Euro Bund Future December 2007
Trading Metrics calculated at close of trading on 12-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2007 |
12-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
112.37 |
112.25 |
-0.12 |
-0.1% |
112.39 |
High |
112.39 |
112.35 |
-0.04 |
0.0% |
112.74 |
Low |
111.92 |
111.59 |
-0.33 |
-0.3% |
111.59 |
Close |
112.07 |
111.76 |
-0.31 |
-0.3% |
111.76 |
Range |
0.47 |
0.76 |
0.29 |
61.7% |
1.15 |
ATR |
0.54 |
0.55 |
0.02 |
3.0% |
0.00 |
Volume |
1,282,788 |
1,318,207 |
35,419 |
2.8% |
5,100,063 |
|
Daily Pivots for day following 12-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114.18 |
113.73 |
112.18 |
|
R3 |
113.42 |
112.97 |
111.97 |
|
R2 |
112.66 |
112.66 |
111.90 |
|
R1 |
112.21 |
112.21 |
111.83 |
112.06 |
PP |
111.90 |
111.90 |
111.90 |
111.82 |
S1 |
111.45 |
111.45 |
111.69 |
111.30 |
S2 |
111.14 |
111.14 |
111.62 |
|
S3 |
110.38 |
110.69 |
111.55 |
|
S4 |
109.62 |
109.93 |
111.34 |
|
|
Weekly Pivots for week ending 12-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115.48 |
114.77 |
112.39 |
|
R3 |
114.33 |
113.62 |
112.08 |
|
R2 |
113.18 |
113.18 |
111.97 |
|
R1 |
112.47 |
112.47 |
111.87 |
112.25 |
PP |
112.03 |
112.03 |
112.03 |
111.92 |
S1 |
111.32 |
111.32 |
111.65 |
111.10 |
S2 |
110.88 |
110.88 |
111.55 |
|
S3 |
109.73 |
110.17 |
111.44 |
|
S4 |
108.58 |
109.02 |
111.13 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
112.74 |
111.59 |
1.15 |
1.0% |
0.47 |
0.4% |
15% |
False |
True |
1,020,012 |
10 |
113.09 |
111.59 |
1.50 |
1.3% |
0.53 |
0.5% |
11% |
False |
True |
1,043,658 |
20 |
114.37 |
111.59 |
2.78 |
2.5% |
0.54 |
0.5% |
6% |
False |
True |
1,101,797 |
40 |
114.98 |
111.59 |
3.39 |
3.0% |
0.54 |
0.5% |
5% |
False |
True |
840,992 |
60 |
114.98 |
111.41 |
3.57 |
3.2% |
0.52 |
0.5% |
10% |
False |
False |
561,865 |
80 |
114.98 |
109.40 |
5.58 |
5.0% |
0.50 |
0.4% |
42% |
False |
False |
421,710 |
100 |
114.98 |
109.30 |
5.68 |
5.1% |
0.46 |
0.4% |
43% |
False |
False |
337,609 |
120 |
114.98 |
109.30 |
5.68 |
5.1% |
0.39 |
0.3% |
43% |
False |
False |
281,404 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
115.58 |
2.618 |
114.34 |
1.618 |
113.58 |
1.000 |
113.11 |
0.618 |
112.82 |
HIGH |
112.35 |
0.618 |
112.06 |
0.500 |
111.97 |
0.382 |
111.88 |
LOW |
111.59 |
0.618 |
111.12 |
1.000 |
110.83 |
1.618 |
110.36 |
2.618 |
109.60 |
4.250 |
108.36 |
|
|
Fisher Pivots for day following 12-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
111.97 |
112.08 |
PP |
111.90 |
111.97 |
S1 |
111.83 |
111.87 |
|