Euro Bund Future March 2008
Trading Metrics calculated at close of trading on 19-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2007 |
19-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
115.06 |
114.81 |
-0.25 |
-0.2% |
115.18 |
High |
115.22 |
115.70 |
0.48 |
0.4% |
115.29 |
Low |
114.80 |
114.81 |
0.01 |
0.0% |
114.29 |
Close |
115.00 |
115.50 |
0.50 |
0.4% |
115.00 |
Range |
0.42 |
0.89 |
0.47 |
111.9% |
1.00 |
ATR |
0.47 |
0.50 |
0.03 |
6.4% |
0.00 |
Volume |
11,319 |
11,998 |
679 |
6.0% |
30,233 |
|
Daily Pivots for day following 19-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118.01 |
117.64 |
115.99 |
|
R3 |
117.12 |
116.75 |
115.74 |
|
R2 |
116.23 |
116.23 |
115.66 |
|
R1 |
115.86 |
115.86 |
115.58 |
116.05 |
PP |
115.34 |
115.34 |
115.34 |
115.43 |
S1 |
114.97 |
114.97 |
115.42 |
115.16 |
S2 |
114.45 |
114.45 |
115.34 |
|
S3 |
113.56 |
114.08 |
115.26 |
|
S4 |
112.67 |
113.19 |
115.01 |
|
|
Weekly Pivots for week ending 16-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117.86 |
117.43 |
115.55 |
|
R3 |
116.86 |
116.43 |
115.28 |
|
R2 |
115.86 |
115.86 |
115.18 |
|
R1 |
115.43 |
115.43 |
115.09 |
115.15 |
PP |
114.86 |
114.86 |
114.86 |
114.72 |
S1 |
114.43 |
114.43 |
114.91 |
114.15 |
S2 |
113.86 |
113.86 |
114.82 |
|
S3 |
112.86 |
113.43 |
114.73 |
|
S4 |
111.86 |
112.43 |
114.45 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
115.70 |
114.29 |
1.41 |
1.2% |
0.53 |
0.5% |
86% |
True |
False |
7,230 |
10 |
115.70 |
114.08 |
1.62 |
1.4% |
0.49 |
0.4% |
88% |
True |
False |
5,237 |
20 |
115.70 |
113.08 |
2.62 |
2.3% |
0.45 |
0.4% |
92% |
True |
False |
3,159 |
40 |
115.70 |
112.00 |
3.70 |
3.2% |
0.42 |
0.4% |
95% |
True |
False |
1,889 |
60 |
115.70 |
112.00 |
3.70 |
3.2% |
0.37 |
0.3% |
95% |
True |
False |
1,331 |
80 |
115.70 |
111.88 |
3.82 |
3.3% |
0.28 |
0.2% |
95% |
True |
False |
1,141 |
100 |
115.70 |
109.67 |
6.03 |
5.2% |
0.22 |
0.2% |
97% |
True |
False |
1,049 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
119.48 |
2.618 |
118.03 |
1.618 |
117.14 |
1.000 |
116.59 |
0.618 |
116.25 |
HIGH |
115.70 |
0.618 |
115.36 |
0.500 |
115.26 |
0.382 |
115.15 |
LOW |
114.81 |
0.618 |
114.26 |
1.000 |
113.92 |
1.618 |
113.37 |
2.618 |
112.48 |
4.250 |
111.03 |
|
|
Fisher Pivots for day following 19-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
115.42 |
115.37 |
PP |
115.34 |
115.24 |
S1 |
115.26 |
115.12 |
|