Euro Bund Future March 2008
Trading Metrics calculated at close of trading on 12-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2007 |
12-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
112.50 |
112.51 |
0.01 |
0.0% |
112.82 |
High |
112.58 |
112.58 |
0.00 |
0.0% |
113.10 |
Low |
112.37 |
112.02 |
-0.35 |
-0.3% |
112.02 |
Close |
112.46 |
112.16 |
-0.30 |
-0.3% |
112.16 |
Range |
0.21 |
0.56 |
0.35 |
166.7% |
1.08 |
ATR |
0.39 |
0.40 |
0.01 |
3.2% |
0.00 |
Volume |
1,205 |
1,614 |
409 |
33.9% |
3,642 |
|
Daily Pivots for day following 12-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.93 |
113.61 |
112.47 |
|
R3 |
113.37 |
113.05 |
112.31 |
|
R2 |
112.81 |
112.81 |
112.26 |
|
R1 |
112.49 |
112.49 |
112.21 |
112.37 |
PP |
112.25 |
112.25 |
112.25 |
112.20 |
S1 |
111.93 |
111.93 |
112.11 |
111.81 |
S2 |
111.69 |
111.69 |
112.06 |
|
S3 |
111.13 |
111.37 |
112.01 |
|
S4 |
110.57 |
110.81 |
111.85 |
|
|
Weekly Pivots for week ending 12-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115.67 |
114.99 |
112.75 |
|
R3 |
114.59 |
113.91 |
112.46 |
|
R2 |
113.51 |
113.51 |
112.36 |
|
R1 |
112.83 |
112.83 |
112.26 |
112.63 |
PP |
112.43 |
112.43 |
112.43 |
112.33 |
S1 |
111.75 |
111.75 |
112.06 |
111.55 |
S2 |
111.35 |
111.35 |
111.96 |
|
S3 |
110.27 |
110.67 |
111.86 |
|
S4 |
109.19 |
109.59 |
111.57 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
113.10 |
112.02 |
1.08 |
1.0% |
0.27 |
0.2% |
13% |
False |
True |
728 |
10 |
113.50 |
112.02 |
1.48 |
1.3% |
0.38 |
0.3% |
9% |
False |
True |
605 |
20 |
114.76 |
112.02 |
2.74 |
2.4% |
0.32 |
0.3% |
5% |
False |
True |
402 |
40 |
115.21 |
112.02 |
3.19 |
2.8% |
0.26 |
0.2% |
4% |
False |
True |
369 |
60 |
115.21 |
111.70 |
3.51 |
3.1% |
0.17 |
0.2% |
13% |
False |
False |
479 |
80 |
115.21 |
109.67 |
5.54 |
4.9% |
0.13 |
0.1% |
45% |
False |
False |
524 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114.96 |
2.618 |
114.05 |
1.618 |
113.49 |
1.000 |
113.14 |
0.618 |
112.93 |
HIGH |
112.58 |
0.618 |
112.37 |
0.500 |
112.30 |
0.382 |
112.23 |
LOW |
112.02 |
0.618 |
111.67 |
1.000 |
111.46 |
1.618 |
111.11 |
2.618 |
110.55 |
4.250 |
109.64 |
|
|
Fisher Pivots for day following 12-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
112.30 |
112.49 |
PP |
112.25 |
112.38 |
S1 |
112.21 |
112.27 |
|