Euro Bund Future March 2008
| Trading Metrics calculated at close of trading on 04-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2008 |
04-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
114.08 |
114.41 |
0.33 |
0.3% |
113.14 |
| High |
114.56 |
115.08 |
0.52 |
0.5% |
115.08 |
| Low |
114.05 |
114.36 |
0.31 |
0.3% |
112.85 |
| Close |
114.37 |
114.90 |
0.53 |
0.5% |
114.90 |
| Range |
0.51 |
0.72 |
0.21 |
41.2% |
2.23 |
| ATR |
0.65 |
0.66 |
0.00 |
0.7% |
0.00 |
| Volume |
986,029 |
1,002,052 |
16,023 |
1.6% |
2,737,231 |
|
| Daily Pivots for day following 04-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.94 |
116.64 |
115.30 |
|
| R3 |
116.22 |
115.92 |
115.10 |
|
| R2 |
115.50 |
115.50 |
115.03 |
|
| R1 |
115.20 |
115.20 |
114.97 |
115.35 |
| PP |
114.78 |
114.78 |
114.78 |
114.86 |
| S1 |
114.48 |
114.48 |
114.83 |
114.63 |
| S2 |
114.06 |
114.06 |
114.77 |
|
| S3 |
113.34 |
113.76 |
114.70 |
|
| S4 |
112.62 |
113.04 |
114.50 |
|
|
| Weekly Pivots for week ending 04-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.97 |
120.16 |
116.13 |
|
| R3 |
118.74 |
117.93 |
115.51 |
|
| R2 |
116.51 |
116.51 |
115.31 |
|
| R1 |
115.70 |
115.70 |
115.10 |
116.11 |
| PP |
114.28 |
114.28 |
114.28 |
114.48 |
| S1 |
113.47 |
113.47 |
114.70 |
113.88 |
| S2 |
112.05 |
112.05 |
114.49 |
|
| S3 |
109.82 |
111.24 |
114.29 |
|
| S4 |
107.59 |
109.01 |
113.67 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115.08 |
112.60 |
2.48 |
2.2% |
0.73 |
0.6% |
93% |
True |
False |
649,163 |
| 10 |
115.08 |
112.60 |
2.48 |
2.2% |
0.61 |
0.5% |
93% |
True |
False |
593,672 |
| 20 |
115.89 |
112.60 |
3.29 |
2.9% |
0.67 |
0.6% |
70% |
False |
False |
819,156 |
| 40 |
116.33 |
112.60 |
3.73 |
3.2% |
0.60 |
0.5% |
62% |
False |
False |
421,586 |
| 60 |
116.33 |
112.00 |
4.33 |
3.8% |
0.54 |
0.5% |
67% |
False |
False |
281,377 |
| 80 |
116.33 |
112.00 |
4.33 |
3.8% |
0.49 |
0.4% |
67% |
False |
False |
211,107 |
| 100 |
116.33 |
112.00 |
4.33 |
3.8% |
0.41 |
0.4% |
67% |
False |
False |
168,968 |
| 120 |
116.33 |
110.17 |
6.16 |
5.4% |
0.34 |
0.3% |
77% |
False |
False |
140,927 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.14 |
|
2.618 |
116.96 |
|
1.618 |
116.24 |
|
1.000 |
115.80 |
|
0.618 |
115.52 |
|
HIGH |
115.08 |
|
0.618 |
114.80 |
|
0.500 |
114.72 |
|
0.382 |
114.64 |
|
LOW |
114.36 |
|
0.618 |
113.92 |
|
1.000 |
113.64 |
|
1.618 |
113.20 |
|
2.618 |
112.48 |
|
4.250 |
111.30 |
|
|
| Fisher Pivots for day following 04-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114.84 |
114.59 |
| PP |
114.78 |
114.28 |
| S1 |
114.72 |
113.97 |
|