Euro Bund Future March 2008
| Trading Metrics calculated at close of trading on 22-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2007 |
22-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
113.25 |
113.99 |
0.74 |
0.7% |
112.03 |
| High |
114.10 |
114.50 |
0.40 |
0.4% |
114.10 |
| Low |
113.16 |
113.94 |
0.78 |
0.7% |
112.00 |
| Close |
113.83 |
114.26 |
0.43 |
0.4% |
113.83 |
| Range |
0.94 |
0.56 |
-0.38 |
-40.4% |
2.10 |
| ATR |
0.45 |
0.47 |
0.02 |
3.5% |
0.00 |
| Volume |
735 |
129 |
-606 |
-82.4% |
4,967 |
|
| Daily Pivots for day following 22-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.91 |
115.65 |
114.57 |
|
| R3 |
115.35 |
115.09 |
114.41 |
|
| R2 |
114.79 |
114.79 |
114.36 |
|
| R1 |
114.53 |
114.53 |
114.31 |
114.66 |
| PP |
114.23 |
114.23 |
114.23 |
114.30 |
| S1 |
113.97 |
113.97 |
114.21 |
114.10 |
| S2 |
113.67 |
113.67 |
114.16 |
|
| S3 |
113.11 |
113.41 |
114.11 |
|
| S4 |
112.55 |
112.85 |
113.95 |
|
|
| 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 |
114.50 |
112.05 |
2.45 |
2.1% |
0.53 |
0.5% |
90% |
True |
False |
963 |
| 10 |
114.50 |
112.00 |
2.50 |
2.2% |
0.41 |
0.4% |
90% |
True |
False |
872 |
| 20 |
114.50 |
112.00 |
2.50 |
2.2% |
0.38 |
0.3% |
90% |
True |
False |
618 |
| 40 |
115.21 |
112.00 |
3.21 |
2.8% |
0.33 |
0.3% |
70% |
False |
False |
417 |
| 60 |
115.21 |
111.88 |
3.33 |
2.9% |
0.22 |
0.2% |
71% |
False |
False |
469 |
| 80 |
115.21 |
109.67 |
5.54 |
4.8% |
0.16 |
0.1% |
83% |
False |
False |
522 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.88 |
|
2.618 |
115.97 |
|
1.618 |
115.41 |
|
1.000 |
115.06 |
|
0.618 |
114.85 |
|
HIGH |
114.50 |
|
0.618 |
114.29 |
|
0.500 |
114.22 |
|
0.382 |
114.15 |
|
LOW |
113.94 |
|
0.618 |
113.59 |
|
1.000 |
113.38 |
|
1.618 |
113.03 |
|
2.618 |
112.47 |
|
4.250 |
111.56 |
|
|
| Fisher Pivots for day following 22-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
114.25 |
114.03 |
| PP |
114.23 |
113.80 |
| S1 |
114.22 |
113.58 |
|