Euro Bund Future December 2007
| Trading Metrics calculated at close of trading on 22-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2007 |
22-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
112.79 |
113.62 |
0.83 |
0.7% |
111.63 |
| High |
113.66 |
114.05 |
0.39 |
0.3% |
113.66 |
| Low |
112.71 |
113.48 |
0.77 |
0.7% |
111.54 |
| Close |
113.39 |
113.79 |
0.40 |
0.4% |
113.39 |
| Range |
0.95 |
0.57 |
-0.38 |
-40.0% |
2.12 |
| ATR |
0.57 |
0.58 |
0.01 |
1.1% |
0.00 |
| Volume |
1,464,936 |
1,610,139 |
145,203 |
9.9% |
6,307,914 |
|
| Daily Pivots for day following 22-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.48 |
115.21 |
114.10 |
|
| R3 |
114.91 |
114.64 |
113.95 |
|
| R2 |
114.34 |
114.34 |
113.89 |
|
| R1 |
114.07 |
114.07 |
113.84 |
114.21 |
| PP |
113.77 |
113.77 |
113.77 |
113.84 |
| S1 |
113.50 |
113.50 |
113.74 |
113.64 |
| S2 |
113.20 |
113.20 |
113.69 |
|
| S3 |
112.63 |
112.93 |
113.63 |
|
| S4 |
112.06 |
112.36 |
113.48 |
|
|
| 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 |
114.05 |
111.61 |
2.44 |
2.1% |
0.62 |
0.5% |
89% |
True |
False |
1,403,023 |
| 10 |
114.05 |
111.54 |
2.51 |
2.2% |
0.55 |
0.5% |
90% |
True |
False |
1,256,803 |
| 20 |
114.05 |
111.54 |
2.51 |
2.2% |
0.52 |
0.5% |
90% |
True |
False |
1,142,652 |
| 40 |
114.98 |
111.54 |
3.44 |
3.0% |
0.54 |
0.5% |
65% |
False |
False |
1,037,066 |
| 60 |
114.98 |
111.54 |
3.44 |
3.0% |
0.53 |
0.5% |
65% |
False |
False |
693,593 |
| 80 |
114.98 |
109.40 |
5.58 |
4.9% |
0.52 |
0.5% |
79% |
False |
False |
520,667 |
| 100 |
114.98 |
109.30 |
5.68 |
5.0% |
0.49 |
0.4% |
79% |
False |
False |
416,765 |
| 120 |
114.98 |
109.30 |
5.68 |
5.0% |
0.41 |
0.4% |
79% |
False |
False |
347,378 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.47 |
|
2.618 |
115.54 |
|
1.618 |
114.97 |
|
1.000 |
114.62 |
|
0.618 |
114.40 |
|
HIGH |
114.05 |
|
0.618 |
113.83 |
|
0.500 |
113.77 |
|
0.382 |
113.70 |
|
LOW |
113.48 |
|
0.618 |
113.13 |
|
1.000 |
112.91 |
|
1.618 |
112.56 |
|
2.618 |
111.99 |
|
4.250 |
111.06 |
|
|
| Fisher Pivots for day following 22-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
113.78 |
113.54 |
| PP |
113.77 |
113.28 |
| S1 |
113.77 |
113.03 |
|