Euro Bund Future December 2007
| Trading Metrics calculated at close of trading on 16-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2007 |
16-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
114.21 |
114.58 |
0.37 |
0.3% |
114.75 |
| High |
114.61 |
114.76 |
0.15 |
0.1% |
114.82 |
| Low |
114.01 |
114.29 |
0.28 |
0.2% |
113.80 |
| Close |
114.33 |
114.52 |
0.19 |
0.2% |
114.52 |
| Range |
0.60 |
0.47 |
-0.13 |
-21.7% |
1.02 |
| ATR |
0.59 |
0.58 |
-0.01 |
-1.4% |
0.00 |
| Volume |
1,170,657 |
1,276,503 |
105,846 |
9.0% |
5,497,817 |
|
| Daily Pivots for day following 16-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.93 |
115.70 |
114.78 |
|
| R3 |
115.46 |
115.23 |
114.65 |
|
| R2 |
114.99 |
114.99 |
114.61 |
|
| R1 |
114.76 |
114.76 |
114.56 |
114.64 |
| PP |
114.52 |
114.52 |
114.52 |
114.47 |
| S1 |
114.29 |
114.29 |
114.48 |
114.17 |
| S2 |
114.05 |
114.05 |
114.43 |
|
| S3 |
113.58 |
113.82 |
114.39 |
|
| S4 |
113.11 |
113.35 |
114.26 |
|
|
| Weekly Pivots for week ending 16-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.44 |
117.00 |
115.08 |
|
| R3 |
116.42 |
115.98 |
114.80 |
|
| R2 |
115.40 |
115.40 |
114.71 |
|
| R1 |
114.96 |
114.96 |
114.61 |
114.67 |
| PP |
114.38 |
114.38 |
114.38 |
114.24 |
| S1 |
113.94 |
113.94 |
114.43 |
113.65 |
| S2 |
113.36 |
113.36 |
114.33 |
|
| S3 |
112.34 |
112.92 |
114.24 |
|
| S4 |
111.32 |
111.90 |
113.96 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114.82 |
113.80 |
1.02 |
0.9% |
0.48 |
0.4% |
71% |
False |
False |
1,099,563 |
| 10 |
114.82 |
113.62 |
1.20 |
1.0% |
0.50 |
0.4% |
75% |
False |
False |
1,163,386 |
| 20 |
114.82 |
112.58 |
2.24 |
2.0% |
0.57 |
0.5% |
87% |
False |
False |
1,099,736 |
| 40 |
114.82 |
111.54 |
3.28 |
2.9% |
0.54 |
0.5% |
91% |
False |
False |
1,104,095 |
| 60 |
114.98 |
111.54 |
3.44 |
3.0% |
0.55 |
0.5% |
87% |
False |
False |
1,031,351 |
| 80 |
114.98 |
111.54 |
3.44 |
3.0% |
0.54 |
0.5% |
87% |
False |
False |
775,029 |
| 100 |
114.98 |
109.40 |
5.58 |
4.9% |
0.53 |
0.5% |
92% |
False |
False |
620,382 |
| 120 |
114.98 |
109.30 |
5.68 |
5.0% |
0.50 |
0.4% |
92% |
False |
False |
517,180 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.76 |
|
2.618 |
115.99 |
|
1.618 |
115.52 |
|
1.000 |
115.23 |
|
0.618 |
115.05 |
|
HIGH |
114.76 |
|
0.618 |
114.58 |
|
0.500 |
114.53 |
|
0.382 |
114.47 |
|
LOW |
114.29 |
|
0.618 |
114.00 |
|
1.000 |
113.82 |
|
1.618 |
113.53 |
|
2.618 |
113.06 |
|
4.250 |
112.29 |
|
|
| Fisher Pivots for day following 16-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
114.53 |
114.44 |
| PP |
114.52 |
114.36 |
| S1 |
114.52 |
114.28 |
|