Euro Bund Future December 2007
| Trading Metrics calculated at close of trading on 25-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2007 |
25-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
113.80 |
114.05 |
0.25 |
0.2% |
111.63 |
| High |
114.23 |
114.13 |
-0.10 |
-0.1% |
113.66 |
| Low |
113.73 |
113.84 |
0.11 |
0.1% |
111.54 |
| Close |
114.15 |
113.97 |
-0.18 |
-0.2% |
113.39 |
| Range |
0.50 |
0.29 |
-0.21 |
-42.0% |
2.12 |
| ATR |
0.56 |
0.54 |
-0.02 |
-3.2% |
0.00 |
| Volume |
1,445,304 |
1,065,486 |
-379,818 |
-26.3% |
6,307,914 |
|
| Daily Pivots for day following 25-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.85 |
114.70 |
114.13 |
|
| R3 |
114.56 |
114.41 |
114.05 |
|
| R2 |
114.27 |
114.27 |
114.02 |
|
| R1 |
114.12 |
114.12 |
114.00 |
114.05 |
| PP |
113.98 |
113.98 |
113.98 |
113.95 |
| S1 |
113.83 |
113.83 |
113.94 |
113.76 |
| S2 |
113.69 |
113.69 |
113.92 |
|
| S3 |
113.40 |
113.54 |
113.89 |
|
| S4 |
113.11 |
113.25 |
113.81 |
|
|
| 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 |
112.71 |
1.52 |
1.3% |
0.53 |
0.5% |
83% |
False |
False |
1,311,623 |
| 10 |
114.23 |
111.54 |
2.69 |
2.4% |
0.53 |
0.5% |
90% |
False |
False |
1,271,930 |
| 20 |
114.23 |
111.54 |
2.69 |
2.4% |
0.51 |
0.4% |
90% |
False |
False |
1,140,391 |
| 40 |
114.98 |
111.54 |
3.44 |
3.0% |
0.54 |
0.5% |
71% |
False |
False |
1,118,407 |
| 60 |
114.98 |
111.54 |
3.44 |
3.0% |
0.53 |
0.5% |
71% |
False |
False |
751,451 |
| 80 |
114.98 |
109.40 |
5.58 |
4.9% |
0.52 |
0.5% |
82% |
False |
False |
564,055 |
| 100 |
114.98 |
109.30 |
5.68 |
5.0% |
0.49 |
0.4% |
82% |
False |
False |
451,519 |
| 120 |
114.98 |
109.30 |
5.68 |
5.0% |
0.42 |
0.4% |
82% |
False |
False |
376,386 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.36 |
|
2.618 |
114.89 |
|
1.618 |
114.60 |
|
1.000 |
114.42 |
|
0.618 |
114.31 |
|
HIGH |
114.13 |
|
0.618 |
114.02 |
|
0.500 |
113.99 |
|
0.382 |
113.95 |
|
LOW |
113.84 |
|
0.618 |
113.66 |
|
1.000 |
113.55 |
|
1.618 |
113.37 |
|
2.618 |
113.08 |
|
4.250 |
112.61 |
|
|
| Fisher Pivots for day following 25-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
113.99 |
113.93 |
| PP |
113.98 |
113.89 |
| S1 |
113.98 |
113.85 |
|