Euro Bund Future December 2007
| Trading Metrics calculated at close of trading on 05-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2007 |
05-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
112.77 |
113.85 |
1.08 |
1.0% |
113.85 |
| High |
113.77 |
114.17 |
0.40 |
0.4% |
114.06 |
| Low |
112.58 |
113.76 |
1.18 |
1.0% |
112.58 |
| Close |
113.57 |
113.89 |
0.32 |
0.3% |
113.57 |
| Range |
1.19 |
0.41 |
-0.78 |
-65.5% |
1.48 |
| ATR |
0.64 |
0.64 |
0.00 |
-0.5% |
0.00 |
| Volume |
0 |
1,053,047 |
1,053,047 |
|
4,068,806 |
|
| Daily Pivots for day following 05-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.17 |
114.94 |
114.12 |
|
| R3 |
114.76 |
114.53 |
114.00 |
|
| R2 |
114.35 |
114.35 |
113.97 |
|
| R1 |
114.12 |
114.12 |
113.93 |
114.24 |
| PP |
113.94 |
113.94 |
113.94 |
114.00 |
| S1 |
113.71 |
113.71 |
113.85 |
113.83 |
| S2 |
113.53 |
113.53 |
113.81 |
|
| S3 |
113.12 |
113.30 |
113.78 |
|
| S4 |
112.71 |
112.89 |
113.66 |
|
|
| Weekly Pivots for week ending 02-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.84 |
117.19 |
114.38 |
|
| R3 |
116.36 |
115.71 |
113.98 |
|
| R2 |
114.88 |
114.88 |
113.84 |
|
| R1 |
114.23 |
114.23 |
113.71 |
113.82 |
| PP |
113.40 |
113.40 |
113.40 |
113.20 |
| S1 |
112.75 |
112.75 |
113.43 |
112.34 |
| S2 |
111.92 |
111.92 |
113.30 |
|
| S3 |
110.44 |
111.27 |
113.16 |
|
| S4 |
108.96 |
109.79 |
112.76 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114.17 |
112.58 |
1.59 |
1.4% |
0.83 |
0.7% |
82% |
True |
False |
1,024,370 |
| 10 |
114.23 |
112.58 |
1.65 |
1.4% |
0.62 |
0.5% |
79% |
False |
False |
980,378 |
| 20 |
114.23 |
111.54 |
2.69 |
2.4% |
0.58 |
0.5% |
87% |
False |
False |
1,118,590 |
| 40 |
114.79 |
111.54 |
3.25 |
2.9% |
0.56 |
0.5% |
72% |
False |
False |
1,106,774 |
| 60 |
114.98 |
111.54 |
3.44 |
3.0% |
0.56 |
0.5% |
68% |
False |
False |
856,548 |
| 80 |
114.98 |
110.05 |
4.93 |
4.3% |
0.54 |
0.5% |
78% |
False |
False |
642,984 |
| 100 |
114.98 |
109.40 |
5.58 |
4.9% |
0.51 |
0.5% |
80% |
False |
False |
514,595 |
| 120 |
114.98 |
109.30 |
5.68 |
5.0% |
0.47 |
0.4% |
81% |
False |
False |
429,041 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.91 |
|
2.618 |
115.24 |
|
1.618 |
114.83 |
|
1.000 |
114.58 |
|
0.618 |
114.42 |
|
HIGH |
114.17 |
|
0.618 |
114.01 |
|
0.500 |
113.97 |
|
0.382 |
113.92 |
|
LOW |
113.76 |
|
0.618 |
113.51 |
|
1.000 |
113.35 |
|
1.618 |
113.10 |
|
2.618 |
112.69 |
|
4.250 |
112.02 |
|
|
| Fisher Pivots for day following 05-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
113.97 |
113.72 |
| PP |
113.94 |
113.55 |
| S1 |
113.92 |
113.38 |
|