Euro Bund Future March 2008
| Trading Metrics calculated at close of trading on 24-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2007 |
24-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
114.02 |
114.23 |
0.21 |
0.2% |
112.03 |
| High |
114.18 |
114.68 |
0.50 |
0.4% |
114.10 |
| Low |
114.02 |
114.23 |
0.21 |
0.2% |
112.00 |
| Close |
114.17 |
114.62 |
0.45 |
0.4% |
113.83 |
| Range |
0.16 |
0.45 |
0.29 |
181.3% |
2.10 |
| ATR |
0.45 |
0.45 |
0.00 |
0.9% |
0.00 |
| Volume |
1,483 |
166 |
-1,317 |
-88.8% |
4,967 |
|
| Daily Pivots for day following 24-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.86 |
115.69 |
114.87 |
|
| R3 |
115.41 |
115.24 |
114.74 |
|
| R2 |
114.96 |
114.96 |
114.70 |
|
| R1 |
114.79 |
114.79 |
114.66 |
114.88 |
| PP |
114.51 |
114.51 |
114.51 |
114.55 |
| S1 |
114.34 |
114.34 |
114.58 |
114.43 |
| S2 |
114.06 |
114.06 |
114.54 |
|
| S3 |
113.61 |
113.89 |
114.50 |
|
| S4 |
113.16 |
113.44 |
114.37 |
|
|
| 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 |
114.68 |
112.65 |
2.03 |
1.8% |
0.51 |
0.4% |
97% |
True |
False |
701 |
| 10 |
114.68 |
112.00 |
2.68 |
2.3% |
0.42 |
0.4% |
98% |
True |
False |
956 |
| 20 |
114.68 |
112.00 |
2.68 |
2.3% |
0.39 |
0.3% |
98% |
True |
False |
697 |
| 40 |
115.21 |
112.00 |
3.21 |
2.8% |
0.34 |
0.3% |
82% |
False |
False |
447 |
| 60 |
115.21 |
111.88 |
3.33 |
2.9% |
0.23 |
0.2% |
82% |
False |
False |
456 |
| 80 |
115.21 |
109.67 |
5.54 |
4.8% |
0.17 |
0.2% |
89% |
False |
False |
520 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.59 |
|
2.618 |
115.86 |
|
1.618 |
115.41 |
|
1.000 |
115.13 |
|
0.618 |
114.96 |
|
HIGH |
114.68 |
|
0.618 |
114.51 |
|
0.500 |
114.46 |
|
0.382 |
114.40 |
|
LOW |
114.23 |
|
0.618 |
113.95 |
|
1.000 |
113.78 |
|
1.618 |
113.50 |
|
2.618 |
113.05 |
|
4.250 |
112.32 |
|
|
| Fisher Pivots for day following 24-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
114.57 |
114.52 |
| PP |
114.51 |
114.41 |
| S1 |
114.46 |
114.31 |
|