Euro Bund Future March 2008
| Trading Metrics calculated at close of trading on 12-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2007 |
12-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
114.76 |
115.18 |
0.42 |
0.4% |
114.34 |
| High |
115.20 |
115.29 |
0.09 |
0.1% |
115.20 |
| Low |
114.64 |
114.95 |
0.31 |
0.3% |
114.08 |
| Close |
115.17 |
115.03 |
-0.14 |
-0.1% |
115.17 |
| Range |
0.56 |
0.34 |
-0.22 |
-39.3% |
1.12 |
| ATR |
0.48 |
0.47 |
-0.01 |
-2.0% |
0.00 |
| Volume |
2,279 |
6,077 |
3,798 |
166.7% |
10,504 |
|
| Daily Pivots for day following 12-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.11 |
115.91 |
115.22 |
|
| R3 |
115.77 |
115.57 |
115.12 |
|
| R2 |
115.43 |
115.43 |
115.09 |
|
| R1 |
115.23 |
115.23 |
115.06 |
115.16 |
| PP |
115.09 |
115.09 |
115.09 |
115.06 |
| S1 |
114.89 |
114.89 |
115.00 |
114.82 |
| S2 |
114.75 |
114.75 |
114.97 |
|
| S3 |
114.41 |
114.55 |
114.94 |
|
| S4 |
114.07 |
114.21 |
114.84 |
|
|
| Weekly Pivots for week ending 09-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.18 |
117.79 |
115.79 |
|
| R3 |
117.06 |
116.67 |
115.48 |
|
| R2 |
115.94 |
115.94 |
115.38 |
|
| R1 |
115.55 |
115.55 |
115.27 |
115.75 |
| PP |
114.82 |
114.82 |
114.82 |
114.91 |
| S1 |
114.43 |
114.43 |
115.07 |
114.63 |
| S2 |
113.70 |
113.70 |
114.96 |
|
| S3 |
112.58 |
113.31 |
114.86 |
|
| S4 |
111.46 |
112.19 |
114.55 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115.29 |
114.08 |
1.21 |
1.1% |
0.44 |
0.4% |
79% |
True |
False |
3,244 |
| 10 |
115.29 |
113.08 |
2.21 |
1.9% |
0.52 |
0.4% |
88% |
True |
False |
2,275 |
| 20 |
115.29 |
112.05 |
3.24 |
2.8% |
0.45 |
0.4% |
92% |
True |
False |
1,592 |
| 40 |
115.29 |
112.00 |
3.29 |
2.9% |
0.39 |
0.3% |
92% |
True |
False |
1,004 |
| 60 |
115.29 |
112.00 |
3.29 |
2.9% |
0.33 |
0.3% |
92% |
True |
False |
764 |
| 80 |
115.29 |
111.76 |
3.53 |
3.1% |
0.24 |
0.2% |
93% |
True |
False |
760 |
| 100 |
115.29 |
109.67 |
5.62 |
4.9% |
0.20 |
0.2% |
95% |
True |
False |
726 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.74 |
|
2.618 |
116.18 |
|
1.618 |
115.84 |
|
1.000 |
115.63 |
|
0.618 |
115.50 |
|
HIGH |
115.29 |
|
0.618 |
115.16 |
|
0.500 |
115.12 |
|
0.382 |
115.08 |
|
LOW |
114.95 |
|
0.618 |
114.74 |
|
1.000 |
114.61 |
|
1.618 |
114.40 |
|
2.618 |
114.06 |
|
4.250 |
113.51 |
|
|
| Fisher Pivots for day following 12-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
115.12 |
114.98 |
| PP |
115.09 |
114.93 |
| S1 |
115.06 |
114.88 |
|