Euro Bund Future March 2008
| Trading Metrics calculated at close of trading on 31-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2008 |
31-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
116.24 |
116.18 |
-0.06 |
-0.1% |
116.44 |
| High |
116.37 |
116.81 |
0.44 |
0.4% |
118.08 |
| Low |
115.60 |
116.03 |
0.43 |
0.4% |
115.58 |
| Close |
115.88 |
116.69 |
0.81 |
0.7% |
116.33 |
| Range |
0.77 |
0.78 |
0.01 |
1.3% |
2.50 |
| ATR |
0.77 |
0.78 |
0.01 |
1.5% |
0.00 |
| Volume |
1,191,835 |
1,484,563 |
292,728 |
24.6% |
8,530,907 |
|
| Daily Pivots for day following 31-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.85 |
118.55 |
117.12 |
|
| R3 |
118.07 |
117.77 |
116.90 |
|
| R2 |
117.29 |
117.29 |
116.83 |
|
| R1 |
116.99 |
116.99 |
116.76 |
117.14 |
| PP |
116.51 |
116.51 |
116.51 |
116.59 |
| S1 |
116.21 |
116.21 |
116.62 |
116.36 |
| S2 |
115.73 |
115.73 |
116.55 |
|
| S3 |
114.95 |
115.43 |
116.48 |
|
| S4 |
114.17 |
114.65 |
116.26 |
|
|
| 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 |
116.81 |
115.58 |
1.23 |
1.1% |
0.69 |
0.6% |
90% |
True |
False |
1,189,632 |
| 10 |
118.08 |
115.58 |
2.50 |
2.1% |
0.86 |
0.7% |
44% |
False |
False |
1,441,336 |
| 20 |
118.08 |
114.36 |
3.72 |
3.2% |
0.70 |
0.6% |
63% |
False |
False |
1,331,224 |
| 40 |
118.08 |
112.60 |
5.48 |
4.7% |
0.69 |
0.6% |
75% |
False |
False |
1,053,247 |
| 60 |
118.08 |
112.60 |
5.48 |
4.7% |
0.63 |
0.5% |
75% |
False |
False |
708,134 |
| 80 |
118.08 |
112.00 |
6.08 |
5.2% |
0.58 |
0.5% |
77% |
False |
False |
531,326 |
| 100 |
118.08 |
112.00 |
6.08 |
5.2% |
0.53 |
0.5% |
77% |
False |
False |
425,110 |
| 120 |
118.08 |
112.00 |
6.08 |
5.2% |
0.45 |
0.4% |
77% |
False |
False |
354,329 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120.13 |
|
2.618 |
118.85 |
|
1.618 |
118.07 |
|
1.000 |
117.59 |
|
0.618 |
117.29 |
|
HIGH |
116.81 |
|
0.618 |
116.51 |
|
0.500 |
116.42 |
|
0.382 |
116.33 |
|
LOW |
116.03 |
|
0.618 |
115.55 |
|
1.000 |
115.25 |
|
1.618 |
114.77 |
|
2.618 |
113.99 |
|
4.250 |
112.72 |
|
|
| Fisher Pivots for day following 31-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116.60 |
116.53 |
| PP |
116.51 |
116.37 |
| S1 |
116.42 |
116.21 |
|