Euro Bund Future March 2008
Trading Metrics calculated at close of trading on 28-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2007 |
28-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
112.50 |
113.02 |
0.52 |
0.5% |
112.85 |
High |
112.77 |
113.13 |
0.36 |
0.3% |
113.24 |
Low |
112.50 |
112.91 |
0.41 |
0.4% |
112.50 |
Close |
112.64 |
113.07 |
0.43 |
0.4% |
113.07 |
Range |
0.27 |
0.22 |
-0.05 |
-18.5% |
0.74 |
ATR |
0.37 |
0.38 |
0.01 |
2.3% |
0.00 |
Volume |
31 |
1,118 |
1,087 |
3,506.5% |
1,272 |
|
Daily Pivots for day following 28-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.70 |
113.60 |
113.19 |
|
R3 |
113.48 |
113.38 |
113.13 |
|
R2 |
113.26 |
113.26 |
113.11 |
|
R1 |
113.16 |
113.16 |
113.09 |
113.21 |
PP |
113.04 |
113.04 |
113.04 |
113.06 |
S1 |
112.94 |
112.94 |
113.05 |
112.99 |
S2 |
112.82 |
112.82 |
113.03 |
|
S3 |
112.60 |
112.72 |
113.01 |
|
S4 |
112.38 |
112.50 |
112.95 |
|
|
Weekly Pivots for week ending 28-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115.16 |
114.85 |
113.48 |
|
R3 |
114.42 |
114.11 |
113.27 |
|
R2 |
113.68 |
113.68 |
113.21 |
|
R1 |
113.37 |
113.37 |
113.14 |
113.53 |
PP |
112.94 |
112.94 |
112.94 |
113.01 |
S1 |
112.63 |
112.63 |
113.00 |
112.79 |
S2 |
112.20 |
112.20 |
112.93 |
|
S3 |
111.46 |
111.89 |
112.87 |
|
S4 |
110.72 |
111.15 |
112.66 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
113.24 |
112.50 |
0.74 |
0.7% |
0.24 |
0.2% |
77% |
False |
False |
254 |
10 |
114.76 |
112.50 |
2.26 |
2.0% |
0.26 |
0.2% |
25% |
False |
False |
199 |
20 |
115.21 |
112.50 |
2.71 |
2.4% |
0.32 |
0.3% |
21% |
False |
False |
219 |
40 |
115.21 |
111.88 |
3.33 |
2.9% |
0.16 |
0.1% |
36% |
False |
False |
347 |
60 |
115.21 |
109.74 |
5.47 |
4.8% |
0.11 |
0.1% |
61% |
False |
False |
461 |
80 |
115.21 |
109.45 |
5.76 |
5.1% |
0.08 |
0.1% |
63% |
False |
False |
525 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114.07 |
2.618 |
113.71 |
1.618 |
113.49 |
1.000 |
113.35 |
0.618 |
113.27 |
HIGH |
113.13 |
0.618 |
113.05 |
0.500 |
113.02 |
0.382 |
112.99 |
LOW |
112.91 |
0.618 |
112.77 |
1.000 |
112.69 |
1.618 |
112.55 |
2.618 |
112.33 |
4.250 |
111.98 |
|
|
Fisher Pivots for day following 28-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
113.05 |
112.99 |
PP |
113.04 |
112.90 |
S1 |
113.02 |
112.82 |
|