Euro Bund Future December 2007
Trading Metrics calculated at close of trading on 18-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2007 |
18-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
111.80 |
112.05 |
0.25 |
0.2% |
112.39 |
High |
112.23 |
112.71 |
0.48 |
0.4% |
112.74 |
Low |
111.64 |
112.01 |
0.37 |
0.3% |
111.59 |
Close |
112.06 |
112.59 |
0.53 |
0.5% |
111.76 |
Range |
0.59 |
0.70 |
0.11 |
18.6% |
1.15 |
ATR |
0.52 |
0.54 |
0.01 |
2.4% |
0.00 |
Volume |
1,295,028 |
1,397,789 |
102,761 |
7.9% |
5,100,063 |
|
Daily Pivots for day following 18-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114.54 |
114.26 |
112.98 |
|
R3 |
113.84 |
113.56 |
112.78 |
|
R2 |
113.14 |
113.14 |
112.72 |
|
R1 |
112.86 |
112.86 |
112.65 |
113.00 |
PP |
112.44 |
112.44 |
112.44 |
112.51 |
S1 |
112.16 |
112.16 |
112.53 |
112.30 |
S2 |
111.74 |
111.74 |
112.46 |
|
S3 |
111.04 |
111.46 |
112.40 |
|
S4 |
110.34 |
110.76 |
112.21 |
|
|
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 |
112.71 |
111.54 |
1.17 |
1.0% |
0.53 |
0.5% |
90% |
True |
False |
1,232,237 |
10 |
113.09 |
111.54 |
1.55 |
1.4% |
0.51 |
0.4% |
68% |
False |
False |
1,123,461 |
20 |
113.09 |
111.54 |
1.55 |
1.4% |
0.49 |
0.4% |
68% |
False |
False |
1,087,829 |
40 |
114.98 |
111.54 |
3.44 |
3.1% |
0.53 |
0.5% |
31% |
False |
False |
961,011 |
60 |
114.98 |
111.54 |
3.44 |
3.1% |
0.52 |
0.5% |
31% |
False |
False |
642,474 |
80 |
114.98 |
109.40 |
5.58 |
5.0% |
0.51 |
0.5% |
57% |
False |
False |
482,236 |
100 |
114.98 |
109.30 |
5.68 |
5.0% |
0.48 |
0.4% |
58% |
False |
False |
386,025 |
120 |
114.98 |
109.30 |
5.68 |
5.0% |
0.40 |
0.4% |
58% |
False |
False |
321,756 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
115.69 |
2.618 |
114.54 |
1.618 |
113.84 |
1.000 |
113.41 |
0.618 |
113.14 |
HIGH |
112.71 |
0.618 |
112.44 |
0.500 |
112.36 |
0.382 |
112.28 |
LOW |
112.01 |
0.618 |
111.58 |
1.000 |
111.31 |
1.618 |
110.88 |
2.618 |
110.18 |
4.250 |
109.04 |
|
|
Fisher Pivots for day following 18-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
112.51 |
112.45 |
PP |
112.44 |
112.30 |
S1 |
112.36 |
112.16 |
|