Euro Bund Future March 2008
Trading Metrics calculated at close of trading on 05-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2007 |
05-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
114.20 |
114.34 |
0.14 |
0.1% |
114.34 |
High |
114.54 |
114.60 |
0.06 |
0.1% |
114.54 |
Low |
113.85 |
114.29 |
0.44 |
0.4% |
113.08 |
Close |
114.31 |
114.35 |
0.04 |
0.0% |
114.31 |
Range |
0.69 |
0.31 |
-0.38 |
-55.1% |
1.46 |
ATR |
0.49 |
0.47 |
-0.01 |
-2.6% |
0.00 |
Volume |
2,184 |
358 |
-1,826 |
-83.6% |
7,894 |
|
Daily Pivots for day following 05-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115.34 |
115.16 |
114.52 |
|
R3 |
115.03 |
114.85 |
114.44 |
|
R2 |
114.72 |
114.72 |
114.41 |
|
R1 |
114.54 |
114.54 |
114.38 |
114.63 |
PP |
114.41 |
114.41 |
114.41 |
114.46 |
S1 |
114.23 |
114.23 |
114.32 |
114.32 |
S2 |
114.10 |
114.10 |
114.29 |
|
S3 |
113.79 |
113.92 |
114.26 |
|
S4 |
113.48 |
113.61 |
114.18 |
|
|
Weekly Pivots for week ending 02-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118.36 |
117.79 |
115.11 |
|
R3 |
116.90 |
116.33 |
114.71 |
|
R2 |
115.44 |
115.44 |
114.58 |
|
R1 |
114.87 |
114.87 |
114.44 |
114.43 |
PP |
113.98 |
113.98 |
113.98 |
113.75 |
S1 |
113.41 |
113.41 |
114.18 |
112.97 |
S2 |
112.52 |
112.52 |
114.04 |
|
S3 |
111.06 |
111.95 |
113.91 |
|
S4 |
109.60 |
110.49 |
113.51 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
114.60 |
113.08 |
1.52 |
1.3% |
0.59 |
0.5% |
84% |
True |
False |
1,307 |
10 |
114.68 |
113.08 |
1.60 |
1.4% |
0.42 |
0.4% |
79% |
False |
False |
1,080 |
20 |
114.68 |
112.00 |
2.68 |
2.3% |
0.41 |
0.4% |
88% |
False |
False |
976 |
40 |
115.10 |
112.00 |
3.10 |
2.7% |
0.37 |
0.3% |
76% |
False |
False |
636 |
60 |
115.21 |
112.00 |
3.21 |
2.8% |
0.29 |
0.3% |
73% |
False |
False |
558 |
80 |
115.21 |
110.17 |
5.04 |
4.4% |
0.22 |
0.2% |
83% |
False |
False |
599 |
100 |
115.21 |
109.51 |
5.70 |
5.0% |
0.17 |
0.2% |
85% |
False |
False |
612 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
115.92 |
2.618 |
115.41 |
1.618 |
115.10 |
1.000 |
114.91 |
0.618 |
114.79 |
HIGH |
114.60 |
0.618 |
114.48 |
0.500 |
114.45 |
0.382 |
114.41 |
LOW |
114.29 |
0.618 |
114.10 |
1.000 |
113.98 |
1.618 |
113.79 |
2.618 |
113.48 |
4.250 |
112.97 |
|
|
Fisher Pivots for day following 05-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
114.45 |
114.18 |
PP |
114.41 |
114.01 |
S1 |
114.38 |
113.84 |
|