Euro Bund Future March 2008
| Trading Metrics calculated at close of trading on 19-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2007 |
19-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
112.65 |
113.25 |
0.60 |
0.5% |
112.03 |
| High |
113.08 |
114.10 |
1.02 |
0.9% |
114.10 |
| Low |
112.65 |
113.16 |
0.51 |
0.5% |
112.00 |
| Close |
112.99 |
113.83 |
0.84 |
0.7% |
113.83 |
| Range |
0.43 |
0.94 |
0.51 |
118.6% |
2.10 |
| ATR |
0.40 |
0.45 |
0.05 |
12.7% |
0.00 |
| Volume |
994 |
735 |
-259 |
-26.1% |
4,967 |
|
| Daily Pivots for day following 19-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.52 |
116.11 |
114.35 |
|
| R3 |
115.58 |
115.17 |
114.09 |
|
| R2 |
114.64 |
114.64 |
114.00 |
|
| R1 |
114.23 |
114.23 |
113.92 |
114.44 |
| PP |
113.70 |
113.70 |
113.70 |
113.80 |
| S1 |
113.29 |
113.29 |
113.74 |
113.50 |
| S2 |
112.76 |
112.76 |
113.66 |
|
| S3 |
111.82 |
112.35 |
113.57 |
|
| S4 |
110.88 |
111.41 |
113.31 |
|
|
| Weekly Pivots for week ending 19-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.61 |
118.82 |
114.99 |
|
| R3 |
117.51 |
116.72 |
114.41 |
|
| R2 |
115.41 |
115.41 |
114.22 |
|
| R1 |
114.62 |
114.62 |
114.02 |
115.02 |
| PP |
113.31 |
113.31 |
113.31 |
113.51 |
| S1 |
112.52 |
112.52 |
113.64 |
112.92 |
| S2 |
111.21 |
111.21 |
113.45 |
|
| S3 |
109.11 |
110.42 |
113.25 |
|
| S4 |
107.01 |
108.32 |
112.68 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114.10 |
112.00 |
2.10 |
1.8% |
0.46 |
0.4% |
87% |
True |
False |
993 |
| 10 |
114.10 |
112.00 |
2.10 |
1.8% |
0.36 |
0.3% |
87% |
True |
False |
860 |
| 20 |
114.10 |
112.00 |
2.10 |
1.8% |
0.37 |
0.3% |
87% |
True |
False |
614 |
| 40 |
115.21 |
112.00 |
3.21 |
2.8% |
0.31 |
0.3% |
57% |
False |
False |
414 |
| 60 |
115.21 |
111.88 |
3.33 |
2.9% |
0.21 |
0.2% |
59% |
False |
False |
508 |
| 80 |
115.21 |
109.67 |
5.54 |
4.9% |
0.16 |
0.1% |
75% |
False |
False |
525 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.10 |
|
2.618 |
116.56 |
|
1.618 |
115.62 |
|
1.000 |
115.04 |
|
0.618 |
114.68 |
|
HIGH |
114.10 |
|
0.618 |
113.74 |
|
0.500 |
113.63 |
|
0.382 |
113.52 |
|
LOW |
113.16 |
|
0.618 |
112.58 |
|
1.000 |
112.22 |
|
1.618 |
111.64 |
|
2.618 |
110.70 |
|
4.250 |
109.17 |
|
|
| Fisher Pivots for day following 19-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
113.76 |
113.58 |
| PP |
113.70 |
113.33 |
| S1 |
113.63 |
113.08 |
|