Euro Bund Future March 2008
| Trading Metrics calculated at close of trading on 10-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2008 |
10-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
114.92 |
115.21 |
0.29 |
0.3% |
113.14 |
| High |
115.41 |
115.49 |
0.08 |
0.1% |
115.08 |
| Low |
114.82 |
115.08 |
0.26 |
0.2% |
112.85 |
| Close |
115.32 |
115.28 |
-0.04 |
0.0% |
114.90 |
| Range |
0.59 |
0.41 |
-0.18 |
-30.5% |
2.23 |
| ATR |
0.63 |
0.62 |
-0.02 |
-2.5% |
0.00 |
| Volume |
1,165,301 |
1,187,580 |
22,279 |
1.9% |
2,737,231 |
|
| Daily Pivots for day following 10-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.51 |
116.31 |
115.51 |
|
| R3 |
116.10 |
115.90 |
115.39 |
|
| R2 |
115.69 |
115.69 |
115.36 |
|
| R1 |
115.49 |
115.49 |
115.32 |
115.59 |
| PP |
115.28 |
115.28 |
115.28 |
115.34 |
| S1 |
115.08 |
115.08 |
115.24 |
115.18 |
| S2 |
114.87 |
114.87 |
115.20 |
|
| S3 |
114.46 |
114.67 |
115.17 |
|
| S4 |
114.05 |
114.26 |
115.05 |
|
|
| 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 |
115.49 |
114.36 |
1.13 |
1.0% |
0.50 |
0.4% |
81% |
True |
False |
1,051,586 |
| 10 |
115.49 |
112.60 |
2.89 |
2.5% |
0.60 |
0.5% |
93% |
True |
False |
789,626 |
| 20 |
115.49 |
112.60 |
2.89 |
2.5% |
0.64 |
0.6% |
93% |
True |
False |
822,165 |
| 40 |
116.33 |
112.60 |
3.73 |
3.2% |
0.61 |
0.5% |
72% |
False |
False |
527,777 |
| 60 |
116.33 |
112.00 |
4.33 |
3.8% |
0.55 |
0.5% |
76% |
False |
False |
352,274 |
| 80 |
116.33 |
112.00 |
4.33 |
3.8% |
0.49 |
0.4% |
76% |
False |
False |
264,291 |
| 100 |
116.33 |
112.00 |
4.33 |
3.8% |
0.43 |
0.4% |
76% |
False |
False |
211,506 |
| 120 |
116.33 |
111.63 |
4.70 |
4.1% |
0.36 |
0.3% |
78% |
False |
False |
176,364 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.23 |
|
2.618 |
116.56 |
|
1.618 |
116.15 |
|
1.000 |
115.90 |
|
0.618 |
115.74 |
|
HIGH |
115.49 |
|
0.618 |
115.33 |
|
0.500 |
115.29 |
|
0.382 |
115.24 |
|
LOW |
115.08 |
|
0.618 |
114.83 |
|
1.000 |
114.67 |
|
1.618 |
114.42 |
|
2.618 |
114.01 |
|
4.250 |
113.34 |
|
|
| Fisher Pivots for day following 10-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115.29 |
115.20 |
| PP |
115.28 |
115.12 |
| S1 |
115.28 |
115.04 |
|