Euro Bund Future December 2007
Trading Metrics calculated at close of trading on 10-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2007 |
10-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
112.43 |
112.48 |
0.05 |
0.0% |
112.56 |
High |
112.74 |
112.57 |
-0.17 |
-0.2% |
113.09 |
Low |
112.30 |
112.19 |
-0.11 |
-0.1% |
112.26 |
Close |
112.68 |
112.35 |
-0.33 |
-0.3% |
112.41 |
Range |
0.44 |
0.38 |
-0.06 |
-13.6% |
0.83 |
ATR |
0.54 |
0.54 |
0.00 |
-0.7% |
0.00 |
Volume |
993,501 |
1,055,486 |
61,985 |
6.2% |
5,336,522 |
|
Daily Pivots for day following 10-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.51 |
113.31 |
112.56 |
|
R3 |
113.13 |
112.93 |
112.45 |
|
R2 |
112.75 |
112.75 |
112.42 |
|
R1 |
112.55 |
112.55 |
112.38 |
112.46 |
PP |
112.37 |
112.37 |
112.37 |
112.33 |
S1 |
112.17 |
112.17 |
112.32 |
112.08 |
S2 |
111.99 |
111.99 |
112.28 |
|
S3 |
111.61 |
111.79 |
112.25 |
|
S4 |
111.23 |
111.41 |
112.14 |
|
|
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 |
112.19 |
0.90 |
0.8% |
0.50 |
0.4% |
18% |
False |
True |
970,829 |
10 |
113.09 |
112.03 |
1.06 |
0.9% |
0.49 |
0.4% |
30% |
False |
False |
1,005,031 |
20 |
114.62 |
112.03 |
2.59 |
2.3% |
0.54 |
0.5% |
12% |
False |
False |
1,090,088 |
40 |
114.98 |
112.03 |
2.95 |
2.6% |
0.55 |
0.5% |
11% |
False |
False |
776,683 |
60 |
114.98 |
110.40 |
4.58 |
4.1% |
0.52 |
0.5% |
43% |
False |
False |
518,557 |
80 |
114.98 |
109.40 |
5.58 |
5.0% |
0.49 |
0.4% |
53% |
False |
False |
389,203 |
100 |
114.98 |
109.30 |
5.68 |
5.1% |
0.45 |
0.4% |
54% |
False |
False |
311,604 |
120 |
114.98 |
109.30 |
5.68 |
5.1% |
0.38 |
0.3% |
54% |
False |
False |
259,732 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114.19 |
2.618 |
113.56 |
1.618 |
113.18 |
1.000 |
112.95 |
0.618 |
112.80 |
HIGH |
112.57 |
0.618 |
112.42 |
0.500 |
112.38 |
0.382 |
112.34 |
LOW |
112.19 |
0.618 |
111.96 |
1.000 |
111.81 |
1.618 |
111.58 |
2.618 |
111.20 |
4.250 |
110.58 |
|
|
Fisher Pivots for day following 10-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
112.38 |
112.47 |
PP |
112.37 |
112.43 |
S1 |
112.36 |
112.39 |
|