Euro Bund Future December 2007
Trading Metrics calculated at close of trading on 15-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2007 |
15-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
112.25 |
111.63 |
-0.62 |
-0.6% |
112.39 |
High |
112.35 |
111.85 |
-0.50 |
-0.4% |
112.74 |
Low |
111.59 |
111.54 |
-0.05 |
0.0% |
111.59 |
Close |
111.76 |
111.75 |
-0.01 |
0.0% |
111.76 |
Range |
0.76 |
0.31 |
-0.45 |
-59.2% |
1.15 |
ATR |
0.55 |
0.53 |
-0.02 |
-3.1% |
0.00 |
Volume |
1,318,207 |
902,938 |
-415,269 |
-31.5% |
5,100,063 |
|
Daily Pivots for day following 15-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112.64 |
112.51 |
111.92 |
|
R3 |
112.33 |
112.20 |
111.84 |
|
R2 |
112.02 |
112.02 |
111.81 |
|
R1 |
111.89 |
111.89 |
111.78 |
111.96 |
PP |
111.71 |
111.71 |
111.71 |
111.75 |
S1 |
111.58 |
111.58 |
111.72 |
111.65 |
S2 |
111.40 |
111.40 |
111.69 |
|
S3 |
111.09 |
111.27 |
111.66 |
|
S4 |
110.78 |
110.96 |
111.58 |
|
|
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 |
111.54 |
1.20 |
1.1% |
0.47 |
0.4% |
18% |
False |
True |
1,110,584 |
10 |
113.09 |
111.54 |
1.55 |
1.4% |
0.51 |
0.5% |
14% |
False |
True |
1,042,306 |
20 |
114.32 |
111.54 |
2.78 |
2.5% |
0.54 |
0.5% |
8% |
False |
True |
1,101,960 |
40 |
114.98 |
111.54 |
3.44 |
3.1% |
0.54 |
0.5% |
6% |
False |
True |
863,473 |
60 |
114.98 |
111.49 |
3.49 |
3.1% |
0.52 |
0.5% |
7% |
False |
False |
576,864 |
80 |
114.98 |
109.40 |
5.58 |
5.0% |
0.50 |
0.4% |
42% |
False |
False |
432,997 |
100 |
114.98 |
109.30 |
5.68 |
5.1% |
0.47 |
0.4% |
43% |
False |
False |
346,638 |
120 |
114.98 |
109.30 |
5.68 |
5.1% |
0.39 |
0.3% |
43% |
False |
False |
288,925 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113.17 |
2.618 |
112.66 |
1.618 |
112.35 |
1.000 |
112.16 |
0.618 |
112.04 |
HIGH |
111.85 |
0.618 |
111.73 |
0.500 |
111.70 |
0.382 |
111.66 |
LOW |
111.54 |
0.618 |
111.35 |
1.000 |
111.23 |
1.618 |
111.04 |
2.618 |
110.73 |
4.250 |
110.22 |
|
|
Fisher Pivots for day following 15-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
111.73 |
111.97 |
PP |
111.71 |
111.89 |
S1 |
111.70 |
111.82 |
|