Euro Bund Future December 2007
| Trading Metrics calculated at close of trading on 07-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2007 |
07-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
113.78 |
113.90 |
0.12 |
0.1% |
113.85 |
| High |
113.94 |
114.37 |
0.43 |
0.4% |
114.06 |
| Low |
113.62 |
113.77 |
0.15 |
0.1% |
112.58 |
| Close |
113.79 |
114.10 |
0.31 |
0.3% |
113.57 |
| Range |
0.32 |
0.60 |
0.28 |
87.5% |
1.48 |
| ATR |
0.62 |
0.62 |
0.00 |
-0.2% |
0.00 |
| Volume |
951,608 |
1,489,084 |
537,476 |
56.5% |
4,068,806 |
|
| Daily Pivots for day following 07-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.88 |
115.59 |
114.43 |
|
| R3 |
115.28 |
114.99 |
114.27 |
|
| R2 |
114.68 |
114.68 |
114.21 |
|
| R1 |
114.39 |
114.39 |
114.16 |
114.54 |
| PP |
114.08 |
114.08 |
114.08 |
114.15 |
| S1 |
113.79 |
113.79 |
114.05 |
113.94 |
| S2 |
113.48 |
113.48 |
113.99 |
|
| S3 |
112.88 |
113.19 |
113.94 |
|
| S4 |
112.28 |
112.59 |
113.77 |
|
|
| 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 |
114.37 |
112.58 |
1.79 |
1.6% |
0.74 |
0.7% |
85% |
True |
False |
1,020,829 |
| 10 |
114.37 |
112.58 |
1.79 |
1.6% |
0.63 |
0.6% |
85% |
True |
False |
982,691 |
| 20 |
114.37 |
111.54 |
2.83 |
2.5% |
0.59 |
0.5% |
90% |
True |
False |
1,138,176 |
| 40 |
114.62 |
111.54 |
3.08 |
2.7% |
0.57 |
0.5% |
83% |
False |
False |
1,114,132 |
| 60 |
114.98 |
111.54 |
3.44 |
3.0% |
0.56 |
0.5% |
74% |
False |
False |
897,181 |
| 80 |
114.98 |
110.40 |
4.58 |
4.0% |
0.54 |
0.5% |
81% |
False |
False |
673,462 |
| 100 |
114.98 |
109.40 |
5.58 |
4.9% |
0.51 |
0.4% |
84% |
False |
False |
538,997 |
| 120 |
114.98 |
109.30 |
5.68 |
5.0% |
0.47 |
0.4% |
85% |
False |
False |
449,366 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.92 |
|
2.618 |
115.94 |
|
1.618 |
115.34 |
|
1.000 |
114.97 |
|
0.618 |
114.74 |
|
HIGH |
114.37 |
|
0.618 |
114.14 |
|
0.500 |
114.07 |
|
0.382 |
114.00 |
|
LOW |
113.77 |
|
0.618 |
113.40 |
|
1.000 |
113.17 |
|
1.618 |
112.80 |
|
2.618 |
112.20 |
|
4.250 |
111.22 |
|
|
| Fisher Pivots for day following 07-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
114.09 |
114.07 |
| PP |
114.08 |
114.03 |
| S1 |
114.07 |
114.00 |
|