Euro Bund Future March 2008
| Trading Metrics calculated at close of trading on 20-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2007 |
20-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
114.81 |
115.43 |
0.62 |
0.5% |
115.18 |
| High |
115.70 |
115.60 |
-0.10 |
-0.1% |
115.29 |
| Low |
114.81 |
115.18 |
0.37 |
0.3% |
114.29 |
| Close |
115.50 |
115.22 |
-0.28 |
-0.2% |
115.00 |
| Range |
0.89 |
0.42 |
-0.47 |
-52.8% |
1.00 |
| ATR |
0.50 |
0.49 |
-0.01 |
-1.1% |
0.00 |
| Volume |
11,998 |
11,386 |
-612 |
-5.1% |
30,233 |
|
| Daily Pivots for day following 20-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.59 |
116.33 |
115.45 |
|
| R3 |
116.17 |
115.91 |
115.34 |
|
| R2 |
115.75 |
115.75 |
115.30 |
|
| R1 |
115.49 |
115.49 |
115.26 |
115.41 |
| PP |
115.33 |
115.33 |
115.33 |
115.30 |
| S1 |
115.07 |
115.07 |
115.18 |
114.99 |
| S2 |
114.91 |
114.91 |
115.14 |
|
| S3 |
114.49 |
114.65 |
115.10 |
|
| S4 |
114.07 |
114.23 |
114.99 |
|
|
| 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 |
115.70 |
114.29 |
1.41 |
1.2% |
0.52 |
0.5% |
66% |
False |
False |
8,651 |
| 10 |
115.70 |
114.27 |
1.43 |
1.2% |
0.50 |
0.4% |
66% |
False |
False |
6,218 |
| 20 |
115.70 |
113.08 |
2.62 |
2.3% |
0.47 |
0.4% |
82% |
False |
False |
3,654 |
| 40 |
115.70 |
112.00 |
3.70 |
3.2% |
0.42 |
0.4% |
87% |
False |
False |
2,172 |
| 60 |
115.70 |
112.00 |
3.70 |
3.2% |
0.38 |
0.3% |
87% |
False |
False |
1,521 |
| 80 |
115.70 |
111.88 |
3.82 |
3.3% |
0.28 |
0.2% |
87% |
False |
False |
1,267 |
| 100 |
115.70 |
109.67 |
6.03 |
5.2% |
0.23 |
0.2% |
92% |
False |
False |
1,154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.39 |
|
2.618 |
116.70 |
|
1.618 |
116.28 |
|
1.000 |
116.02 |
|
0.618 |
115.86 |
|
HIGH |
115.60 |
|
0.618 |
115.44 |
|
0.500 |
115.39 |
|
0.382 |
115.34 |
|
LOW |
115.18 |
|
0.618 |
114.92 |
|
1.000 |
114.76 |
|
1.618 |
114.50 |
|
2.618 |
114.08 |
|
4.250 |
113.40 |
|
|
| Fisher Pivots for day following 20-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
115.39 |
115.25 |
| PP |
115.33 |
115.24 |
| S1 |
115.28 |
115.23 |
|