Euro Bund Future March 2008
| Trading Metrics calculated at close of trading on 15-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2007 |
15-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
114.46 |
114.66 |
0.20 |
0.2% |
114.34 |
| High |
114.66 |
115.05 |
0.39 |
0.3% |
115.20 |
| Low |
114.29 |
114.53 |
0.24 |
0.2% |
114.08 |
| Close |
114.61 |
114.79 |
0.18 |
0.2% |
115.17 |
| Range |
0.37 |
0.52 |
0.15 |
40.5% |
1.12 |
| ATR |
0.47 |
0.47 |
0.00 |
0.8% |
0.00 |
| Volume |
5,880 |
2,672 |
-3,208 |
-54.6% |
10,504 |
|
| Daily Pivots for day following 15-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.35 |
116.09 |
115.08 |
|
| R3 |
115.83 |
115.57 |
114.93 |
|
| R2 |
115.31 |
115.31 |
114.89 |
|
| R1 |
115.05 |
115.05 |
114.84 |
115.18 |
| PP |
114.79 |
114.79 |
114.79 |
114.86 |
| S1 |
114.53 |
114.53 |
114.74 |
114.66 |
| S2 |
114.27 |
114.27 |
114.69 |
|
| S3 |
113.75 |
114.01 |
114.65 |
|
| S4 |
113.23 |
113.49 |
114.50 |
|
|
| 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 |
114.29 |
1.00 |
0.9% |
0.45 |
0.4% |
50% |
False |
False |
4,238 |
| 10 |
115.29 |
113.85 |
1.44 |
1.3% |
0.45 |
0.4% |
65% |
False |
False |
3,160 |
| 20 |
115.29 |
113.08 |
2.21 |
1.9% |
0.46 |
0.4% |
77% |
False |
False |
2,036 |
| 40 |
115.29 |
112.00 |
3.29 |
2.9% |
0.39 |
0.3% |
85% |
False |
False |
1,313 |
| 60 |
115.29 |
112.00 |
3.29 |
2.9% |
0.35 |
0.3% |
85% |
False |
False |
944 |
| 80 |
115.29 |
111.88 |
3.41 |
3.0% |
0.26 |
0.2% |
85% |
False |
False |
899 |
| 100 |
115.29 |
109.67 |
5.62 |
4.9% |
0.21 |
0.2% |
91% |
False |
False |
822 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.26 |
|
2.618 |
116.41 |
|
1.618 |
115.89 |
|
1.000 |
115.57 |
|
0.618 |
115.37 |
|
HIGH |
115.05 |
|
0.618 |
114.85 |
|
0.500 |
114.79 |
|
0.382 |
114.73 |
|
LOW |
114.53 |
|
0.618 |
114.21 |
|
1.000 |
114.01 |
|
1.618 |
113.69 |
|
2.618 |
113.17 |
|
4.250 |
112.32 |
|
|
| Fisher Pivots for day following 15-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
114.79 |
114.75 |
| PP |
114.79 |
114.72 |
| S1 |
114.79 |
114.68 |
|