Euro Bund Future December 2007
| Trading Metrics calculated at close of trading on 02-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2007 |
02-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
112.77 |
112.77 |
0.00 |
0.0% |
113.85 |
| High |
113.77 |
113.77 |
0.00 |
0.0% |
114.06 |
| Low |
112.58 |
112.58 |
0.00 |
0.0% |
112.58 |
| Close |
113.57 |
113.57 |
0.00 |
0.0% |
113.57 |
| Range |
1.19 |
1.19 |
0.00 |
0.0% |
1.48 |
| ATR |
0.60 |
0.64 |
0.04 |
7.0% |
0.00 |
| Volume |
1,610,410 |
0 |
-1,610,410 |
-100.0% |
4,068,806 |
|
| Daily Pivots for day following 02-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.88 |
116.41 |
114.22 |
|
| R3 |
115.69 |
115.22 |
113.90 |
|
| R2 |
114.50 |
114.50 |
113.79 |
|
| R1 |
114.03 |
114.03 |
113.68 |
114.27 |
| PP |
113.31 |
113.31 |
113.31 |
113.42 |
| S1 |
112.84 |
112.84 |
113.46 |
113.08 |
| S2 |
112.12 |
112.12 |
113.35 |
|
| S3 |
110.93 |
111.65 |
113.24 |
|
| S4 |
109.74 |
110.46 |
112.92 |
|
|
| Weekly Pivots for week ending 02-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.84 |
117.19 |
114.38 |
|
| R3 |
116.36 |
115.71 |
113.98 |
|
| R2 |
114.88 |
114.88 |
113.84 |
|
| R1 |
114.23 |
114.23 |
113.71 |
113.82 |
| PP |
113.40 |
113.40 |
113.40 |
113.20 |
| S1 |
112.75 |
112.75 |
113.43 |
112.34 |
| S2 |
111.92 |
111.92 |
113.30 |
|
| S3 |
110.44 |
111.27 |
113.16 |
|
| S4 |
108.96 |
109.79 |
112.76 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114.06 |
112.58 |
1.48 |
1.3% |
0.84 |
0.7% |
67% |
False |
True |
813,761 |
| 10 |
114.23 |
112.58 |
1.65 |
1.5% |
0.64 |
0.6% |
60% |
False |
True |
1,036,087 |
| 20 |
114.23 |
111.54 |
2.69 |
2.4% |
0.58 |
0.5% |
75% |
False |
False |
1,088,442 |
| 40 |
114.98 |
111.54 |
3.44 |
3.0% |
0.57 |
0.5% |
59% |
False |
False |
1,110,245 |
| 60 |
114.98 |
111.54 |
3.44 |
3.0% |
0.56 |
0.5% |
59% |
False |
False |
839,023 |
| 80 |
114.98 |
110.05 |
4.93 |
4.3% |
0.54 |
0.5% |
71% |
False |
False |
629,828 |
| 100 |
114.98 |
109.40 |
5.58 |
4.9% |
0.51 |
0.5% |
75% |
False |
False |
504,066 |
| 120 |
114.98 |
109.30 |
5.68 |
5.0% |
0.46 |
0.4% |
75% |
False |
False |
420,267 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.83 |
|
2.618 |
116.89 |
|
1.618 |
115.70 |
|
1.000 |
114.96 |
|
0.618 |
114.51 |
|
HIGH |
113.77 |
|
0.618 |
113.32 |
|
0.500 |
113.18 |
|
0.382 |
113.03 |
|
LOW |
112.58 |
|
0.618 |
111.84 |
|
1.000 |
111.39 |
|
1.618 |
110.65 |
|
2.618 |
109.46 |
|
4.250 |
107.52 |
|
|
| Fisher Pivots for day following 02-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
113.44 |
113.47 |
| PP |
113.31 |
113.37 |
| S1 |
113.18 |
113.27 |
|