Euro Bund Future March 2008
| Trading Metrics calculated at close of trading on 10-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2007 |
10-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
115.12 |
114.32 |
-0.80 |
-0.7% |
114.92 |
| High |
115.15 |
114.36 |
-0.79 |
-0.7% |
115.89 |
| Low |
114.03 |
113.42 |
-0.61 |
-0.5% |
114.03 |
| Close |
114.10 |
113.52 |
-0.58 |
-0.5% |
114.10 |
| Range |
1.12 |
0.94 |
-0.18 |
-16.1% |
1.86 |
| ATR |
0.63 |
0.65 |
0.02 |
3.5% |
0.00 |
| Volume |
1,354,685 |
1,015,963 |
-338,722 |
-25.0% |
5,550,384 |
|
| Daily Pivots for day following 10-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.59 |
115.99 |
114.04 |
|
| R3 |
115.65 |
115.05 |
113.78 |
|
| R2 |
114.71 |
114.71 |
113.69 |
|
| R1 |
114.11 |
114.11 |
113.61 |
113.94 |
| PP |
113.77 |
113.77 |
113.77 |
113.68 |
| S1 |
113.17 |
113.17 |
113.43 |
113.00 |
| S2 |
112.83 |
112.83 |
113.35 |
|
| S3 |
111.89 |
112.23 |
113.26 |
|
| S4 |
110.95 |
111.29 |
113.00 |
|
|
| Weekly Pivots for week ending 07-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.25 |
119.04 |
115.12 |
|
| R3 |
118.39 |
117.18 |
114.61 |
|
| R2 |
116.53 |
116.53 |
114.44 |
|
| R1 |
115.32 |
115.32 |
114.27 |
115.00 |
| PP |
114.67 |
114.67 |
114.67 |
114.51 |
| S1 |
113.46 |
113.46 |
113.93 |
113.14 |
| S2 |
112.81 |
112.81 |
113.76 |
|
| S3 |
110.95 |
111.60 |
113.59 |
|
| S4 |
109.09 |
109.74 |
113.08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115.89 |
113.42 |
2.47 |
2.2% |
0.74 |
0.7% |
4% |
False |
True |
1,188,865 |
| 10 |
116.06 |
113.42 |
2.64 |
2.3% |
0.74 |
0.7% |
4% |
False |
True |
690,255 |
| 20 |
116.33 |
113.42 |
2.91 |
2.6% |
0.63 |
0.6% |
3% |
False |
True |
351,503 |
| 40 |
116.33 |
112.05 |
4.28 |
3.8% |
0.54 |
0.5% |
34% |
False |
False |
176,548 |
| 60 |
116.33 |
112.00 |
4.33 |
3.8% |
0.47 |
0.4% |
35% |
False |
False |
117,837 |
| 80 |
116.33 |
112.00 |
4.33 |
3.8% |
0.40 |
0.4% |
35% |
False |
False |
88,449 |
| 100 |
116.33 |
111.76 |
4.57 |
4.0% |
0.32 |
0.3% |
39% |
False |
False |
70,909 |
| 120 |
116.33 |
109.67 |
6.66 |
5.9% |
0.27 |
0.2% |
58% |
False |
False |
59,189 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.36 |
|
2.618 |
116.82 |
|
1.618 |
115.88 |
|
1.000 |
115.30 |
|
0.618 |
114.94 |
|
HIGH |
114.36 |
|
0.618 |
114.00 |
|
0.500 |
113.89 |
|
0.382 |
113.78 |
|
LOW |
113.42 |
|
0.618 |
112.84 |
|
1.000 |
112.48 |
|
1.618 |
111.90 |
|
2.618 |
110.96 |
|
4.250 |
109.43 |
|
|
| Fisher Pivots for day following 10-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
113.89 |
114.57 |
| PP |
113.77 |
114.22 |
| S1 |
113.64 |
113.87 |
|