Euro Bund Future December 2007
Trading Metrics calculated at close of trading on 17-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2007 |
17-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
111.78 |
111.80 |
0.02 |
0.0% |
112.39 |
High |
111.91 |
112.23 |
0.32 |
0.3% |
112.74 |
Low |
111.61 |
111.64 |
0.03 |
0.0% |
111.59 |
Close |
111.70 |
112.06 |
0.36 |
0.3% |
111.76 |
Range |
0.30 |
0.59 |
0.29 |
96.7% |
1.15 |
ATR |
0.52 |
0.52 |
0.01 |
1.0% |
0.00 |
Volume |
1,247,223 |
1,295,028 |
47,805 |
3.8% |
5,100,063 |
|
Daily Pivots for day following 17-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.75 |
113.49 |
112.38 |
|
R3 |
113.16 |
112.90 |
112.22 |
|
R2 |
112.57 |
112.57 |
112.17 |
|
R1 |
112.31 |
112.31 |
112.11 |
112.44 |
PP |
111.98 |
111.98 |
111.98 |
112.04 |
S1 |
111.72 |
111.72 |
112.01 |
111.85 |
S2 |
111.39 |
111.39 |
111.95 |
|
S3 |
110.80 |
111.13 |
111.90 |
|
S4 |
110.21 |
110.54 |
111.74 |
|
|
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 |
112.39 |
111.54 |
0.85 |
0.8% |
0.49 |
0.4% |
61% |
False |
False |
1,209,236 |
10 |
113.09 |
111.54 |
1.55 |
1.4% |
0.49 |
0.4% |
34% |
False |
False |
1,090,033 |
20 |
113.24 |
111.54 |
1.70 |
1.5% |
0.50 |
0.4% |
31% |
False |
False |
1,086,787 |
40 |
114.98 |
111.54 |
3.44 |
3.1% |
0.53 |
0.5% |
15% |
False |
False |
926,431 |
60 |
114.98 |
111.54 |
3.44 |
3.1% |
0.52 |
0.5% |
15% |
False |
False |
619,195 |
80 |
114.98 |
109.40 |
5.58 |
5.0% |
0.51 |
0.5% |
48% |
False |
False |
464,769 |
100 |
114.98 |
109.30 |
5.68 |
5.1% |
0.47 |
0.4% |
49% |
False |
False |
372,057 |
120 |
114.98 |
109.30 |
5.68 |
5.1% |
0.40 |
0.4% |
49% |
False |
False |
310,109 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114.74 |
2.618 |
113.77 |
1.618 |
113.18 |
1.000 |
112.82 |
0.618 |
112.59 |
HIGH |
112.23 |
0.618 |
112.00 |
0.500 |
111.94 |
0.382 |
111.87 |
LOW |
111.64 |
0.618 |
111.28 |
1.000 |
111.05 |
1.618 |
110.69 |
2.618 |
110.10 |
4.250 |
109.13 |
|
|
Fisher Pivots for day following 17-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
112.02 |
112.00 |
PP |
111.98 |
111.94 |
S1 |
111.94 |
111.89 |
|