Euro Bund Future December 2007
| Trading Metrics calculated at close of trading on 24-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2007 |
24-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
113.66 |
113.80 |
0.14 |
0.1% |
111.63 |
| High |
113.79 |
114.23 |
0.44 |
0.4% |
113.66 |
| Low |
113.47 |
113.73 |
0.26 |
0.2% |
111.54 |
| Close |
113.70 |
114.15 |
0.45 |
0.4% |
113.39 |
| Range |
0.32 |
0.50 |
0.18 |
56.3% |
2.12 |
| ATR |
0.56 |
0.56 |
0.00 |
-0.4% |
0.00 |
| Volume |
972,251 |
1,445,304 |
473,053 |
48.7% |
6,307,914 |
|
| Daily Pivots for day following 24-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.54 |
115.34 |
114.43 |
|
| R3 |
115.04 |
114.84 |
114.29 |
|
| R2 |
114.54 |
114.54 |
114.24 |
|
| R1 |
114.34 |
114.34 |
114.20 |
114.44 |
| PP |
114.04 |
114.04 |
114.04 |
114.09 |
| S1 |
113.84 |
113.84 |
114.10 |
113.94 |
| S2 |
113.54 |
113.54 |
114.06 |
|
| S3 |
113.04 |
113.34 |
114.01 |
|
| S4 |
112.54 |
112.84 |
113.88 |
|
|
| 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 |
114.23 |
112.01 |
2.22 |
1.9% |
0.61 |
0.5% |
96% |
True |
False |
1,378,083 |
| 10 |
114.23 |
111.54 |
2.69 |
2.4% |
0.55 |
0.5% |
97% |
True |
False |
1,293,660 |
| 20 |
114.23 |
111.54 |
2.69 |
2.4% |
0.52 |
0.5% |
97% |
True |
False |
1,149,345 |
| 40 |
114.98 |
111.54 |
3.44 |
3.0% |
0.54 |
0.5% |
76% |
False |
False |
1,095,362 |
| 60 |
114.98 |
111.54 |
3.44 |
3.0% |
0.53 |
0.5% |
76% |
False |
False |
733,712 |
| 80 |
114.98 |
109.40 |
5.58 |
4.9% |
0.52 |
0.5% |
85% |
False |
False |
550,820 |
| 100 |
114.98 |
109.30 |
5.68 |
5.0% |
0.49 |
0.4% |
85% |
False |
False |
440,883 |
| 120 |
114.98 |
109.30 |
5.68 |
5.0% |
0.42 |
0.4% |
85% |
False |
False |
367,516 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.36 |
|
2.618 |
115.54 |
|
1.618 |
115.04 |
|
1.000 |
114.73 |
|
0.618 |
114.54 |
|
HIGH |
114.23 |
|
0.618 |
114.04 |
|
0.500 |
113.98 |
|
0.382 |
113.92 |
|
LOW |
113.73 |
|
0.618 |
113.42 |
|
1.000 |
113.23 |
|
1.618 |
112.92 |
|
2.618 |
112.42 |
|
4.250 |
111.61 |
|
|
| Fisher Pivots for day following 24-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
114.09 |
114.05 |
| PP |
114.04 |
113.95 |
| S1 |
113.98 |
113.85 |
|