Euro Bund Future March 2008
| Trading Metrics calculated at close of trading on 30-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2007 |
30-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
114.34 |
114.21 |
-0.13 |
-0.1% |
113.99 |
| High |
114.36 |
114.30 |
-0.06 |
-0.1% |
114.68 |
| Low |
114.25 |
114.17 |
-0.08 |
-0.1% |
113.94 |
| Close |
114.35 |
114.24 |
-0.11 |
-0.1% |
114.22 |
| Range |
0.11 |
0.13 |
0.02 |
18.2% |
0.74 |
| ATR |
0.41 |
0.39 |
-0.02 |
-4.0% |
0.00 |
| Volume |
1,717 |
248 |
-1,469 |
-85.6% |
2,685 |
|
| Daily Pivots for day following 30-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.63 |
114.56 |
114.31 |
|
| R3 |
114.50 |
114.43 |
114.28 |
|
| R2 |
114.37 |
114.37 |
114.26 |
|
| R1 |
114.30 |
114.30 |
114.25 |
114.34 |
| PP |
114.24 |
114.24 |
114.24 |
114.25 |
| S1 |
114.17 |
114.17 |
114.23 |
114.21 |
| S2 |
114.11 |
114.11 |
114.22 |
|
| S3 |
113.98 |
114.04 |
114.20 |
|
| S4 |
113.85 |
113.91 |
114.17 |
|
|
| Weekly Pivots for week ending 26-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.50 |
116.10 |
114.63 |
|
| R3 |
115.76 |
115.36 |
114.42 |
|
| R2 |
115.02 |
115.02 |
114.36 |
|
| R1 |
114.62 |
114.62 |
114.29 |
114.82 |
| PP |
114.28 |
114.28 |
114.28 |
114.38 |
| S1 |
113.88 |
113.88 |
114.15 |
114.08 |
| S2 |
113.54 |
113.54 |
114.08 |
|
| S3 |
112.80 |
113.14 |
114.02 |
|
| S4 |
112.06 |
112.40 |
113.81 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114.68 |
114.17 |
0.51 |
0.4% |
0.24 |
0.2% |
14% |
False |
True |
607 |
| 10 |
114.68 |
112.05 |
2.63 |
2.3% |
0.38 |
0.3% |
83% |
False |
False |
802 |
| 20 |
114.68 |
112.00 |
2.68 |
2.3% |
0.36 |
0.3% |
84% |
False |
False |
757 |
| 40 |
115.21 |
112.00 |
3.21 |
2.8% |
0.36 |
0.3% |
70% |
False |
False |
490 |
| 60 |
115.21 |
111.88 |
3.33 |
2.9% |
0.24 |
0.2% |
71% |
False |
False |
475 |
| 80 |
115.21 |
109.97 |
5.24 |
4.6% |
0.18 |
0.2% |
81% |
False |
False |
535 |
| 100 |
115.21 |
109.45 |
5.76 |
5.0% |
0.15 |
0.1% |
83% |
False |
False |
569 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.85 |
|
2.618 |
114.64 |
|
1.618 |
114.51 |
|
1.000 |
114.43 |
|
0.618 |
114.38 |
|
HIGH |
114.30 |
|
0.618 |
114.25 |
|
0.500 |
114.24 |
|
0.382 |
114.22 |
|
LOW |
114.17 |
|
0.618 |
114.09 |
|
1.000 |
114.04 |
|
1.618 |
113.96 |
|
2.618 |
113.83 |
|
4.250 |
113.62 |
|
|
| Fisher Pivots for day following 30-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
114.24 |
114.33 |
| PP |
114.24 |
114.30 |
| S1 |
114.24 |
114.27 |
|