Euro Bund Future December 2007
| Trading Metrics calculated at close of trading on 30-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2007 |
30-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
113.85 |
113.85 |
0.00 |
0.0% |
113.62 |
| High |
114.06 |
113.89 |
-0.17 |
-0.1% |
114.23 |
| Low |
113.59 |
113.61 |
0.02 |
0.0% |
113.47 |
| Close |
113.76 |
113.79 |
0.03 |
0.0% |
113.76 |
| Range |
0.47 |
0.28 |
-0.19 |
-40.4% |
0.76 |
| ATR |
0.53 |
0.51 |
-0.02 |
-3.4% |
0.00 |
| Volume |
0 |
835,984 |
835,984 |
|
6,292,068 |
|
| Daily Pivots for day following 30-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.60 |
114.48 |
113.94 |
|
| R3 |
114.32 |
114.20 |
113.87 |
|
| R2 |
114.04 |
114.04 |
113.84 |
|
| R1 |
113.92 |
113.92 |
113.82 |
113.84 |
| PP |
113.76 |
113.76 |
113.76 |
113.73 |
| S1 |
113.64 |
113.64 |
113.76 |
113.56 |
| S2 |
113.48 |
113.48 |
113.74 |
|
| S3 |
113.20 |
113.36 |
113.71 |
|
| S4 |
112.92 |
113.08 |
113.64 |
|
|
| Weekly Pivots for week ending 26-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.10 |
115.69 |
114.18 |
|
| R3 |
115.34 |
114.93 |
113.97 |
|
| R2 |
114.58 |
114.58 |
113.90 |
|
| R1 |
114.17 |
114.17 |
113.83 |
114.38 |
| PP |
113.82 |
113.82 |
113.82 |
113.92 |
| S1 |
113.41 |
113.41 |
113.69 |
113.62 |
| S2 |
113.06 |
113.06 |
113.62 |
|
| S3 |
112.30 |
112.65 |
113.55 |
|
| S4 |
111.54 |
111.89 |
113.34 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114.23 |
113.59 |
0.64 |
0.6% |
0.40 |
0.4% |
31% |
False |
False |
909,132 |
| 10 |
114.23 |
111.64 |
2.59 |
2.3% |
0.51 |
0.5% |
83% |
False |
False |
1,128,580 |
| 20 |
114.23 |
111.54 |
2.69 |
2.4% |
0.50 |
0.4% |
84% |
False |
False |
1,096,549 |
| 40 |
114.98 |
111.54 |
3.44 |
3.0% |
0.53 |
0.5% |
65% |
False |
False |
1,131,222 |
| 60 |
114.98 |
111.54 |
3.44 |
3.0% |
0.53 |
0.5% |
65% |
False |
False |
785,300 |
| 80 |
114.98 |
109.73 |
5.25 |
4.6% |
0.51 |
0.5% |
77% |
False |
False |
589,440 |
| 100 |
114.98 |
109.30 |
5.68 |
5.0% |
0.49 |
0.4% |
79% |
False |
False |
471,773 |
| 120 |
114.98 |
109.30 |
5.68 |
5.0% |
0.43 |
0.4% |
79% |
False |
False |
393,330 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.08 |
|
2.618 |
114.62 |
|
1.618 |
114.34 |
|
1.000 |
114.17 |
|
0.618 |
114.06 |
|
HIGH |
113.89 |
|
0.618 |
113.78 |
|
0.500 |
113.75 |
|
0.382 |
113.72 |
|
LOW |
113.61 |
|
0.618 |
113.44 |
|
1.000 |
113.33 |
|
1.618 |
113.16 |
|
2.618 |
112.88 |
|
4.250 |
112.42 |
|
|
| Fisher Pivots for day following 30-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
113.78 |
113.83 |
| PP |
113.76 |
113.81 |
| S1 |
113.75 |
113.80 |
|