Euro Bund Future March 2008
| Trading Metrics calculated at close of trading on 16-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2007 |
16-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
114.66 |
115.06 |
0.40 |
0.3% |
115.18 |
| High |
115.05 |
115.22 |
0.17 |
0.1% |
115.29 |
| Low |
114.53 |
114.80 |
0.27 |
0.2% |
114.29 |
| Close |
114.79 |
115.00 |
0.21 |
0.2% |
115.00 |
| Range |
0.52 |
0.42 |
-0.10 |
-19.2% |
1.00 |
| ATR |
0.47 |
0.47 |
0.00 |
-0.7% |
0.00 |
| Volume |
2,672 |
11,319 |
8,647 |
323.6% |
30,233 |
|
| Daily Pivots for day following 16-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.27 |
116.05 |
115.23 |
|
| R3 |
115.85 |
115.63 |
115.12 |
|
| R2 |
115.43 |
115.43 |
115.08 |
|
| R1 |
115.21 |
115.21 |
115.04 |
115.11 |
| PP |
115.01 |
115.01 |
115.01 |
114.96 |
| S1 |
114.79 |
114.79 |
114.96 |
114.69 |
| S2 |
114.59 |
114.59 |
114.92 |
|
| S3 |
114.17 |
114.37 |
114.88 |
|
| S4 |
113.75 |
113.95 |
114.77 |
|
|
| Weekly Pivots for week ending 16-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.86 |
117.43 |
115.55 |
|
| R3 |
116.86 |
116.43 |
115.28 |
|
| R2 |
115.86 |
115.86 |
115.18 |
|
| R1 |
115.43 |
115.43 |
115.09 |
115.15 |
| PP |
114.86 |
114.86 |
114.86 |
114.72 |
| S1 |
114.43 |
114.43 |
114.91 |
114.15 |
| S2 |
113.86 |
113.86 |
114.82 |
|
| S3 |
112.86 |
113.43 |
114.73 |
|
| S4 |
111.86 |
112.43 |
114.45 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115.29 |
114.29 |
1.00 |
0.9% |
0.42 |
0.4% |
71% |
False |
False |
6,046 |
| 10 |
115.29 |
114.08 |
1.21 |
1.1% |
0.43 |
0.4% |
76% |
False |
False |
4,073 |
| 20 |
115.29 |
113.08 |
2.21 |
1.9% |
0.44 |
0.4% |
87% |
False |
False |
2,565 |
| 40 |
115.29 |
112.00 |
3.29 |
2.9% |
0.40 |
0.3% |
91% |
False |
False |
1,590 |
| 60 |
115.29 |
112.00 |
3.29 |
2.9% |
0.35 |
0.3% |
91% |
False |
False |
1,131 |
| 80 |
115.29 |
111.88 |
3.41 |
3.0% |
0.27 |
0.2% |
91% |
False |
False |
1,022 |
| 100 |
115.29 |
109.67 |
5.62 |
4.9% |
0.21 |
0.2% |
95% |
False |
False |
933 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.01 |
|
2.618 |
116.32 |
|
1.618 |
115.90 |
|
1.000 |
115.64 |
|
0.618 |
115.48 |
|
HIGH |
115.22 |
|
0.618 |
115.06 |
|
0.500 |
115.01 |
|
0.382 |
114.96 |
|
LOW |
114.80 |
|
0.618 |
114.54 |
|
1.000 |
114.38 |
|
1.618 |
114.12 |
|
2.618 |
113.70 |
|
4.250 |
113.02 |
|
|
| Fisher Pivots for day following 16-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
115.01 |
114.92 |
| PP |
115.01 |
114.84 |
| S1 |
115.00 |
114.76 |
|