Euro Bund Future December 2007
| Trading Metrics calculated at close of trading on 23-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2007 |
23-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
113.62 |
113.66 |
0.04 |
0.0% |
111.63 |
| High |
114.05 |
113.79 |
-0.26 |
-0.2% |
113.66 |
| Low |
113.48 |
113.47 |
-0.01 |
0.0% |
111.54 |
| Close |
113.79 |
113.70 |
-0.09 |
-0.1% |
113.39 |
| Range |
0.57 |
0.32 |
-0.25 |
-43.9% |
2.12 |
| ATR |
0.58 |
0.56 |
-0.02 |
-3.2% |
0.00 |
| Volume |
1,610,139 |
972,251 |
-637,888 |
-39.6% |
6,307,914 |
|
| Daily Pivots for day following 23-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.61 |
114.48 |
113.88 |
|
| R3 |
114.29 |
114.16 |
113.79 |
|
| R2 |
113.97 |
113.97 |
113.76 |
|
| R1 |
113.84 |
113.84 |
113.73 |
113.91 |
| PP |
113.65 |
113.65 |
113.65 |
113.69 |
| S1 |
113.52 |
113.52 |
113.67 |
113.59 |
| S2 |
113.33 |
113.33 |
113.64 |
|
| S3 |
113.01 |
113.20 |
113.61 |
|
| S4 |
112.69 |
112.88 |
113.52 |
|
|
| 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 |
111.64 |
2.41 |
2.1% |
0.63 |
0.6% |
85% |
False |
False |
1,348,028 |
| 10 |
114.05 |
111.54 |
2.51 |
2.2% |
0.54 |
0.5% |
86% |
False |
False |
1,254,678 |
| 20 |
114.05 |
111.54 |
2.51 |
2.2% |
0.52 |
0.5% |
86% |
False |
False |
1,135,261 |
| 40 |
114.98 |
111.54 |
3.44 |
3.0% |
0.54 |
0.5% |
63% |
False |
False |
1,060,517 |
| 60 |
114.98 |
111.54 |
3.44 |
3.0% |
0.53 |
0.5% |
63% |
False |
False |
709,761 |
| 80 |
114.98 |
109.40 |
5.58 |
4.9% |
0.51 |
0.5% |
77% |
False |
False |
532,792 |
| 100 |
114.98 |
109.30 |
5.68 |
5.0% |
0.49 |
0.4% |
77% |
False |
False |
426,466 |
| 120 |
114.98 |
109.30 |
5.68 |
5.0% |
0.42 |
0.4% |
77% |
False |
False |
355,479 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.15 |
|
2.618 |
114.63 |
|
1.618 |
114.31 |
|
1.000 |
114.11 |
|
0.618 |
113.99 |
|
HIGH |
113.79 |
|
0.618 |
113.67 |
|
0.500 |
113.63 |
|
0.382 |
113.59 |
|
LOW |
113.47 |
|
0.618 |
113.27 |
|
1.000 |
113.15 |
|
1.618 |
112.95 |
|
2.618 |
112.63 |
|
4.250 |
112.11 |
|
|
| Fisher Pivots for day following 23-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
113.68 |
113.59 |
| PP |
113.65 |
113.49 |
| S1 |
113.63 |
113.38 |
|