Euro Bund Future December 2007
Trading Metrics calculated at close of trading on 09-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2007 |
09-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
112.39 |
112.43 |
0.04 |
0.0% |
112.56 |
High |
112.48 |
112.74 |
0.26 |
0.2% |
113.09 |
Low |
112.20 |
112.30 |
0.10 |
0.1% |
112.26 |
Close |
112.34 |
112.68 |
0.34 |
0.3% |
112.41 |
Range |
0.28 |
0.44 |
0.16 |
57.1% |
0.83 |
ATR |
0.55 |
0.54 |
-0.01 |
-1.5% |
0.00 |
Volume |
450,081 |
993,501 |
543,420 |
120.7% |
5,336,522 |
|
Daily Pivots for day following 09-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.89 |
113.73 |
112.92 |
|
R3 |
113.45 |
113.29 |
112.80 |
|
R2 |
113.01 |
113.01 |
112.76 |
|
R1 |
112.85 |
112.85 |
112.72 |
112.93 |
PP |
112.57 |
112.57 |
112.57 |
112.62 |
S1 |
112.41 |
112.41 |
112.64 |
112.49 |
S2 |
112.13 |
112.13 |
112.60 |
|
S3 |
111.69 |
111.97 |
112.56 |
|
S4 |
111.25 |
111.53 |
112.44 |
|
|
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% |
0.53 |
0.5% |
54% |
False |
False |
967,708 |
10 |
113.09 |
112.03 |
1.06 |
0.9% |
0.50 |
0.4% |
61% |
False |
False |
1,015,844 |
20 |
114.75 |
112.03 |
2.72 |
2.4% |
0.54 |
0.5% |
24% |
False |
False |
1,087,217 |
40 |
114.98 |
112.03 |
2.95 |
2.6% |
0.55 |
0.5% |
22% |
False |
False |
750,321 |
60 |
114.98 |
110.37 |
4.61 |
4.1% |
0.52 |
0.5% |
50% |
False |
False |
500,998 |
80 |
114.98 |
109.40 |
5.58 |
5.0% |
0.50 |
0.4% |
59% |
False |
False |
376,014 |
100 |
114.98 |
109.30 |
5.68 |
5.0% |
0.45 |
0.4% |
60% |
False |
False |
301,058 |
120 |
114.98 |
109.30 |
5.68 |
5.0% |
0.37 |
0.3% |
60% |
False |
False |
250,940 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114.61 |
2.618 |
113.89 |
1.618 |
113.45 |
1.000 |
113.18 |
0.618 |
113.01 |
HIGH |
112.74 |
0.618 |
112.57 |
0.500 |
112.52 |
0.382 |
112.47 |
LOW |
112.30 |
0.618 |
112.03 |
1.000 |
111.86 |
1.618 |
111.59 |
2.618 |
111.15 |
4.250 |
110.43 |
|
|
Fisher Pivots for day following 09-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
112.63 |
112.67 |
PP |
112.57 |
112.66 |
S1 |
112.52 |
112.65 |
|