Euro Bund Future December 2007
Trading Metrics calculated at close of trading on 05-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2007 |
05-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
112.57 |
112.93 |
0.36 |
0.3% |
112.56 |
High |
113.06 |
113.09 |
0.03 |
0.0% |
113.09 |
Low |
112.48 |
112.26 |
-0.22 |
-0.2% |
112.26 |
Close |
112.88 |
112.41 |
-0.47 |
-0.4% |
112.41 |
Range |
0.58 |
0.83 |
0.25 |
43.1% |
0.83 |
ATR |
0.55 |
0.57 |
0.02 |
3.6% |
0.00 |
Volume |
1,063,505 |
1,291,575 |
228,070 |
21.4% |
5,336,522 |
|
Daily Pivots for day following 05-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115.08 |
114.57 |
112.87 |
|
R3 |
114.25 |
113.74 |
112.64 |
|
R2 |
113.42 |
113.42 |
112.56 |
|
R1 |
112.91 |
112.91 |
112.49 |
112.75 |
PP |
112.59 |
112.59 |
112.59 |
112.51 |
S1 |
112.08 |
112.08 |
112.33 |
111.92 |
S2 |
111.76 |
111.76 |
112.26 |
|
S3 |
110.93 |
111.25 |
112.18 |
|
S4 |
110.10 |
110.42 |
111.95 |
|
|
Weekly Pivots for week ending 05-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115.08 |
114.57 |
112.87 |
|
R3 |
114.25 |
113.74 |
112.64 |
|
R2 |
113.42 |
113.42 |
112.56 |
|
R1 |
112.91 |
112.91 |
112.49 |
112.75 |
PP |
112.59 |
112.59 |
112.59 |
112.51 |
S1 |
112.08 |
112.08 |
112.33 |
111.92 |
S2 |
111.76 |
111.76 |
112.26 |
|
S3 |
110.93 |
111.25 |
112.18 |
|
S4 |
110.10 |
110.42 |
111.95 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
113.09 |
112.26 |
0.83 |
0.7% |
0.58 |
0.5% |
18% |
True |
True |
1,067,304 |
10 |
113.09 |
112.03 |
1.06 |
0.9% |
0.52 |
0.5% |
36% |
True |
False |
1,076,112 |
20 |
114.98 |
112.03 |
2.95 |
2.6% |
0.55 |
0.5% |
13% |
False |
False |
1,132,048 |
40 |
114.98 |
111.85 |
3.13 |
2.8% |
0.55 |
0.5% |
18% |
False |
False |
714,314 |
60 |
114.98 |
110.05 |
4.93 |
4.4% |
0.52 |
0.5% |
48% |
False |
False |
476,957 |
80 |
114.98 |
109.40 |
5.58 |
5.0% |
0.50 |
0.4% |
54% |
False |
False |
357,972 |
100 |
114.98 |
109.30 |
5.68 |
5.1% |
0.44 |
0.4% |
55% |
False |
False |
286,631 |
120 |
114.98 |
109.30 |
5.68 |
5.1% |
0.37 |
0.3% |
55% |
False |
False |
238,920 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
116.62 |
2.618 |
115.26 |
1.618 |
114.43 |
1.000 |
113.92 |
0.618 |
113.60 |
HIGH |
113.09 |
0.618 |
112.77 |
0.500 |
112.68 |
0.382 |
112.58 |
LOW |
112.26 |
0.618 |
111.75 |
1.000 |
111.43 |
1.618 |
110.92 |
2.618 |
110.09 |
4.250 |
108.73 |
|
|
Fisher Pivots for day following 05-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
112.68 |
112.68 |
PP |
112.59 |
112.59 |
S1 |
112.50 |
112.50 |
|