Euro Bund Future December 2007
| Trading Metrics calculated at close of trading on 31-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2007 |
31-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
113.85 |
113.78 |
-0.07 |
-0.1% |
113.62 |
| High |
113.89 |
113.95 |
0.06 |
0.1% |
114.23 |
| Low |
113.61 |
112.86 |
-0.75 |
-0.7% |
113.47 |
| Close |
113.79 |
113.33 |
-0.46 |
-0.4% |
113.76 |
| Range |
0.28 |
1.09 |
0.81 |
289.3% |
0.76 |
| ATR |
0.51 |
0.55 |
0.04 |
8.0% |
0.00 |
| Volume |
835,984 |
1,622,412 |
786,428 |
94.1% |
6,292,068 |
|
| Daily Pivots for day following 31-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.65 |
116.08 |
113.93 |
|
| R3 |
115.56 |
114.99 |
113.63 |
|
| R2 |
114.47 |
114.47 |
113.53 |
|
| R1 |
113.90 |
113.90 |
113.43 |
113.64 |
| PP |
113.38 |
113.38 |
113.38 |
113.25 |
| S1 |
112.81 |
112.81 |
113.23 |
112.55 |
| S2 |
112.29 |
112.29 |
113.13 |
|
| S3 |
111.20 |
111.72 |
113.03 |
|
| S4 |
110.11 |
110.63 |
112.73 |
|
|
| 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 |
114.13 |
112.86 |
1.27 |
1.1% |
0.52 |
0.5% |
37% |
False |
True |
944,554 |
| 10 |
114.23 |
112.01 |
2.22 |
2.0% |
0.56 |
0.5% |
59% |
False |
False |
1,161,318 |
| 20 |
114.23 |
111.54 |
2.69 |
2.4% |
0.53 |
0.5% |
67% |
False |
False |
1,125,676 |
| 40 |
114.98 |
111.54 |
3.44 |
3.0% |
0.54 |
0.5% |
52% |
False |
False |
1,129,794 |
| 60 |
114.98 |
111.54 |
3.44 |
3.0% |
0.54 |
0.5% |
52% |
False |
False |
812,303 |
| 80 |
114.98 |
109.73 |
5.25 |
4.6% |
0.52 |
0.5% |
69% |
False |
False |
609,707 |
| 100 |
114.98 |
109.40 |
5.58 |
4.9% |
0.50 |
0.4% |
70% |
False |
False |
487,984 |
| 120 |
114.98 |
109.30 |
5.68 |
5.0% |
0.44 |
0.4% |
71% |
False |
False |
406,849 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.58 |
|
2.618 |
116.80 |
|
1.618 |
115.71 |
|
1.000 |
115.04 |
|
0.618 |
114.62 |
|
HIGH |
113.95 |
|
0.618 |
113.53 |
|
0.500 |
113.41 |
|
0.382 |
113.28 |
|
LOW |
112.86 |
|
0.618 |
112.19 |
|
1.000 |
111.77 |
|
1.618 |
111.10 |
|
2.618 |
110.01 |
|
4.250 |
108.23 |
|
|
| Fisher Pivots for day following 31-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
113.41 |
113.46 |
| PP |
113.38 |
113.42 |
| S1 |
113.36 |
113.37 |
|