Euro Bund Future March 2008
Trading Metrics calculated at close of trading on 29-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2007 |
29-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
114.42 |
114.34 |
-0.08 |
-0.1% |
113.99 |
High |
114.49 |
114.36 |
-0.13 |
-0.1% |
114.68 |
Low |
114.20 |
114.25 |
0.05 |
0.0% |
113.94 |
Close |
114.22 |
114.35 |
0.13 |
0.1% |
114.22 |
Range |
0.29 |
0.11 |
-0.18 |
-62.1% |
0.74 |
ATR |
0.43 |
0.41 |
-0.02 |
-4.8% |
0.00 |
Volume |
198 |
1,717 |
1,519 |
767.2% |
2,685 |
|
Daily Pivots for day following 29-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114.65 |
114.61 |
114.41 |
|
R3 |
114.54 |
114.50 |
114.38 |
|
R2 |
114.43 |
114.43 |
114.37 |
|
R1 |
114.39 |
114.39 |
114.36 |
114.41 |
PP |
114.32 |
114.32 |
114.32 |
114.33 |
S1 |
114.28 |
114.28 |
114.34 |
114.30 |
S2 |
114.21 |
114.21 |
114.33 |
|
S3 |
114.10 |
114.17 |
114.32 |
|
S4 |
113.99 |
114.06 |
114.29 |
|
|
Weekly Pivots for week ending 26-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116.50 |
116.10 |
114.63 |
|
R3 |
115.76 |
115.36 |
114.42 |
|
R2 |
115.02 |
115.02 |
114.36 |
|
R1 |
114.62 |
114.62 |
114.29 |
114.82 |
PP |
114.28 |
114.28 |
114.28 |
114.38 |
S1 |
113.88 |
113.88 |
114.15 |
114.08 |
S2 |
113.54 |
113.54 |
114.08 |
|
S3 |
112.80 |
113.14 |
114.02 |
|
S4 |
112.06 |
112.40 |
113.81 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
114.68 |
114.02 |
0.66 |
0.6% |
0.25 |
0.2% |
50% |
False |
False |
854 |
10 |
114.68 |
112.05 |
2.63 |
2.3% |
0.39 |
0.3% |
87% |
False |
False |
909 |
20 |
114.68 |
112.00 |
2.68 |
2.3% |
0.38 |
0.3% |
88% |
False |
False |
762 |
40 |
115.21 |
112.00 |
3.21 |
2.8% |
0.36 |
0.3% |
73% |
False |
False |
493 |
60 |
115.21 |
111.88 |
3.33 |
2.9% |
0.24 |
0.2% |
74% |
False |
False |
479 |
80 |
115.21 |
109.80 |
5.41 |
4.7% |
0.18 |
0.2% |
84% |
False |
False |
533 |
100 |
115.21 |
109.45 |
5.76 |
5.0% |
0.14 |
0.1% |
85% |
False |
False |
573 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114.83 |
2.618 |
114.65 |
1.618 |
114.54 |
1.000 |
114.47 |
0.618 |
114.43 |
HIGH |
114.36 |
0.618 |
114.32 |
0.500 |
114.31 |
0.382 |
114.29 |
LOW |
114.25 |
0.618 |
114.18 |
1.000 |
114.14 |
1.618 |
114.07 |
2.618 |
113.96 |
4.250 |
113.78 |
|
|
Fisher Pivots for day following 29-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
114.34 |
114.38 |
PP |
114.32 |
114.37 |
S1 |
114.31 |
114.36 |
|