Euro Bund Future March 2008
| Trading Metrics calculated at close of trading on 05-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2007 |
05-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
115.38 |
115.58 |
0.20 |
0.2% |
115.61 |
| High |
115.79 |
115.89 |
0.10 |
0.1% |
116.33 |
| Low |
115.24 |
115.48 |
0.24 |
0.2% |
114.53 |
| Close |
115.72 |
115.58 |
-0.14 |
-0.1% |
114.81 |
| Range |
0.55 |
0.41 |
-0.14 |
-25.5% |
1.80 |
| ATR |
0.59 |
0.58 |
-0.01 |
-2.2% |
0.00 |
| Volume |
1,285,109 |
1,172,377 |
-112,732 |
-8.8% |
378,020 |
|
| Daily Pivots for day following 05-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.88 |
116.64 |
115.81 |
|
| R3 |
116.47 |
116.23 |
115.69 |
|
| R2 |
116.06 |
116.06 |
115.66 |
|
| R1 |
115.82 |
115.82 |
115.62 |
115.79 |
| PP |
115.65 |
115.65 |
115.65 |
115.63 |
| S1 |
115.41 |
115.41 |
115.54 |
115.38 |
| S2 |
115.24 |
115.24 |
115.50 |
|
| S3 |
114.83 |
115.00 |
115.47 |
|
| S4 |
114.42 |
114.59 |
115.35 |
|
|
| Weekly Pivots for week ending 30-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.62 |
119.52 |
115.80 |
|
| R3 |
118.82 |
117.72 |
115.31 |
|
| R2 |
117.02 |
117.02 |
115.14 |
|
| R1 |
115.92 |
115.92 |
114.98 |
115.57 |
| PP |
115.22 |
115.22 |
115.22 |
115.05 |
| S1 |
114.12 |
114.12 |
114.65 |
113.77 |
| S2 |
113.42 |
113.42 |
114.48 |
|
| S3 |
111.62 |
112.32 |
114.32 |
|
| S4 |
109.82 |
110.52 |
113.82 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115.89 |
114.53 |
1.36 |
1.2% |
0.64 |
0.6% |
77% |
True |
False |
659,443 |
| 10 |
116.33 |
114.53 |
1.80 |
1.6% |
0.64 |
0.6% |
58% |
False |
False |
347,524 |
| 20 |
116.33 |
114.29 |
2.04 |
1.8% |
0.56 |
0.5% |
63% |
False |
False |
177,697 |
| 40 |
116.33 |
112.00 |
4.33 |
3.7% |
0.50 |
0.4% |
83% |
False |
False |
89,454 |
| 60 |
116.33 |
112.00 |
4.33 |
3.7% |
0.44 |
0.4% |
83% |
False |
False |
59,743 |
| 80 |
116.33 |
112.00 |
4.33 |
3.7% |
0.37 |
0.3% |
83% |
False |
False |
44,890 |
| 100 |
116.33 |
110.80 |
5.53 |
4.8% |
0.29 |
0.3% |
86% |
False |
False |
36,049 |
| 120 |
116.33 |
109.51 |
6.82 |
5.9% |
0.25 |
0.2% |
89% |
False |
False |
30,149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.63 |
|
2.618 |
116.96 |
|
1.618 |
116.55 |
|
1.000 |
116.30 |
|
0.618 |
116.14 |
|
HIGH |
115.89 |
|
0.618 |
115.73 |
|
0.500 |
115.69 |
|
0.382 |
115.64 |
|
LOW |
115.48 |
|
0.618 |
115.23 |
|
1.000 |
115.07 |
|
1.618 |
114.82 |
|
2.618 |
114.41 |
|
4.250 |
113.74 |
|
|
| Fisher Pivots for day following 05-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
115.69 |
115.49 |
| PP |
115.65 |
115.40 |
| S1 |
115.62 |
115.31 |
|