Euro Bund Future March 2008
| Trading Metrics calculated at close of trading on 30-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2008 |
30-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
116.50 |
116.24 |
-0.26 |
-0.2% |
116.44 |
| High |
116.54 |
116.37 |
-0.17 |
-0.1% |
118.08 |
| Low |
116.04 |
115.60 |
-0.44 |
-0.4% |
115.58 |
| Close |
116.09 |
115.88 |
-0.21 |
-0.2% |
116.33 |
| Range |
0.50 |
0.77 |
0.27 |
54.0% |
2.50 |
| ATR |
0.77 |
0.77 |
0.00 |
0.0% |
0.00 |
| Volume |
984,898 |
1,191,835 |
206,937 |
21.0% |
8,530,907 |
|
| Daily Pivots for day following 30-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.26 |
117.84 |
116.30 |
|
| R3 |
117.49 |
117.07 |
116.09 |
|
| R2 |
116.72 |
116.72 |
116.02 |
|
| R1 |
116.30 |
116.30 |
115.95 |
116.13 |
| PP |
115.95 |
115.95 |
115.95 |
115.86 |
| S1 |
115.53 |
115.53 |
115.81 |
115.36 |
| S2 |
115.18 |
115.18 |
115.74 |
|
| S3 |
114.41 |
114.76 |
115.67 |
|
| S4 |
113.64 |
113.99 |
115.46 |
|
|
| Weekly Pivots for week ending 25-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.16 |
122.75 |
117.71 |
|
| R3 |
121.66 |
120.25 |
117.02 |
|
| R2 |
119.16 |
119.16 |
116.79 |
|
| R1 |
117.75 |
117.75 |
116.56 |
117.21 |
| PP |
116.66 |
116.66 |
116.66 |
116.39 |
| S1 |
115.25 |
115.25 |
116.10 |
114.71 |
| S2 |
114.16 |
114.16 |
115.87 |
|
| S3 |
111.66 |
112.75 |
115.64 |
|
| S4 |
109.16 |
110.25 |
114.96 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116.78 |
115.58 |
1.20 |
1.0% |
0.72 |
0.6% |
25% |
False |
False |
1,250,855 |
| 10 |
118.08 |
115.58 |
2.50 |
2.2% |
0.86 |
0.7% |
12% |
False |
False |
1,446,737 |
| 20 |
118.08 |
114.05 |
4.03 |
3.5% |
0.68 |
0.6% |
45% |
False |
False |
1,306,297 |
| 40 |
118.08 |
112.60 |
5.48 |
4.7% |
0.68 |
0.6% |
60% |
False |
False |
1,018,467 |
| 60 |
118.08 |
112.60 |
5.48 |
4.7% |
0.64 |
0.6% |
60% |
False |
False |
683,405 |
| 80 |
118.08 |
112.00 |
6.08 |
5.2% |
0.57 |
0.5% |
64% |
False |
False |
512,773 |
| 100 |
118.08 |
112.00 |
6.08 |
5.2% |
0.53 |
0.5% |
64% |
False |
False |
410,266 |
| 120 |
118.08 |
112.00 |
6.08 |
5.2% |
0.45 |
0.4% |
64% |
False |
False |
341,959 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119.64 |
|
2.618 |
118.39 |
|
1.618 |
117.62 |
|
1.000 |
117.14 |
|
0.618 |
116.85 |
|
HIGH |
116.37 |
|
0.618 |
116.08 |
|
0.500 |
115.99 |
|
0.382 |
115.89 |
|
LOW |
115.60 |
|
0.618 |
115.12 |
|
1.000 |
114.83 |
|
1.618 |
114.35 |
|
2.618 |
113.58 |
|
4.250 |
112.33 |
|
|
| Fisher Pivots for day following 30-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115.99 |
116.17 |
| PP |
115.95 |
116.07 |
| S1 |
115.92 |
115.98 |
|