Euro Bund Future December 2007
| Trading Metrics calculated at close of trading on 12-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2007 |
12-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
114.25 |
114.75 |
0.50 |
0.4% |
113.85 |
| High |
114.74 |
114.82 |
0.08 |
0.1% |
114.74 |
| Low |
114.15 |
114.43 |
0.28 |
0.2% |
113.62 |
| Close |
114.70 |
114.55 |
-0.15 |
-0.1% |
114.70 |
| Range |
0.59 |
0.39 |
-0.20 |
-33.9% |
1.12 |
| ATR |
0.61 |
0.60 |
-0.02 |
-2.6% |
0.00 |
| Volume |
1,246,858 |
490,247 |
-756,611 |
-60.7% |
6,136,046 |
|
| Daily Pivots for day following 12-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.77 |
115.55 |
114.76 |
|
| R3 |
115.38 |
115.16 |
114.66 |
|
| R2 |
114.99 |
114.99 |
114.62 |
|
| R1 |
114.77 |
114.77 |
114.59 |
114.69 |
| PP |
114.60 |
114.60 |
114.60 |
114.56 |
| S1 |
114.38 |
114.38 |
114.51 |
114.30 |
| S2 |
114.21 |
114.21 |
114.48 |
|
| S3 |
113.82 |
113.99 |
114.44 |
|
| S4 |
113.43 |
113.60 |
114.34 |
|
|
| 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 |
114.82 |
113.62 |
1.20 |
1.0% |
0.51 |
0.4% |
78% |
True |
False |
1,114,649 |
| 10 |
114.82 |
112.58 |
2.24 |
2.0% |
0.67 |
0.6% |
88% |
True |
False |
1,069,509 |
| 20 |
114.82 |
111.61 |
3.21 |
2.8% |
0.59 |
0.5% |
92% |
True |
False |
1,119,607 |
| 40 |
114.82 |
111.54 |
3.28 |
2.9% |
0.56 |
0.5% |
92% |
True |
False |
1,110,783 |
| 60 |
114.98 |
111.54 |
3.44 |
3.0% |
0.55 |
0.5% |
88% |
False |
False |
948,851 |
| 80 |
114.98 |
111.49 |
3.49 |
3.0% |
0.54 |
0.5% |
88% |
False |
False |
712,550 |
| 100 |
114.98 |
109.40 |
5.58 |
4.9% |
0.52 |
0.5% |
92% |
False |
False |
570,319 |
| 120 |
114.98 |
109.30 |
5.68 |
5.0% |
0.49 |
0.4% |
92% |
False |
False |
475,466 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.48 |
|
2.618 |
115.84 |
|
1.618 |
115.45 |
|
1.000 |
115.21 |
|
0.618 |
115.06 |
|
HIGH |
114.82 |
|
0.618 |
114.67 |
|
0.500 |
114.63 |
|
0.382 |
114.58 |
|
LOW |
114.43 |
|
0.618 |
114.19 |
|
1.000 |
114.04 |
|
1.618 |
113.80 |
|
2.618 |
113.41 |
|
4.250 |
112.77 |
|
|
| Fisher Pivots for day following 12-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
114.63 |
114.49 |
| PP |
114.60 |
114.43 |
| S1 |
114.58 |
114.37 |
|