Euro Bund Future March 2008
| Trading Metrics calculated at close of trading on 17-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2007 |
17-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
113.13 |
113.13 |
0.00 |
0.0% |
114.32 |
| High |
113.34 |
113.29 |
-0.05 |
0.0% |
114.36 |
| Low |
112.90 |
113.00 |
0.10 |
0.1% |
112.85 |
| Close |
112.98 |
113.13 |
0.15 |
0.1% |
112.98 |
| Range |
0.44 |
0.29 |
-0.15 |
-34.1% |
1.51 |
| ATR |
0.66 |
0.64 |
-0.03 |
-3.8% |
0.00 |
| Volume |
805,277 |
437,903 |
-367,374 |
-45.6% |
4,896,030 |
|
| Daily Pivots for day following 17-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.01 |
113.86 |
113.29 |
|
| R3 |
113.72 |
113.57 |
113.21 |
|
| R2 |
113.43 |
113.43 |
113.18 |
|
| R1 |
113.28 |
113.28 |
113.16 |
113.28 |
| PP |
113.14 |
113.14 |
113.14 |
113.14 |
| S1 |
112.99 |
112.99 |
113.10 |
112.99 |
| S2 |
112.85 |
112.85 |
113.08 |
|
| S3 |
112.56 |
112.70 |
113.05 |
|
| S4 |
112.27 |
112.41 |
112.97 |
|
|
| Weekly Pivots for week ending 14-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.93 |
116.96 |
113.81 |
|
| R3 |
116.42 |
115.45 |
113.40 |
|
| R2 |
114.91 |
114.91 |
113.26 |
|
| R1 |
113.94 |
113.94 |
113.12 |
113.67 |
| PP |
113.40 |
113.40 |
113.40 |
113.26 |
| S1 |
112.43 |
112.43 |
112.84 |
112.16 |
| S2 |
111.89 |
111.89 |
112.70 |
|
| S3 |
110.38 |
110.92 |
112.56 |
|
| S4 |
108.87 |
109.41 |
112.15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114.16 |
112.85 |
1.31 |
1.2% |
0.62 |
0.5% |
21% |
False |
False |
863,594 |
| 10 |
115.89 |
112.85 |
3.04 |
2.7% |
0.68 |
0.6% |
9% |
False |
False |
1,026,229 |
| 20 |
116.33 |
112.85 |
3.48 |
3.1% |
0.66 |
0.6% |
8% |
False |
False |
565,594 |
| 40 |
116.33 |
112.85 |
3.48 |
3.1% |
0.55 |
0.5% |
8% |
False |
False |
284,376 |
| 60 |
116.33 |
112.00 |
4.33 |
3.8% |
0.50 |
0.4% |
26% |
False |
False |
189,790 |
| 80 |
116.33 |
112.00 |
4.33 |
3.8% |
0.44 |
0.4% |
26% |
False |
False |
142,397 |
| 100 |
116.33 |
111.88 |
4.45 |
3.9% |
0.35 |
0.3% |
28% |
False |
False |
114,032 |
| 120 |
116.33 |
109.67 |
6.66 |
5.9% |
0.29 |
0.3% |
52% |
False |
False |
95,140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.52 |
|
2.618 |
114.05 |
|
1.618 |
113.76 |
|
1.000 |
113.58 |
|
0.618 |
113.47 |
|
HIGH |
113.29 |
|
0.618 |
113.18 |
|
0.500 |
113.15 |
|
0.382 |
113.11 |
|
LOW |
113.00 |
|
0.618 |
112.82 |
|
1.000 |
112.71 |
|
1.618 |
112.53 |
|
2.618 |
112.24 |
|
4.250 |
111.77 |
|
|
| Fisher Pivots for day following 17-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
113.15 |
113.13 |
| PP |
113.14 |
113.13 |
| S1 |
113.14 |
113.13 |
|