Euro Bund Future December 2007
| Trading Metrics calculated at close of trading on 08-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2007 |
08-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
113.90 |
114.50 |
0.60 |
0.5% |
113.85 |
| High |
114.37 |
114.56 |
0.19 |
0.2% |
114.06 |
| Low |
113.77 |
113.92 |
0.15 |
0.1% |
112.58 |
| Close |
114.10 |
114.27 |
0.17 |
0.1% |
113.57 |
| Range |
0.60 |
0.64 |
0.04 |
6.7% |
1.48 |
| ATR |
0.62 |
0.62 |
0.00 |
0.3% |
0.00 |
| Volume |
1,489,084 |
1,395,449 |
-93,635 |
-6.3% |
4,068,806 |
|
| Daily Pivots for day following 08-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.17 |
115.86 |
114.62 |
|
| R3 |
115.53 |
115.22 |
114.45 |
|
| R2 |
114.89 |
114.89 |
114.39 |
|
| R1 |
114.58 |
114.58 |
114.33 |
114.42 |
| PP |
114.25 |
114.25 |
114.25 |
114.17 |
| S1 |
113.94 |
113.94 |
114.21 |
113.78 |
| S2 |
113.61 |
113.61 |
114.15 |
|
| S3 |
112.97 |
113.30 |
114.09 |
|
| S4 |
112.33 |
112.66 |
113.92 |
|
|
| 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 |
114.56 |
112.58 |
1.98 |
1.7% |
0.63 |
0.6% |
85% |
True |
False |
977,837 |
| 10 |
114.56 |
112.58 |
1.98 |
1.7% |
0.67 |
0.6% |
85% |
True |
False |
1,015,688 |
| 20 |
114.56 |
111.54 |
3.02 |
2.6% |
0.60 |
0.5% |
90% |
True |
False |
1,143,809 |
| 40 |
114.56 |
111.54 |
3.02 |
2.6% |
0.56 |
0.5% |
90% |
True |
False |
1,117,797 |
| 60 |
114.98 |
111.54 |
3.44 |
3.0% |
0.56 |
0.5% |
79% |
False |
False |
920,116 |
| 80 |
114.98 |
110.72 |
4.26 |
3.7% |
0.54 |
0.5% |
83% |
False |
False |
690,894 |
| 100 |
114.98 |
109.40 |
5.58 |
4.9% |
0.51 |
0.4% |
87% |
False |
False |
552,949 |
| 120 |
114.98 |
109.30 |
5.68 |
5.0% |
0.48 |
0.4% |
88% |
False |
False |
460,993 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.28 |
|
2.618 |
116.24 |
|
1.618 |
115.60 |
|
1.000 |
115.20 |
|
0.618 |
114.96 |
|
HIGH |
114.56 |
|
0.618 |
114.32 |
|
0.500 |
114.24 |
|
0.382 |
114.16 |
|
LOW |
113.92 |
|
0.618 |
113.52 |
|
1.000 |
113.28 |
|
1.618 |
112.88 |
|
2.618 |
112.24 |
|
4.250 |
111.20 |
|
|
| Fisher Pivots for day following 08-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
114.26 |
114.21 |
| PP |
114.25 |
114.15 |
| S1 |
114.24 |
114.09 |
|