Euro Bund Future March 2008
| Trading Metrics calculated at close of trading on 04-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2007 |
04-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
114.92 |
115.38 |
0.46 |
0.4% |
115.61 |
| High |
115.51 |
115.79 |
0.28 |
0.2% |
116.33 |
| Low |
114.73 |
115.24 |
0.51 |
0.4% |
114.53 |
| Close |
115.26 |
115.72 |
0.46 |
0.4% |
114.81 |
| Range |
0.78 |
0.55 |
-0.23 |
-29.5% |
1.80 |
| ATR |
0.59 |
0.59 |
0.00 |
-0.5% |
0.00 |
| Volume |
622,019 |
1,285,109 |
663,090 |
106.6% |
378,020 |
|
| Daily Pivots for day following 04-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.23 |
117.03 |
116.02 |
|
| R3 |
116.68 |
116.48 |
115.87 |
|
| R2 |
116.13 |
116.13 |
115.82 |
|
| R1 |
115.93 |
115.93 |
115.77 |
116.03 |
| PP |
115.58 |
115.58 |
115.58 |
115.64 |
| S1 |
115.38 |
115.38 |
115.67 |
115.48 |
| S2 |
115.03 |
115.03 |
115.62 |
|
| S3 |
114.48 |
114.83 |
115.57 |
|
| S4 |
113.93 |
114.28 |
115.42 |
|
|
| 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 |
115.79 |
114.53 |
1.26 |
1.1% |
0.70 |
0.6% |
94% |
True |
False |
441,983 |
| 10 |
116.33 |
114.53 |
1.80 |
1.6% |
0.64 |
0.6% |
66% |
False |
False |
232,331 |
| 20 |
116.33 |
114.27 |
2.06 |
1.8% |
0.57 |
0.5% |
70% |
False |
False |
119,274 |
| 40 |
116.33 |
112.00 |
4.33 |
3.7% |
0.49 |
0.4% |
86% |
False |
False |
60,158 |
| 60 |
116.33 |
112.00 |
4.33 |
3.7% |
0.44 |
0.4% |
86% |
False |
False |
40,204 |
| 80 |
116.33 |
112.00 |
4.33 |
3.7% |
0.36 |
0.3% |
86% |
False |
False |
30,252 |
| 100 |
116.33 |
110.60 |
5.73 |
5.0% |
0.29 |
0.3% |
89% |
False |
False |
24,325 |
| 120 |
116.33 |
109.51 |
6.82 |
5.9% |
0.24 |
0.2% |
91% |
False |
False |
20,385 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.13 |
|
2.618 |
117.23 |
|
1.618 |
116.68 |
|
1.000 |
116.34 |
|
0.618 |
116.13 |
|
HIGH |
115.79 |
|
0.618 |
115.58 |
|
0.500 |
115.52 |
|
0.382 |
115.45 |
|
LOW |
115.24 |
|
0.618 |
114.90 |
|
1.000 |
114.69 |
|
1.618 |
114.35 |
|
2.618 |
113.80 |
|
4.250 |
112.90 |
|
|
| Fisher Pivots for day following 04-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
115.65 |
115.53 |
| PP |
115.58 |
115.35 |
| S1 |
115.52 |
115.16 |
|