Euro Bund Future March 2008
Trading Metrics calculated at close of trading on 13-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2007 |
13-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
115.18 |
115.02 |
-0.16 |
-0.1% |
114.34 |
High |
115.29 |
115.07 |
-0.22 |
-0.2% |
115.20 |
Low |
114.95 |
114.61 |
-0.34 |
-0.3% |
114.08 |
Close |
115.03 |
114.82 |
-0.21 |
-0.2% |
115.17 |
Range |
0.34 |
0.46 |
0.12 |
35.3% |
1.12 |
ATR |
0.47 |
0.47 |
0.00 |
-0.1% |
0.00 |
Volume |
6,077 |
4,285 |
-1,792 |
-29.5% |
10,504 |
|
Daily Pivots for day following 13-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116.21 |
115.98 |
115.07 |
|
R3 |
115.75 |
115.52 |
114.95 |
|
R2 |
115.29 |
115.29 |
114.90 |
|
R1 |
115.06 |
115.06 |
114.86 |
114.95 |
PP |
114.83 |
114.83 |
114.83 |
114.78 |
S1 |
114.60 |
114.60 |
114.78 |
114.49 |
S2 |
114.37 |
114.37 |
114.74 |
|
S3 |
113.91 |
114.14 |
114.69 |
|
S4 |
113.45 |
113.68 |
114.57 |
|
|
Weekly Pivots for week ending 09-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118.18 |
117.79 |
115.79 |
|
R3 |
117.06 |
116.67 |
115.48 |
|
R2 |
115.94 |
115.94 |
115.38 |
|
R1 |
115.55 |
115.55 |
115.27 |
115.75 |
PP |
114.82 |
114.82 |
114.82 |
114.91 |
S1 |
114.43 |
114.43 |
115.07 |
114.63 |
S2 |
113.70 |
113.70 |
114.96 |
|
S3 |
112.58 |
113.31 |
114.86 |
|
S4 |
111.46 |
112.19 |
114.55 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
115.29 |
114.27 |
1.02 |
0.9% |
0.47 |
0.4% |
54% |
False |
False |
3,785 |
10 |
115.29 |
113.08 |
2.21 |
1.9% |
0.55 |
0.5% |
79% |
False |
False |
2,679 |
20 |
115.29 |
112.05 |
3.24 |
2.8% |
0.47 |
0.4% |
85% |
False |
False |
1,740 |
40 |
115.29 |
112.00 |
3.29 |
2.9% |
0.40 |
0.3% |
86% |
False |
False |
1,111 |
60 |
115.29 |
112.00 |
3.29 |
2.9% |
0.33 |
0.3% |
86% |
False |
False |
830 |
80 |
115.29 |
111.88 |
3.41 |
3.0% |
0.25 |
0.2% |
86% |
False |
False |
810 |
100 |
115.29 |
109.67 |
5.62 |
4.9% |
0.20 |
0.2% |
92% |
False |
False |
756 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
117.03 |
2.618 |
116.27 |
1.618 |
115.81 |
1.000 |
115.53 |
0.618 |
115.35 |
HIGH |
115.07 |
0.618 |
114.89 |
0.500 |
114.84 |
0.382 |
114.79 |
LOW |
114.61 |
0.618 |
114.33 |
1.000 |
114.15 |
1.618 |
113.87 |
2.618 |
113.41 |
4.250 |
112.66 |
|
|
Fisher Pivots for day following 13-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
114.84 |
114.95 |
PP |
114.83 |
114.91 |
S1 |
114.83 |
114.86 |
|