Euro Bund Future March 2008
| Trading Metrics calculated at close of trading on 21-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2007 |
21-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
115.43 |
115.62 |
0.19 |
0.2% |
115.18 |
| High |
115.60 |
115.86 |
0.26 |
0.2% |
115.29 |
| Low |
115.18 |
115.45 |
0.27 |
0.2% |
114.29 |
| Close |
115.22 |
115.67 |
0.45 |
0.4% |
115.00 |
| Range |
0.42 |
0.41 |
-0.01 |
-2.4% |
1.00 |
| ATR |
0.49 |
0.50 |
0.01 |
2.1% |
0.00 |
| Volume |
11,386 |
20,441 |
9,055 |
79.5% |
30,233 |
|
| Daily Pivots for day following 21-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.89 |
116.69 |
115.90 |
|
| R3 |
116.48 |
116.28 |
115.78 |
|
| R2 |
116.07 |
116.07 |
115.75 |
|
| R1 |
115.87 |
115.87 |
115.71 |
115.97 |
| PP |
115.66 |
115.66 |
115.66 |
115.71 |
| S1 |
115.46 |
115.46 |
115.63 |
115.56 |
| S2 |
115.25 |
115.25 |
115.59 |
|
| S3 |
114.84 |
115.05 |
115.56 |
|
| S4 |
114.43 |
114.64 |
115.44 |
|
|
| 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 |
115.86 |
114.53 |
1.33 |
1.1% |
0.53 |
0.5% |
86% |
True |
False |
11,563 |
| 10 |
115.86 |
114.29 |
1.57 |
1.4% |
0.49 |
0.4% |
88% |
True |
False |
7,870 |
| 20 |
115.86 |
113.08 |
2.78 |
2.4% |
0.46 |
0.4% |
93% |
True |
False |
4,668 |
| 40 |
115.86 |
112.00 |
3.86 |
3.3% |
0.43 |
0.4% |
95% |
True |
False |
2,682 |
| 60 |
115.86 |
112.00 |
3.86 |
3.3% |
0.38 |
0.3% |
95% |
True |
False |
1,854 |
| 80 |
115.86 |
111.88 |
3.98 |
3.4% |
0.29 |
0.2% |
95% |
True |
False |
1,509 |
| 100 |
115.86 |
109.67 |
6.19 |
5.4% |
0.23 |
0.2% |
97% |
True |
False |
1,350 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.60 |
|
2.618 |
116.93 |
|
1.618 |
116.52 |
|
1.000 |
116.27 |
|
0.618 |
116.11 |
|
HIGH |
115.86 |
|
0.618 |
115.70 |
|
0.500 |
115.66 |
|
0.382 |
115.61 |
|
LOW |
115.45 |
|
0.618 |
115.20 |
|
1.000 |
115.04 |
|
1.618 |
114.79 |
|
2.618 |
114.38 |
|
4.250 |
113.71 |
|
|
| Fisher Pivots for day following 21-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
115.67 |
115.56 |
| PP |
115.66 |
115.45 |
| S1 |
115.66 |
115.34 |
|