Euro Bund Future March 2008
| Trading Metrics calculated at close of trading on 26-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2007 |
26-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
114.52 |
114.42 |
-0.10 |
-0.1% |
113.99 |
| High |
114.55 |
114.49 |
-0.06 |
-0.1% |
114.68 |
| Low |
114.33 |
114.20 |
-0.13 |
-0.1% |
113.94 |
| Close |
114.44 |
114.22 |
-0.22 |
-0.2% |
114.22 |
| Range |
0.22 |
0.29 |
0.07 |
31.8% |
0.74 |
| ATR |
0.44 |
0.43 |
-0.01 |
-2.5% |
0.00 |
| Volume |
709 |
198 |
-511 |
-72.1% |
2,685 |
|
| Daily Pivots for day following 26-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.17 |
114.99 |
114.38 |
|
| R3 |
114.88 |
114.70 |
114.30 |
|
| R2 |
114.59 |
114.59 |
114.27 |
|
| R1 |
114.41 |
114.41 |
114.25 |
114.36 |
| PP |
114.30 |
114.30 |
114.30 |
114.28 |
| S1 |
114.12 |
114.12 |
114.19 |
114.07 |
| S2 |
114.01 |
114.01 |
114.17 |
|
| S3 |
113.72 |
113.83 |
114.14 |
|
| S4 |
113.43 |
113.54 |
114.06 |
|
|
| Weekly Pivots for week ending 26-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.50 |
116.10 |
114.63 |
|
| R3 |
115.76 |
115.36 |
114.42 |
|
| R2 |
115.02 |
115.02 |
114.36 |
|
| R1 |
114.62 |
114.62 |
114.29 |
114.82 |
| PP |
114.28 |
114.28 |
114.28 |
114.38 |
| S1 |
113.88 |
113.88 |
114.15 |
114.08 |
| S2 |
113.54 |
113.54 |
114.08 |
|
| S3 |
112.80 |
113.14 |
114.02 |
|
| S4 |
112.06 |
112.40 |
113.81 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114.68 |
113.94 |
0.74 |
0.6% |
0.34 |
0.3% |
38% |
False |
False |
537 |
| 10 |
114.68 |
112.00 |
2.68 |
2.3% |
0.40 |
0.3% |
83% |
False |
False |
765 |
| 20 |
114.68 |
112.00 |
2.68 |
2.3% |
0.39 |
0.3% |
83% |
False |
False |
685 |
| 40 |
115.21 |
112.00 |
3.21 |
2.8% |
0.36 |
0.3% |
69% |
False |
False |
452 |
| 60 |
115.21 |
111.88 |
3.33 |
2.9% |
0.24 |
0.2% |
70% |
False |
False |
460 |
| 80 |
115.21 |
109.74 |
5.47 |
4.8% |
0.18 |
0.2% |
82% |
False |
False |
517 |
| 100 |
115.21 |
109.45 |
5.76 |
5.0% |
0.14 |
0.1% |
83% |
False |
False |
557 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.72 |
|
2.618 |
115.25 |
|
1.618 |
114.96 |
|
1.000 |
114.78 |
|
0.618 |
114.67 |
|
HIGH |
114.49 |
|
0.618 |
114.38 |
|
0.500 |
114.35 |
|
0.382 |
114.31 |
|
LOW |
114.20 |
|
0.618 |
114.02 |
|
1.000 |
113.91 |
|
1.618 |
113.73 |
|
2.618 |
113.44 |
|
4.250 |
112.97 |
|
|
| Fisher Pivots for day following 26-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
114.35 |
114.44 |
| PP |
114.30 |
114.37 |
| S1 |
114.26 |
114.29 |
|