Euro Bund Future March 2008
| Trading Metrics calculated at close of trading on 09-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2007 |
09-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
114.77 |
114.76 |
-0.01 |
0.0% |
114.34 |
| High |
114.94 |
115.20 |
0.26 |
0.2% |
115.20 |
| Low |
114.46 |
114.64 |
0.18 |
0.2% |
114.08 |
| Close |
114.72 |
115.17 |
0.45 |
0.4% |
115.17 |
| Range |
0.48 |
0.56 |
0.08 |
16.7% |
1.12 |
| ATR |
0.47 |
0.48 |
0.01 |
1.4% |
0.00 |
| Volume |
2,367 |
2,279 |
-88 |
-3.7% |
10,504 |
|
| Daily Pivots for day following 09-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.68 |
116.49 |
115.48 |
|
| R3 |
116.12 |
115.93 |
115.32 |
|
| R2 |
115.56 |
115.56 |
115.27 |
|
| R1 |
115.37 |
115.37 |
115.22 |
115.47 |
| PP |
115.00 |
115.00 |
115.00 |
115.05 |
| S1 |
114.81 |
114.81 |
115.12 |
114.91 |
| S2 |
114.44 |
114.44 |
115.07 |
|
| S3 |
113.88 |
114.25 |
115.02 |
|
| S4 |
113.32 |
113.69 |
114.86 |
|
|
| Weekly Pivots for week ending 09-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.18 |
117.79 |
115.79 |
|
| R3 |
117.06 |
116.67 |
115.48 |
|
| R2 |
115.94 |
115.94 |
115.38 |
|
| R1 |
115.55 |
115.55 |
115.27 |
115.75 |
| PP |
114.82 |
114.82 |
114.82 |
114.91 |
| S1 |
114.43 |
114.43 |
115.07 |
114.63 |
| S2 |
113.70 |
113.70 |
114.96 |
|
| S3 |
112.58 |
113.31 |
114.86 |
|
| S4 |
111.46 |
112.19 |
114.55 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115.20 |
114.08 |
1.12 |
1.0% |
0.43 |
0.4% |
97% |
True |
False |
2,100 |
| 10 |
115.20 |
113.08 |
2.12 |
1.8% |
0.49 |
0.4% |
99% |
True |
False |
1,839 |
| 20 |
115.20 |
112.00 |
3.20 |
2.8% |
0.45 |
0.4% |
99% |
True |
False |
1,302 |
| 40 |
115.20 |
112.00 |
3.20 |
2.8% |
0.38 |
0.3% |
99% |
True |
False |
852 |
| 60 |
115.21 |
112.00 |
3.21 |
2.8% |
0.32 |
0.3% |
99% |
False |
False |
680 |
| 80 |
115.21 |
111.70 |
3.51 |
3.0% |
0.24 |
0.2% |
99% |
False |
False |
685 |
| 100 |
115.21 |
109.67 |
5.54 |
4.8% |
0.19 |
0.2% |
99% |
False |
False |
680 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.58 |
|
2.618 |
116.67 |
|
1.618 |
116.11 |
|
1.000 |
115.76 |
|
0.618 |
115.55 |
|
HIGH |
115.20 |
|
0.618 |
114.99 |
|
0.500 |
114.92 |
|
0.382 |
114.85 |
|
LOW |
114.64 |
|
0.618 |
114.29 |
|
1.000 |
114.08 |
|
1.618 |
113.73 |
|
2.618 |
113.17 |
|
4.250 |
112.26 |
|
|
| Fisher Pivots for day following 09-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
115.09 |
115.03 |
| PP |
115.00 |
114.88 |
| S1 |
114.92 |
114.74 |
|