Euro Bund Future December 2007
| Trading Metrics calculated at close of trading on 23-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2007 |
23-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
115.27 |
115.32 |
0.05 |
0.0% |
114.42 |
| High |
115.43 |
115.50 |
0.07 |
0.1% |
115.50 |
| Low |
115.08 |
114.99 |
-0.09 |
-0.1% |
114.31 |
| Close |
115.33 |
115.18 |
-0.15 |
-0.1% |
115.18 |
| Range |
0.35 |
0.51 |
0.16 |
45.7% |
1.19 |
| ATR |
0.58 |
0.58 |
-0.01 |
-0.9% |
0.00 |
| Volume |
503,672 |
920,578 |
416,906 |
82.8% |
5,491,173 |
|
| Daily Pivots for day following 23-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.75 |
116.48 |
115.46 |
|
| R3 |
116.24 |
115.97 |
115.32 |
|
| R2 |
115.73 |
115.73 |
115.27 |
|
| R1 |
115.46 |
115.46 |
115.23 |
115.34 |
| PP |
115.22 |
115.22 |
115.22 |
115.17 |
| S1 |
114.95 |
114.95 |
115.13 |
114.83 |
| S2 |
114.71 |
114.71 |
115.09 |
|
| S3 |
114.20 |
114.44 |
115.04 |
|
| S4 |
113.69 |
113.93 |
114.90 |
|
|
| Weekly Pivots for week ending 23-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.57 |
118.06 |
115.83 |
|
| R3 |
117.38 |
116.87 |
115.51 |
|
| R2 |
116.19 |
116.19 |
115.40 |
|
| R1 |
115.68 |
115.68 |
115.29 |
115.94 |
| PP |
115.00 |
115.00 |
115.00 |
115.12 |
| S1 |
114.49 |
114.49 |
115.07 |
114.75 |
| S2 |
113.81 |
113.81 |
114.96 |
|
| S3 |
112.62 |
113.30 |
114.85 |
|
| S4 |
111.43 |
112.11 |
114.53 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115.50 |
114.31 |
1.19 |
1.0% |
0.53 |
0.5% |
73% |
True |
False |
1,098,234 |
| 10 |
115.50 |
113.80 |
1.70 |
1.5% |
0.51 |
0.4% |
81% |
True |
False |
1,098,899 |
| 20 |
115.50 |
112.58 |
2.92 |
2.5% |
0.59 |
0.5% |
89% |
True |
False |
1,059,692 |
| 40 |
115.50 |
111.54 |
3.96 |
3.4% |
0.55 |
0.5% |
92% |
True |
False |
1,105,760 |
| 60 |
115.50 |
111.54 |
3.96 |
3.4% |
0.55 |
0.5% |
92% |
True |
False |
1,115,819 |
| 80 |
115.50 |
111.54 |
3.96 |
3.4% |
0.54 |
0.5% |
92% |
True |
False |
843,494 |
| 100 |
115.50 |
109.40 |
6.10 |
5.3% |
0.53 |
0.5% |
95% |
True |
False |
675,145 |
| 120 |
115.50 |
109.30 |
6.20 |
5.4% |
0.51 |
0.4% |
95% |
True |
False |
562,849 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.67 |
|
2.618 |
116.84 |
|
1.618 |
116.33 |
|
1.000 |
116.01 |
|
0.618 |
115.82 |
|
HIGH |
115.50 |
|
0.618 |
115.31 |
|
0.500 |
115.25 |
|
0.382 |
115.18 |
|
LOW |
114.99 |
|
0.618 |
114.67 |
|
1.000 |
114.48 |
|
1.618 |
114.16 |
|
2.618 |
113.65 |
|
4.250 |
112.82 |
|
|
| Fisher Pivots for day following 23-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
115.25 |
115.23 |
| PP |
115.22 |
115.21 |
| S1 |
115.20 |
115.20 |
|