Euro Bund Future March 2008
Trading Metrics calculated at close of trading on 02-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2007 |
02-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
113.24 |
114.20 |
0.96 |
0.8% |
114.34 |
High |
114.12 |
114.54 |
0.42 |
0.4% |
114.54 |
Low |
113.08 |
113.85 |
0.77 |
0.7% |
113.08 |
Close |
114.02 |
114.31 |
0.29 |
0.3% |
114.31 |
Range |
1.04 |
0.69 |
-0.35 |
-33.7% |
1.46 |
ATR |
0.47 |
0.49 |
0.02 |
3.3% |
0.00 |
Volume |
830 |
2,184 |
1,354 |
163.1% |
7,894 |
|
Daily Pivots for day following 02-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116.30 |
116.00 |
114.69 |
|
R3 |
115.61 |
115.31 |
114.50 |
|
R2 |
114.92 |
114.92 |
114.44 |
|
R1 |
114.62 |
114.62 |
114.37 |
114.77 |
PP |
114.23 |
114.23 |
114.23 |
114.31 |
S1 |
113.93 |
113.93 |
114.25 |
114.08 |
S2 |
113.54 |
113.54 |
114.18 |
|
S3 |
112.85 |
113.24 |
114.12 |
|
S4 |
112.16 |
112.55 |
113.93 |
|
|
Weekly Pivots for week ending 02-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118.36 |
117.79 |
115.11 |
|
R3 |
116.90 |
116.33 |
114.71 |
|
R2 |
115.44 |
115.44 |
114.58 |
|
R1 |
114.87 |
114.87 |
114.44 |
114.43 |
PP |
113.98 |
113.98 |
113.98 |
113.75 |
S1 |
113.41 |
113.41 |
114.18 |
112.97 |
S2 |
112.52 |
112.52 |
114.04 |
|
S3 |
111.06 |
111.95 |
113.91 |
|
S4 |
109.60 |
110.49 |
113.51 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
114.54 |
113.08 |
1.46 |
1.3% |
0.55 |
0.5% |
84% |
True |
False |
1,578 |
10 |
114.68 |
113.08 |
1.60 |
1.4% |
0.45 |
0.4% |
77% |
False |
False |
1,057 |
20 |
114.68 |
112.00 |
2.68 |
2.3% |
0.40 |
0.4% |
86% |
False |
False |
959 |
40 |
115.21 |
112.00 |
3.21 |
2.8% |
0.38 |
0.3% |
72% |
False |
False |
628 |
60 |
115.21 |
112.00 |
3.21 |
2.8% |
0.28 |
0.2% |
72% |
False |
False |
556 |
80 |
115.21 |
110.17 |
5.04 |
4.4% |
0.21 |
0.2% |
82% |
False |
False |
598 |
100 |
115.21 |
109.45 |
5.76 |
5.0% |
0.17 |
0.1% |
84% |
False |
False |
609 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
117.47 |
2.618 |
116.35 |
1.618 |
115.66 |
1.000 |
115.23 |
0.618 |
114.97 |
HIGH |
114.54 |
0.618 |
114.28 |
0.500 |
114.20 |
0.382 |
114.11 |
LOW |
113.85 |
0.618 |
113.42 |
1.000 |
113.16 |
1.618 |
112.73 |
2.618 |
112.04 |
4.250 |
110.92 |
|
|
Fisher Pivots for day following 02-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
114.27 |
114.14 |
PP |
114.23 |
113.98 |
S1 |
114.20 |
113.81 |
|