Euro Bund Future March 2008
Trading Metrics calculated at close of trading on 09-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2007 |
09-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
112.82 |
112.87 |
0.05 |
0.0% |
113.04 |
High |
112.87 |
113.10 |
0.23 |
0.2% |
113.50 |
Low |
112.76 |
112.82 |
0.06 |
0.1% |
112.77 |
Close |
112.76 |
113.10 |
0.34 |
0.3% |
112.84 |
Range |
0.11 |
0.28 |
0.17 |
154.5% |
0.73 |
ATR |
0.39 |
0.39 |
0.00 |
-1.0% |
0.00 |
Volume |
11 |
285 |
274 |
2,490.9% |
2,416 |
|
Daily Pivots for day following 09-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.85 |
113.75 |
113.25 |
|
R3 |
113.57 |
113.47 |
113.18 |
|
R2 |
113.29 |
113.29 |
113.15 |
|
R1 |
113.19 |
113.19 |
113.13 |
113.24 |
PP |
113.01 |
113.01 |
113.01 |
113.03 |
S1 |
112.91 |
112.91 |
113.07 |
112.96 |
S2 |
112.73 |
112.73 |
113.05 |
|
S3 |
112.45 |
112.63 |
113.02 |
|
S4 |
112.17 |
112.35 |
112.95 |
|
|
Weekly Pivots for week ending 05-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115.23 |
114.76 |
113.24 |
|
R3 |
114.50 |
114.03 |
113.04 |
|
R2 |
113.77 |
113.77 |
112.97 |
|
R1 |
113.30 |
113.30 |
112.91 |
113.17 |
PP |
113.04 |
113.04 |
113.04 |
112.97 |
S1 |
112.57 |
112.57 |
112.77 |
112.44 |
S2 |
112.31 |
112.31 |
112.71 |
|
S3 |
111.58 |
111.84 |
112.64 |
|
S4 |
110.85 |
111.11 |
112.44 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
113.50 |
112.76 |
0.74 |
0.7% |
0.40 |
0.4% |
46% |
False |
False |
439 |
10 |
113.50 |
112.50 |
1.00 |
0.9% |
0.37 |
0.3% |
60% |
False |
False |
386 |
20 |
115.08 |
112.50 |
2.58 |
2.3% |
0.33 |
0.3% |
23% |
False |
False |
296 |
40 |
115.21 |
112.50 |
2.71 |
2.4% |
0.23 |
0.2% |
22% |
False |
False |
346 |
60 |
115.21 |
110.60 |
4.61 |
4.1% |
0.16 |
0.1% |
54% |
False |
False |
436 |
80 |
115.21 |
109.51 |
5.70 |
5.0% |
0.12 |
0.1% |
63% |
False |
False |
498 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114.29 |
2.618 |
113.83 |
1.618 |
113.55 |
1.000 |
113.38 |
0.618 |
113.27 |
HIGH |
113.10 |
0.618 |
112.99 |
0.500 |
112.96 |
0.382 |
112.93 |
LOW |
112.82 |
0.618 |
112.65 |
1.000 |
112.54 |
1.618 |
112.37 |
2.618 |
112.09 |
4.250 |
111.63 |
|
|
Fisher Pivots for day following 09-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
113.05 |
113.13 |
PP |
113.01 |
113.12 |
S1 |
112.96 |
113.11 |
|