Euro Bund Future December 2007
Trading Metrics calculated at close of trading on 08-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2007 |
08-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
112.93 |
112.39 |
-0.54 |
-0.5% |
112.56 |
High |
113.09 |
112.48 |
-0.61 |
-0.5% |
113.09 |
Low |
112.26 |
112.20 |
-0.06 |
-0.1% |
112.26 |
Close |
112.41 |
112.34 |
-0.07 |
-0.1% |
112.41 |
Range |
0.83 |
0.28 |
-0.55 |
-66.3% |
0.83 |
ATR |
0.57 |
0.55 |
-0.02 |
-3.7% |
0.00 |
Volume |
1,291,575 |
450,081 |
-841,494 |
-65.2% |
5,336,522 |
|
Daily Pivots for day following 08-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.18 |
113.04 |
112.49 |
|
R3 |
112.90 |
112.76 |
112.42 |
|
R2 |
112.62 |
112.62 |
112.39 |
|
R1 |
112.48 |
112.48 |
112.37 |
112.41 |
PP |
112.34 |
112.34 |
112.34 |
112.31 |
S1 |
112.20 |
112.20 |
112.31 |
112.13 |
S2 |
112.06 |
112.06 |
112.29 |
|
S3 |
111.78 |
111.92 |
112.26 |
|
S4 |
111.50 |
111.64 |
112.19 |
|
|
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 |
112.20 |
0.89 |
0.8% |
0.56 |
0.5% |
16% |
False |
True |
974,028 |
10 |
113.09 |
112.03 |
1.06 |
0.9% |
0.50 |
0.4% |
29% |
False |
False |
1,028,501 |
20 |
114.79 |
112.03 |
2.76 |
2.5% |
0.54 |
0.5% |
11% |
False |
False |
1,094,958 |
40 |
114.98 |
111.85 |
3.13 |
2.8% |
0.55 |
0.5% |
16% |
False |
False |
725,527 |
60 |
114.98 |
110.05 |
4.93 |
4.4% |
0.52 |
0.5% |
46% |
False |
False |
484,448 |
80 |
114.98 |
109.40 |
5.58 |
5.0% |
0.50 |
0.4% |
53% |
False |
False |
363,596 |
100 |
114.98 |
109.30 |
5.68 |
5.1% |
0.44 |
0.4% |
54% |
False |
False |
291,131 |
120 |
114.98 |
109.30 |
5.68 |
5.1% |
0.37 |
0.3% |
54% |
False |
False |
242,662 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113.67 |
2.618 |
113.21 |
1.618 |
112.93 |
1.000 |
112.76 |
0.618 |
112.65 |
HIGH |
112.48 |
0.618 |
112.37 |
0.500 |
112.34 |
0.382 |
112.31 |
LOW |
112.20 |
0.618 |
112.03 |
1.000 |
111.92 |
1.618 |
111.75 |
2.618 |
111.47 |
4.250 |
111.01 |
|
|
Fisher Pivots for day following 08-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
112.34 |
112.65 |
PP |
112.34 |
112.54 |
S1 |
112.34 |
112.44 |
|