Euro Bund Future December 2007
| Trading Metrics calculated at close of trading on 19-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2007 |
19-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
112.05 |
112.79 |
0.74 |
0.7% |
111.63 |
| High |
112.71 |
113.66 |
0.95 |
0.8% |
113.66 |
| Low |
112.01 |
112.71 |
0.70 |
0.6% |
111.54 |
| Close |
112.59 |
113.39 |
0.80 |
0.7% |
113.39 |
| Range |
0.70 |
0.95 |
0.25 |
35.7% |
2.12 |
| ATR |
0.54 |
0.57 |
0.04 |
7.1% |
0.00 |
| Volume |
1,397,789 |
1,464,936 |
67,147 |
4.8% |
6,307,914 |
|
| Daily Pivots for day following 19-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.10 |
115.70 |
113.91 |
|
| R3 |
115.15 |
114.75 |
113.65 |
|
| R2 |
114.20 |
114.20 |
113.56 |
|
| R1 |
113.80 |
113.80 |
113.48 |
114.00 |
| PP |
113.25 |
113.25 |
113.25 |
113.36 |
| S1 |
112.85 |
112.85 |
113.30 |
113.05 |
| S2 |
112.30 |
112.30 |
113.22 |
|
| S3 |
111.35 |
111.90 |
113.13 |
|
| S4 |
110.40 |
110.95 |
112.87 |
|
|
| Weekly Pivots for week ending 19-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.22 |
118.43 |
114.56 |
|
| R3 |
117.10 |
116.31 |
113.97 |
|
| R2 |
114.98 |
114.98 |
113.78 |
|
| R1 |
114.19 |
114.19 |
113.58 |
114.59 |
| PP |
112.86 |
112.86 |
112.86 |
113.06 |
| S1 |
112.07 |
112.07 |
113.20 |
112.47 |
| S2 |
110.74 |
110.74 |
113.00 |
|
| S3 |
108.62 |
109.95 |
112.81 |
|
| S4 |
106.50 |
107.83 |
112.22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113.66 |
111.54 |
2.12 |
1.9% |
0.57 |
0.5% |
87% |
True |
False |
1,261,582 |
| 10 |
113.66 |
111.54 |
2.12 |
1.9% |
0.52 |
0.5% |
87% |
True |
False |
1,140,797 |
| 20 |
113.66 |
111.54 |
2.12 |
1.9% |
0.52 |
0.5% |
87% |
True |
False |
1,108,455 |
| 40 |
114.98 |
111.54 |
3.44 |
3.0% |
0.54 |
0.5% |
54% |
False |
False |
997,158 |
| 60 |
114.98 |
111.54 |
3.44 |
3.0% |
0.53 |
0.5% |
54% |
False |
False |
666,793 |
| 80 |
114.98 |
109.40 |
5.58 |
4.9% |
0.52 |
0.5% |
72% |
False |
False |
500,543 |
| 100 |
114.98 |
109.30 |
5.68 |
5.0% |
0.49 |
0.4% |
72% |
False |
False |
400,669 |
| 120 |
114.98 |
109.30 |
5.68 |
5.0% |
0.41 |
0.4% |
72% |
False |
False |
333,961 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.70 |
|
2.618 |
116.15 |
|
1.618 |
115.20 |
|
1.000 |
114.61 |
|
0.618 |
114.25 |
|
HIGH |
113.66 |
|
0.618 |
113.30 |
|
0.500 |
113.19 |
|
0.382 |
113.07 |
|
LOW |
112.71 |
|
0.618 |
112.12 |
|
1.000 |
111.76 |
|
1.618 |
111.17 |
|
2.618 |
110.22 |
|
4.250 |
108.67 |
|
|
| Fisher Pivots for day following 19-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
113.32 |
113.14 |
| PP |
113.25 |
112.90 |
| S1 |
113.19 |
112.65 |
|