Euro Bund Future March 2008
| Trading Metrics calculated at close of trading on 31-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2007 |
31-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
114.21 |
114.18 |
-0.03 |
0.0% |
113.99 |
| High |
114.30 |
114.18 |
-0.12 |
-0.1% |
114.68 |
| Low |
114.17 |
113.38 |
-0.79 |
-0.7% |
113.94 |
| Close |
114.24 |
113.77 |
-0.47 |
-0.4% |
114.22 |
| Range |
0.13 |
0.80 |
0.67 |
515.4% |
0.74 |
| ATR |
0.39 |
0.43 |
0.03 |
8.4% |
0.00 |
| Volume |
248 |
2,915 |
2,667 |
1,075.4% |
2,685 |
|
| Daily Pivots for day following 31-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.18 |
115.77 |
114.21 |
|
| R3 |
115.38 |
114.97 |
113.99 |
|
| R2 |
114.58 |
114.58 |
113.92 |
|
| R1 |
114.17 |
114.17 |
113.84 |
113.98 |
| PP |
113.78 |
113.78 |
113.78 |
113.68 |
| S1 |
113.37 |
113.37 |
113.70 |
113.18 |
| S2 |
112.98 |
112.98 |
113.62 |
|
| S3 |
112.18 |
112.57 |
113.55 |
|
| S4 |
111.38 |
111.77 |
113.33 |
|
|
| 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 |
114.55 |
113.38 |
1.17 |
1.0% |
0.31 |
0.3% |
33% |
False |
True |
1,157 |
| 10 |
114.68 |
112.65 |
2.03 |
1.8% |
0.41 |
0.4% |
55% |
False |
False |
929 |
| 20 |
114.68 |
112.00 |
2.68 |
2.4% |
0.38 |
0.3% |
66% |
False |
False |
876 |
| 40 |
115.21 |
112.00 |
3.21 |
2.8% |
0.36 |
0.3% |
55% |
False |
False |
558 |
| 60 |
115.21 |
112.00 |
3.21 |
2.8% |
0.25 |
0.2% |
55% |
False |
False |
513 |
| 80 |
115.21 |
109.97 |
5.24 |
4.6% |
0.19 |
0.2% |
73% |
False |
False |
569 |
| 100 |
115.21 |
109.45 |
5.76 |
5.1% |
0.15 |
0.1% |
75% |
False |
False |
586 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.58 |
|
2.618 |
116.27 |
|
1.618 |
115.47 |
|
1.000 |
114.98 |
|
0.618 |
114.67 |
|
HIGH |
114.18 |
|
0.618 |
113.87 |
|
0.500 |
113.78 |
|
0.382 |
113.69 |
|
LOW |
113.38 |
|
0.618 |
112.89 |
|
1.000 |
112.58 |
|
1.618 |
112.09 |
|
2.618 |
111.29 |
|
4.250 |
109.98 |
|
|
| Fisher Pivots for day following 31-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
113.78 |
113.87 |
| PP |
113.78 |
113.84 |
| S1 |
113.77 |
113.80 |
|