Euro Bund Future December 2007
| Trading Metrics calculated at close of trading on 22-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2007 |
22-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
115.18 |
115.27 |
0.09 |
0.1% |
114.75 |
| High |
115.39 |
115.43 |
0.04 |
0.0% |
114.82 |
| Low |
114.95 |
115.08 |
0.13 |
0.1% |
113.80 |
| Close |
115.17 |
115.33 |
0.16 |
0.1% |
114.52 |
| Range |
0.44 |
0.35 |
-0.09 |
-20.5% |
1.02 |
| ATR |
0.60 |
0.58 |
-0.02 |
-3.0% |
0.00 |
| Volume |
1,359,395 |
503,672 |
-855,723 |
-62.9% |
5,497,817 |
|
| Daily Pivots for day following 22-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.33 |
116.18 |
115.52 |
|
| R3 |
115.98 |
115.83 |
115.43 |
|
| R2 |
115.63 |
115.63 |
115.39 |
|
| R1 |
115.48 |
115.48 |
115.36 |
115.56 |
| PP |
115.28 |
115.28 |
115.28 |
115.32 |
| S1 |
115.13 |
115.13 |
115.30 |
115.21 |
| S2 |
114.93 |
114.93 |
115.27 |
|
| S3 |
114.58 |
114.78 |
115.23 |
|
| S4 |
114.23 |
114.43 |
115.14 |
|
|
| 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 |
115.43 |
114.29 |
1.14 |
1.0% |
0.53 |
0.5% |
91% |
True |
False |
1,169,419 |
| 10 |
115.43 |
113.80 |
1.63 |
1.4% |
0.52 |
0.4% |
94% |
True |
False |
1,131,527 |
| 20 |
115.43 |
112.58 |
2.85 |
2.5% |
0.59 |
0.5% |
96% |
True |
False |
1,073,607 |
| 40 |
115.43 |
111.54 |
3.89 |
3.4% |
0.55 |
0.5% |
97% |
True |
False |
1,106,999 |
| 60 |
115.43 |
111.54 |
3.89 |
3.4% |
0.55 |
0.5% |
97% |
True |
False |
1,103,474 |
| 80 |
115.43 |
111.54 |
3.89 |
3.4% |
0.55 |
0.5% |
97% |
True |
False |
831,990 |
| 100 |
115.43 |
109.40 |
6.03 |
5.2% |
0.53 |
0.5% |
98% |
True |
False |
665,966 |
| 120 |
115.43 |
109.30 |
6.13 |
5.3% |
0.51 |
0.4% |
98% |
True |
False |
555,200 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.92 |
|
2.618 |
116.35 |
|
1.618 |
116.00 |
|
1.000 |
115.78 |
|
0.618 |
115.65 |
|
HIGH |
115.43 |
|
0.618 |
115.30 |
|
0.500 |
115.26 |
|
0.382 |
115.21 |
|
LOW |
115.08 |
|
0.618 |
114.86 |
|
1.000 |
114.73 |
|
1.618 |
114.51 |
|
2.618 |
114.16 |
|
4.250 |
113.59 |
|
|
| Fisher Pivots for day following 22-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
115.31 |
115.24 |
| PP |
115.28 |
115.14 |
| S1 |
115.26 |
115.05 |
|