Euro Bund Future March 2008
Trading Metrics calculated at close of trading on 01-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2007 |
01-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
114.18 |
113.24 |
-0.94 |
-0.8% |
113.99 |
High |
114.18 |
114.12 |
-0.06 |
-0.1% |
114.68 |
Low |
113.38 |
113.08 |
-0.30 |
-0.3% |
113.94 |
Close |
113.77 |
114.02 |
0.25 |
0.2% |
114.22 |
Range |
0.80 |
1.04 |
0.24 |
30.0% |
0.74 |
ATR |
0.43 |
0.47 |
0.04 |
10.2% |
0.00 |
Volume |
2,915 |
830 |
-2,085 |
-71.5% |
2,685 |
|
Daily Pivots for day following 01-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116.86 |
116.48 |
114.59 |
|
R3 |
115.82 |
115.44 |
114.31 |
|
R2 |
114.78 |
114.78 |
114.21 |
|
R1 |
114.40 |
114.40 |
114.12 |
114.59 |
PP |
113.74 |
113.74 |
113.74 |
113.84 |
S1 |
113.36 |
113.36 |
113.92 |
113.55 |
S2 |
112.70 |
112.70 |
113.83 |
|
S3 |
111.66 |
112.32 |
113.73 |
|
S4 |
110.62 |
111.28 |
113.45 |
|
|
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 |
114.49 |
113.08 |
1.41 |
1.2% |
0.47 |
0.4% |
67% |
False |
True |
1,181 |
10 |
114.68 |
113.08 |
1.60 |
1.4% |
0.47 |
0.4% |
59% |
False |
True |
913 |
20 |
114.68 |
112.00 |
2.68 |
2.4% |
0.41 |
0.4% |
75% |
False |
False |
901 |
40 |
115.21 |
112.00 |
3.21 |
2.8% |
0.38 |
0.3% |
63% |
False |
False |
575 |
60 |
115.21 |
112.00 |
3.21 |
2.8% |
0.27 |
0.2% |
63% |
False |
False |
524 |
80 |
115.21 |
109.97 |
5.24 |
4.6% |
0.20 |
0.2% |
77% |
False |
False |
577 |
100 |
115.21 |
109.45 |
5.76 |
5.1% |
0.16 |
0.1% |
79% |
False |
False |
594 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
118.54 |
2.618 |
116.84 |
1.618 |
115.80 |
1.000 |
115.16 |
0.618 |
114.76 |
HIGH |
114.12 |
0.618 |
113.72 |
0.500 |
113.60 |
0.382 |
113.48 |
LOW |
113.08 |
0.618 |
112.44 |
1.000 |
112.04 |
1.618 |
111.40 |
2.618 |
110.36 |
4.250 |
108.66 |
|
|
Fisher Pivots for day following 01-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
113.88 |
113.91 |
PP |
113.74 |
113.80 |
S1 |
113.60 |
113.69 |
|