Euro Bund Future March 2008
| Trading Metrics calculated at close of trading on 23-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2007 |
23-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
113.99 |
114.02 |
0.03 |
0.0% |
112.03 |
| High |
114.50 |
114.18 |
-0.32 |
-0.3% |
114.10 |
| Low |
113.94 |
114.02 |
0.08 |
0.1% |
112.00 |
| Close |
114.26 |
114.17 |
-0.09 |
-0.1% |
113.83 |
| Range |
0.56 |
0.16 |
-0.40 |
-71.4% |
2.10 |
| ATR |
0.47 |
0.45 |
-0.02 |
-3.5% |
0.00 |
| Volume |
129 |
1,483 |
1,354 |
1,049.6% |
4,967 |
|
| Daily Pivots for day following 23-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.60 |
114.55 |
114.26 |
|
| R3 |
114.44 |
114.39 |
114.21 |
|
| R2 |
114.28 |
114.28 |
114.20 |
|
| R1 |
114.23 |
114.23 |
114.18 |
114.26 |
| PP |
114.12 |
114.12 |
114.12 |
114.14 |
| S1 |
114.07 |
114.07 |
114.16 |
114.10 |
| S2 |
113.96 |
113.96 |
114.14 |
|
| S3 |
113.80 |
113.91 |
114.13 |
|
| S4 |
113.64 |
113.75 |
114.08 |
|
|
| Weekly Pivots for week ending 19-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.61 |
118.82 |
114.99 |
|
| R3 |
117.51 |
116.72 |
114.41 |
|
| R2 |
115.41 |
115.41 |
114.22 |
|
| R1 |
114.62 |
114.62 |
114.02 |
115.02 |
| PP |
113.31 |
113.31 |
113.31 |
113.51 |
| S1 |
112.52 |
112.52 |
113.64 |
112.92 |
| S2 |
111.21 |
111.21 |
113.45 |
|
| S3 |
109.11 |
110.42 |
113.25 |
|
| S4 |
107.01 |
108.32 |
112.68 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114.50 |
112.05 |
2.45 |
2.1% |
0.52 |
0.5% |
87% |
False |
False |
996 |
| 10 |
114.50 |
112.00 |
2.50 |
2.2% |
0.40 |
0.3% |
87% |
False |
False |
992 |
| 20 |
114.50 |
112.00 |
2.50 |
2.2% |
0.38 |
0.3% |
87% |
False |
False |
689 |
| 40 |
115.21 |
112.00 |
3.21 |
2.8% |
0.33 |
0.3% |
68% |
False |
False |
454 |
| 60 |
115.21 |
111.88 |
3.33 |
2.9% |
0.22 |
0.2% |
69% |
False |
False |
471 |
| 80 |
115.21 |
109.67 |
5.54 |
4.9% |
0.17 |
0.1% |
81% |
False |
False |
529 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.86 |
|
2.618 |
114.60 |
|
1.618 |
114.44 |
|
1.000 |
114.34 |
|
0.618 |
114.28 |
|
HIGH |
114.18 |
|
0.618 |
114.12 |
|
0.500 |
114.10 |
|
0.382 |
114.08 |
|
LOW |
114.02 |
|
0.618 |
113.92 |
|
1.000 |
113.86 |
|
1.618 |
113.76 |
|
2.618 |
113.60 |
|
4.250 |
113.34 |
|
|
| Fisher Pivots for day following 23-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
114.15 |
114.06 |
| PP |
114.12 |
113.94 |
| S1 |
114.10 |
113.83 |
|