Euro Bund Future December 2007
| Trading Metrics calculated at close of trading on 13-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2007 |
13-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
114.75 |
114.55 |
-0.20 |
-0.2% |
113.85 |
| High |
114.82 |
114.63 |
-0.19 |
-0.2% |
114.74 |
| Low |
114.43 |
114.15 |
-0.28 |
-0.2% |
113.62 |
| Close |
114.55 |
114.35 |
-0.20 |
-0.2% |
114.70 |
| Range |
0.39 |
0.48 |
0.09 |
23.1% |
1.12 |
| ATR |
0.60 |
0.59 |
-0.01 |
-1.4% |
0.00 |
| Volume |
490,247 |
1,120,781 |
630,534 |
128.6% |
6,136,046 |
|
| Daily Pivots for day following 13-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.82 |
115.56 |
114.61 |
|
| R3 |
115.34 |
115.08 |
114.48 |
|
| R2 |
114.86 |
114.86 |
114.44 |
|
| R1 |
114.60 |
114.60 |
114.39 |
114.49 |
| PP |
114.38 |
114.38 |
114.38 |
114.32 |
| S1 |
114.12 |
114.12 |
114.31 |
114.01 |
| S2 |
113.90 |
113.90 |
114.26 |
|
| S3 |
113.42 |
113.64 |
114.22 |
|
| S4 |
112.94 |
113.16 |
114.09 |
|
|
| 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 |
113.77 |
1.05 |
0.9% |
0.54 |
0.5% |
55% |
False |
False |
1,148,483 |
| 10 |
114.82 |
112.58 |
2.24 |
2.0% |
0.69 |
0.6% |
79% |
False |
False |
1,097,989 |
| 20 |
114.82 |
111.64 |
3.18 |
2.8% |
0.60 |
0.5% |
85% |
False |
False |
1,113,285 |
| 40 |
114.82 |
111.54 |
3.28 |
2.9% |
0.56 |
0.5% |
86% |
False |
False |
1,105,146 |
| 60 |
114.98 |
111.54 |
3.44 |
3.0% |
0.55 |
0.5% |
82% |
False |
False |
967,327 |
| 80 |
114.98 |
111.54 |
3.44 |
3.0% |
0.54 |
0.5% |
82% |
False |
False |
726,540 |
| 100 |
114.98 |
109.40 |
5.58 |
4.9% |
0.52 |
0.5% |
89% |
False |
False |
581,526 |
| 120 |
114.98 |
109.30 |
5.68 |
5.0% |
0.49 |
0.4% |
89% |
False |
False |
484,805 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.67 |
|
2.618 |
115.89 |
|
1.618 |
115.41 |
|
1.000 |
115.11 |
|
0.618 |
114.93 |
|
HIGH |
114.63 |
|
0.618 |
114.45 |
|
0.500 |
114.39 |
|
0.382 |
114.33 |
|
LOW |
114.15 |
|
0.618 |
113.85 |
|
1.000 |
113.67 |
|
1.618 |
113.37 |
|
2.618 |
112.89 |
|
4.250 |
112.11 |
|
|
| Fisher Pivots for day following 13-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
114.39 |
114.49 |
| PP |
114.38 |
114.44 |
| S1 |
114.36 |
114.40 |
|