Euro Bund Future December 2007
| Trading Metrics calculated at close of trading on 09-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2007 |
09-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
114.50 |
114.25 |
-0.25 |
-0.2% |
113.85 |
| High |
114.56 |
114.74 |
0.18 |
0.2% |
114.74 |
| Low |
113.92 |
114.15 |
0.23 |
0.2% |
113.62 |
| Close |
114.27 |
114.70 |
0.43 |
0.4% |
114.70 |
| Range |
0.64 |
0.59 |
-0.05 |
-7.8% |
1.12 |
| ATR |
0.62 |
0.61 |
0.00 |
-0.3% |
0.00 |
| Volume |
1,395,449 |
1,246,858 |
-148,591 |
-10.6% |
6,136,046 |
|
| Daily Pivots for day following 09-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.30 |
116.09 |
115.02 |
|
| R3 |
115.71 |
115.50 |
114.86 |
|
| R2 |
115.12 |
115.12 |
114.81 |
|
| R1 |
114.91 |
114.91 |
114.75 |
115.02 |
| PP |
114.53 |
114.53 |
114.53 |
114.58 |
| S1 |
114.32 |
114.32 |
114.65 |
114.43 |
| S2 |
113.94 |
113.94 |
114.59 |
|
| S3 |
113.35 |
113.73 |
114.54 |
|
| S4 |
112.76 |
113.14 |
114.38 |
|
|
| Weekly Pivots for week ending 09-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.71 |
117.33 |
115.32 |
|
| R3 |
116.59 |
116.21 |
115.01 |
|
| R2 |
115.47 |
115.47 |
114.91 |
|
| R1 |
115.09 |
115.09 |
114.80 |
115.28 |
| PP |
114.35 |
114.35 |
114.35 |
114.45 |
| S1 |
113.97 |
113.97 |
114.60 |
114.16 |
| S2 |
113.23 |
113.23 |
114.49 |
|
| S3 |
112.11 |
112.85 |
114.39 |
|
| S4 |
110.99 |
111.73 |
114.08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114.74 |
113.62 |
1.12 |
1.0% |
0.51 |
0.4% |
96% |
True |
False |
1,227,209 |
| 10 |
114.74 |
112.58 |
2.16 |
1.9% |
0.68 |
0.6% |
98% |
True |
False |
1,020,485 |
| 20 |
114.74 |
111.54 |
3.20 |
2.8% |
0.59 |
0.5% |
99% |
True |
False |
1,140,241 |
| 40 |
114.74 |
111.54 |
3.20 |
2.8% |
0.57 |
0.5% |
99% |
True |
False |
1,121,019 |
| 60 |
114.98 |
111.54 |
3.44 |
3.0% |
0.55 |
0.5% |
92% |
False |
False |
940,741 |
| 80 |
114.98 |
111.41 |
3.57 |
3.1% |
0.54 |
0.5% |
92% |
False |
False |
706,459 |
| 100 |
114.98 |
109.40 |
5.58 |
4.9% |
0.52 |
0.5% |
95% |
False |
False |
565,417 |
| 120 |
114.98 |
109.30 |
5.68 |
5.0% |
0.48 |
0.4% |
95% |
False |
False |
471,381 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.25 |
|
2.618 |
116.28 |
|
1.618 |
115.69 |
|
1.000 |
115.33 |
|
0.618 |
115.10 |
|
HIGH |
114.74 |
|
0.618 |
114.51 |
|
0.500 |
114.45 |
|
0.382 |
114.38 |
|
LOW |
114.15 |
|
0.618 |
113.79 |
|
1.000 |
113.56 |
|
1.618 |
113.20 |
|
2.618 |
112.61 |
|
4.250 |
111.64 |
|
|
| Fisher Pivots for day following 09-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
114.62 |
114.55 |
| PP |
114.53 |
114.40 |
| S1 |
114.45 |
114.26 |
|