Euro Bund Future March 2008
| Trading Metrics calculated at close of trading on 20-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2007 |
20-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
113.17 |
113.33 |
0.16 |
0.1% |
114.32 |
| High |
113.60 |
113.65 |
0.05 |
0.0% |
114.36 |
| Low |
112.97 |
113.19 |
0.22 |
0.2% |
112.85 |
| Close |
113.10 |
113.50 |
0.40 |
0.4% |
112.98 |
| Range |
0.63 |
0.46 |
-0.17 |
-27.0% |
1.51 |
| ATR |
0.63 |
0.62 |
-0.01 |
-0.9% |
0.00 |
| Volume |
725,781 |
525,113 |
-200,668 |
-27.6% |
4,896,030 |
|
| Daily Pivots for day following 20-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.83 |
114.62 |
113.75 |
|
| R3 |
114.37 |
114.16 |
113.63 |
|
| R2 |
113.91 |
113.91 |
113.58 |
|
| R1 |
113.70 |
113.70 |
113.54 |
113.81 |
| PP |
113.45 |
113.45 |
113.45 |
113.50 |
| S1 |
113.24 |
113.24 |
113.46 |
113.35 |
| S2 |
112.99 |
112.99 |
113.42 |
|
| S3 |
112.53 |
112.78 |
113.37 |
|
| S4 |
112.07 |
112.32 |
113.25 |
|
|
| 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 |
113.65 |
112.90 |
0.75 |
0.7% |
0.46 |
0.4% |
80% |
True |
False |
620,324 |
| 10 |
115.15 |
112.85 |
2.30 |
2.0% |
0.68 |
0.6% |
28% |
False |
False |
854,705 |
| 20 |
116.33 |
112.85 |
3.48 |
3.1% |
0.68 |
0.6% |
19% |
False |
False |
656,761 |
| 40 |
116.33 |
112.85 |
3.48 |
3.1% |
0.57 |
0.5% |
19% |
False |
False |
330,778 |
| 60 |
116.33 |
112.00 |
4.33 |
3.8% |
0.51 |
0.4% |
35% |
False |
False |
220,763 |
| 80 |
116.33 |
112.00 |
4.33 |
3.8% |
0.46 |
0.4% |
35% |
False |
False |
165,616 |
| 100 |
116.33 |
111.88 |
4.45 |
3.9% |
0.37 |
0.3% |
36% |
False |
False |
132,590 |
| 120 |
116.33 |
109.67 |
6.66 |
5.9% |
0.31 |
0.3% |
58% |
False |
False |
110,606 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.61 |
|
2.618 |
114.85 |
|
1.618 |
114.39 |
|
1.000 |
114.11 |
|
0.618 |
113.93 |
|
HIGH |
113.65 |
|
0.618 |
113.47 |
|
0.500 |
113.42 |
|
0.382 |
113.37 |
|
LOW |
113.19 |
|
0.618 |
112.91 |
|
1.000 |
112.73 |
|
1.618 |
112.45 |
|
2.618 |
111.99 |
|
4.250 |
111.24 |
|
|
| Fisher Pivots for day following 20-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
113.47 |
113.43 |
| PP |
113.45 |
113.35 |
| S1 |
113.42 |
113.28 |
|