Euro Bund Future March 2008
| Trading Metrics calculated at close of trading on 08-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2008 |
08-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
114.85 |
114.94 |
0.09 |
0.1% |
113.14 |
| High |
115.14 |
114.95 |
-0.19 |
-0.2% |
115.08 |
| Low |
114.73 |
114.58 |
-0.15 |
-0.1% |
112.85 |
| Close |
115.03 |
114.68 |
-0.35 |
-0.3% |
114.90 |
| Range |
0.41 |
0.37 |
-0.04 |
-9.8% |
2.23 |
| ATR |
0.64 |
0.63 |
-0.01 |
-2.1% |
0.00 |
| Volume |
847,696 |
1,055,304 |
207,608 |
24.5% |
2,737,231 |
|
| Daily Pivots for day following 08-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.85 |
115.63 |
114.88 |
|
| R3 |
115.48 |
115.26 |
114.78 |
|
| R2 |
115.11 |
115.11 |
114.75 |
|
| R1 |
114.89 |
114.89 |
114.71 |
114.82 |
| PP |
114.74 |
114.74 |
114.74 |
114.70 |
| S1 |
114.52 |
114.52 |
114.65 |
114.45 |
| S2 |
114.37 |
114.37 |
114.61 |
|
| S3 |
114.00 |
114.15 |
114.58 |
|
| S4 |
113.63 |
113.78 |
114.48 |
|
|
| 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 |
115.14 |
112.85 |
2.29 |
2.0% |
0.71 |
0.6% |
80% |
False |
False |
928,046 |
| 10 |
115.14 |
112.60 |
2.54 |
2.2% |
0.61 |
0.5% |
82% |
False |
False |
679,427 |
| 20 |
115.89 |
112.60 |
3.29 |
2.9% |
0.64 |
0.6% |
63% |
False |
False |
818,950 |
| 40 |
116.33 |
112.60 |
3.73 |
3.3% |
0.61 |
0.5% |
56% |
False |
False |
469,112 |
| 60 |
116.33 |
112.00 |
4.33 |
3.8% |
0.54 |
0.5% |
62% |
False |
False |
313,088 |
| 80 |
116.33 |
112.00 |
4.33 |
3.8% |
0.49 |
0.4% |
62% |
False |
False |
234,890 |
| 100 |
116.33 |
112.00 |
4.33 |
3.8% |
0.42 |
0.4% |
62% |
False |
False |
187,991 |
| 120 |
116.33 |
110.60 |
5.73 |
5.0% |
0.35 |
0.3% |
71% |
False |
False |
156,762 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.52 |
|
2.618 |
115.92 |
|
1.618 |
115.55 |
|
1.000 |
115.32 |
|
0.618 |
115.18 |
|
HIGH |
114.95 |
|
0.618 |
114.81 |
|
0.500 |
114.77 |
|
0.382 |
114.72 |
|
LOW |
114.58 |
|
0.618 |
114.35 |
|
1.000 |
114.21 |
|
1.618 |
113.98 |
|
2.618 |
113.61 |
|
4.250 |
113.01 |
|
|
| Fisher Pivots for day following 08-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114.77 |
114.75 |
| PP |
114.74 |
114.73 |
| S1 |
114.71 |
114.70 |
|