Euro Bund Future March 2008
| Trading Metrics calculated at close of trading on 07-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2007 |
07-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
114.11 |
114.32 |
0.21 |
0.2% |
114.34 |
| High |
114.36 |
114.80 |
0.44 |
0.4% |
114.54 |
| Low |
114.08 |
114.27 |
0.19 |
0.2% |
113.08 |
| Close |
114.24 |
114.55 |
0.31 |
0.3% |
114.31 |
| Range |
0.28 |
0.53 |
0.25 |
89.3% |
1.46 |
| ATR |
0.46 |
0.47 |
0.01 |
1.5% |
0.00 |
| Volume |
1,583 |
3,917 |
2,334 |
147.4% |
7,894 |
|
| Daily Pivots for day following 07-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.13 |
115.87 |
114.84 |
|
| R3 |
115.60 |
115.34 |
114.70 |
|
| R2 |
115.07 |
115.07 |
114.65 |
|
| R1 |
114.81 |
114.81 |
114.60 |
114.94 |
| PP |
114.54 |
114.54 |
114.54 |
114.61 |
| S1 |
114.28 |
114.28 |
114.50 |
114.41 |
| S2 |
114.01 |
114.01 |
114.45 |
|
| S3 |
113.48 |
113.75 |
114.40 |
|
| S4 |
112.95 |
113.22 |
114.26 |
|
|
| Weekly Pivots for week ending 02-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.36 |
117.79 |
115.11 |
|
| R3 |
116.90 |
116.33 |
114.71 |
|
| R2 |
115.44 |
115.44 |
114.58 |
|
| R1 |
114.87 |
114.87 |
114.44 |
114.43 |
| PP |
113.98 |
113.98 |
113.98 |
113.75 |
| S1 |
113.41 |
113.41 |
114.18 |
112.97 |
| S2 |
112.52 |
112.52 |
114.04 |
|
| S3 |
111.06 |
111.95 |
113.91 |
|
| S4 |
109.60 |
110.49 |
113.51 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114.80 |
113.08 |
1.72 |
1.5% |
0.57 |
0.5% |
85% |
True |
False |
1,774 |
| 10 |
114.80 |
113.08 |
1.72 |
1.5% |
0.44 |
0.4% |
85% |
True |
False |
1,465 |
| 20 |
114.80 |
112.00 |
2.80 |
2.4% |
0.43 |
0.4% |
91% |
True |
False |
1,211 |
| 40 |
114.94 |
112.00 |
2.94 |
2.6% |
0.38 |
0.3% |
87% |
False |
False |
766 |
| 60 |
115.21 |
112.00 |
3.21 |
2.8% |
0.30 |
0.3% |
79% |
False |
False |
621 |
| 80 |
115.21 |
110.80 |
4.41 |
3.8% |
0.23 |
0.2% |
85% |
False |
False |
636 |
| 100 |
115.21 |
109.51 |
5.70 |
5.0% |
0.18 |
0.2% |
88% |
False |
False |
639 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.05 |
|
2.618 |
116.19 |
|
1.618 |
115.66 |
|
1.000 |
115.33 |
|
0.618 |
115.13 |
|
HIGH |
114.80 |
|
0.618 |
114.60 |
|
0.500 |
114.54 |
|
0.382 |
114.47 |
|
LOW |
114.27 |
|
0.618 |
113.94 |
|
1.000 |
113.74 |
|
1.618 |
113.41 |
|
2.618 |
112.88 |
|
4.250 |
112.02 |
|
|
| Fisher Pivots for day following 07-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
114.55 |
114.51 |
| PP |
114.54 |
114.48 |
| S1 |
114.54 |
114.44 |
|