Euro Bund Future March 2008
Trading Metrics calculated at close of trading on 08-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2007 |
08-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
114.32 |
114.77 |
0.45 |
0.4% |
114.34 |
High |
114.80 |
114.94 |
0.14 |
0.1% |
114.54 |
Low |
114.27 |
114.46 |
0.19 |
0.2% |
113.08 |
Close |
114.55 |
114.72 |
0.17 |
0.1% |
114.31 |
Range |
0.53 |
0.48 |
-0.05 |
-9.4% |
1.46 |
ATR |
0.47 |
0.47 |
0.00 |
0.2% |
0.00 |
Volume |
3,917 |
2,367 |
-1,550 |
-39.6% |
7,894 |
|
Daily Pivots for day following 08-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116.15 |
115.91 |
114.98 |
|
R3 |
115.67 |
115.43 |
114.85 |
|
R2 |
115.19 |
115.19 |
114.81 |
|
R1 |
114.95 |
114.95 |
114.76 |
114.83 |
PP |
114.71 |
114.71 |
114.71 |
114.65 |
S1 |
114.47 |
114.47 |
114.68 |
114.35 |
S2 |
114.23 |
114.23 |
114.63 |
|
S3 |
113.75 |
113.99 |
114.59 |
|
S4 |
113.27 |
113.51 |
114.46 |
|
|
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 |
114.94 |
113.85 |
1.09 |
1.0% |
0.46 |
0.4% |
80% |
True |
False |
2,081 |
10 |
114.94 |
113.08 |
1.86 |
1.6% |
0.47 |
0.4% |
88% |
True |
False |
1,631 |
20 |
114.94 |
112.00 |
2.94 |
2.6% |
0.45 |
0.4% |
93% |
True |
False |
1,269 |
40 |
114.94 |
112.00 |
2.94 |
2.6% |
0.38 |
0.3% |
93% |
True |
False |
805 |
60 |
115.21 |
112.00 |
3.21 |
2.8% |
0.31 |
0.3% |
85% |
False |
False |
659 |
80 |
115.21 |
111.63 |
3.58 |
3.1% |
0.23 |
0.2% |
86% |
False |
False |
658 |
100 |
115.21 |
109.51 |
5.70 |
5.0% |
0.19 |
0.2% |
91% |
False |
False |
658 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
116.98 |
2.618 |
116.20 |
1.618 |
115.72 |
1.000 |
115.42 |
0.618 |
115.24 |
HIGH |
114.94 |
0.618 |
114.76 |
0.500 |
114.70 |
0.382 |
114.64 |
LOW |
114.46 |
0.618 |
114.16 |
1.000 |
113.98 |
1.618 |
113.68 |
2.618 |
113.20 |
4.250 |
112.42 |
|
|
Fisher Pivots for day following 08-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
114.71 |
114.65 |
PP |
114.71 |
114.58 |
S1 |
114.70 |
114.51 |
|