Euro Bund Future December 2007
Trading Metrics calculated at close of trading on 16-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2007 |
16-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
111.63 |
111.78 |
0.15 |
0.1% |
112.39 |
High |
111.85 |
111.91 |
0.06 |
0.1% |
112.74 |
Low |
111.54 |
111.61 |
0.07 |
0.1% |
111.59 |
Close |
111.75 |
111.70 |
-0.05 |
0.0% |
111.76 |
Range |
0.31 |
0.30 |
-0.01 |
-3.2% |
1.15 |
ATR |
0.53 |
0.52 |
-0.02 |
-3.1% |
0.00 |
Volume |
902,938 |
1,247,223 |
344,285 |
38.1% |
5,100,063 |
|
Daily Pivots for day following 16-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112.64 |
112.47 |
111.87 |
|
R3 |
112.34 |
112.17 |
111.78 |
|
R2 |
112.04 |
112.04 |
111.76 |
|
R1 |
111.87 |
111.87 |
111.73 |
111.81 |
PP |
111.74 |
111.74 |
111.74 |
111.71 |
S1 |
111.57 |
111.57 |
111.67 |
111.51 |
S2 |
111.44 |
111.44 |
111.65 |
|
S3 |
111.14 |
111.27 |
111.62 |
|
S4 |
110.84 |
110.97 |
111.54 |
|
|
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 |
112.57 |
111.54 |
1.03 |
0.9% |
0.44 |
0.4% |
16% |
False |
False |
1,161,328 |
10 |
113.09 |
111.54 |
1.55 |
1.4% |
0.49 |
0.4% |
10% |
False |
False |
1,064,518 |
20 |
113.71 |
111.54 |
2.17 |
1.9% |
0.51 |
0.5% |
7% |
False |
False |
1,097,007 |
40 |
114.98 |
111.54 |
3.44 |
3.1% |
0.53 |
0.5% |
5% |
False |
False |
894,348 |
60 |
114.98 |
111.54 |
3.44 |
3.1% |
0.52 |
0.5% |
5% |
False |
False |
597,625 |
80 |
114.98 |
109.40 |
5.58 |
5.0% |
0.50 |
0.4% |
41% |
False |
False |
448,587 |
100 |
114.98 |
109.30 |
5.68 |
5.1% |
0.47 |
0.4% |
42% |
False |
False |
359,109 |
120 |
114.98 |
109.30 |
5.68 |
5.1% |
0.39 |
0.3% |
42% |
False |
False |
299,318 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113.19 |
2.618 |
112.70 |
1.618 |
112.40 |
1.000 |
112.21 |
0.618 |
112.10 |
HIGH |
111.91 |
0.618 |
111.80 |
0.500 |
111.76 |
0.382 |
111.72 |
LOW |
111.61 |
0.618 |
111.42 |
1.000 |
111.31 |
1.618 |
111.12 |
2.618 |
110.82 |
4.250 |
110.34 |
|
|
Fisher Pivots for day following 16-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
111.76 |
111.95 |
PP |
111.74 |
111.86 |
S1 |
111.72 |
111.78 |
|