Euro Bund Future December 2007
| Trading Metrics calculated at close of trading on 19-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2007 |
19-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
114.58 |
114.42 |
-0.16 |
-0.1% |
114.75 |
| High |
114.76 |
115.22 |
0.46 |
0.4% |
114.82 |
| Low |
114.29 |
114.31 |
0.02 |
0.0% |
113.80 |
| Close |
114.52 |
115.00 |
0.48 |
0.4% |
114.52 |
| Range |
0.47 |
0.91 |
0.44 |
93.6% |
1.02 |
| ATR |
0.58 |
0.60 |
0.02 |
4.1% |
0.00 |
| Volume |
1,276,503 |
1,214,686 |
-61,817 |
-4.8% |
5,497,817 |
|
| Daily Pivots for day following 19-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.57 |
117.20 |
115.50 |
|
| R3 |
116.66 |
116.29 |
115.25 |
|
| R2 |
115.75 |
115.75 |
115.17 |
|
| R1 |
115.38 |
115.38 |
115.08 |
115.57 |
| PP |
114.84 |
114.84 |
114.84 |
114.94 |
| S1 |
114.47 |
114.47 |
114.92 |
114.66 |
| S2 |
113.93 |
113.93 |
114.83 |
|
| S3 |
113.02 |
113.56 |
114.75 |
|
| S4 |
112.11 |
112.65 |
114.50 |
|
|
| Weekly Pivots for week ending 16-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.44 |
117.00 |
115.08 |
|
| R3 |
116.42 |
115.98 |
114.80 |
|
| R2 |
115.40 |
115.40 |
114.71 |
|
| R1 |
114.96 |
114.96 |
114.61 |
114.67 |
| PP |
114.38 |
114.38 |
114.38 |
114.24 |
| S1 |
113.94 |
113.94 |
114.43 |
113.65 |
| S2 |
113.36 |
113.36 |
114.33 |
|
| S3 |
112.34 |
112.92 |
114.24 |
|
| S4 |
111.32 |
111.90 |
113.96 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115.22 |
113.80 |
1.42 |
1.2% |
0.59 |
0.5% |
85% |
True |
False |
1,244,451 |
| 10 |
115.22 |
113.62 |
1.60 |
1.4% |
0.55 |
0.5% |
86% |
True |
False |
1,179,550 |
| 20 |
115.22 |
112.58 |
2.64 |
2.3% |
0.58 |
0.5% |
92% |
True |
False |
1,079,964 |
| 40 |
115.22 |
111.54 |
3.68 |
3.2% |
0.55 |
0.5% |
94% |
True |
False |
1,111,308 |
| 60 |
115.22 |
111.54 |
3.68 |
3.2% |
0.56 |
0.5% |
94% |
True |
False |
1,051,365 |
| 80 |
115.22 |
111.54 |
3.68 |
3.2% |
0.55 |
0.5% |
94% |
True |
False |
790,186 |
| 100 |
115.22 |
109.40 |
5.82 |
5.1% |
0.53 |
0.5% |
96% |
True |
False |
632,526 |
| 120 |
115.22 |
109.30 |
5.92 |
5.1% |
0.51 |
0.4% |
96% |
True |
False |
527,298 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119.09 |
|
2.618 |
117.60 |
|
1.618 |
116.69 |
|
1.000 |
116.13 |
|
0.618 |
115.78 |
|
HIGH |
115.22 |
|
0.618 |
114.87 |
|
0.500 |
114.77 |
|
0.382 |
114.66 |
|
LOW |
114.31 |
|
0.618 |
113.75 |
|
1.000 |
113.40 |
|
1.618 |
112.84 |
|
2.618 |
111.93 |
|
4.250 |
110.44 |
|
|
| Fisher Pivots for day following 19-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
114.92 |
114.87 |
| PP |
114.84 |
114.74 |
| S1 |
114.77 |
114.62 |
|