |
0.49 |
0.4% |
57% |
False |
False |
328,561 |
100 |
114.98 |
109.30 |
5.68 |
5.0% |
0.43 |
0.4% |
58% |
False |
False |
263,084 |
120 |
114.98 |
109.30 |
5.68 |
5.0% |
0.35 |
0.3% |
58% |
False |
False |
219,323 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
115.22 |
2.618 |
114.37 |
1.618 |
113.85 |
1.000 |
113.53 |
0.618 |
113.33 |
HIGH |
113.01 |
0.618 |
112.81 |
0.500 |
112.75 |
0.382 |
112.69 |
LOW |
112.49 |
0.618 |
112.17 |
1.000 |
111.97 |
1.618 |
111.65 |
2.618 |
111.13 |
4.250 |
110.28 |
|
|
Fisher Pivots for day following 03-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
112.75 |
112.69 |
PP |
112.69 |
112.65 |
S1 |
112.63 |
112.61 |
|