Euro Bund Future March 2008
| Trading Metrics calculated at close of trading on 22-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2007 |
22-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
115.62 |
115.58 |
-0.04 |
0.0% |
115.18 |
| High |
115.86 |
115.90 |
0.04 |
0.0% |
115.29 |
| Low |
115.45 |
115.58 |
0.13 |
0.1% |
114.29 |
| Close |
115.67 |
115.82 |
0.15 |
0.1% |
115.00 |
| Range |
0.41 |
0.32 |
-0.09 |
-22.0% |
1.00 |
| ATR |
0.50 |
0.49 |
-0.01 |
-2.6% |
0.00 |
| Volume |
20,441 |
3,262 |
-17,179 |
-84.0% |
30,233 |
|
| Daily Pivots for day following 22-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.73 |
116.59 |
116.00 |
|
| R3 |
116.41 |
116.27 |
115.91 |
|
| R2 |
116.09 |
116.09 |
115.88 |
|
| R1 |
115.95 |
115.95 |
115.85 |
116.02 |
| PP |
115.77 |
115.77 |
115.77 |
115.80 |
| S1 |
115.63 |
115.63 |
115.79 |
115.70 |
| S2 |
115.45 |
115.45 |
115.76 |
|
| S3 |
115.13 |
115.31 |
115.73 |
|
| S4 |
114.81 |
114.99 |
115.64 |
|
|
| 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 |
115.90 |
114.80 |
1.10 |
0.9% |
0.49 |
0.4% |
93% |
True |
False |
11,681 |
| 10 |
115.90 |
114.29 |
1.61 |
1.4% |
0.47 |
0.4% |
95% |
True |
False |
7,959 |
| 20 |
115.90 |
113.08 |
2.82 |
2.4% |
0.47 |
0.4% |
97% |
True |
False |
4,795 |
| 40 |
115.90 |
112.00 |
3.90 |
3.4% |
0.43 |
0.4% |
98% |
True |
False |
2,763 |
| 60 |
115.90 |
112.00 |
3.90 |
3.4% |
0.39 |
0.3% |
98% |
True |
False |
1,901 |
| 80 |
115.90 |
111.88 |
4.02 |
3.5% |
0.29 |
0.3% |
98% |
True |
False |
1,548 |
| 100 |
115.90 |
109.67 |
6.23 |
5.4% |
0.23 |
0.2% |
99% |
True |
False |
1,375 |
| 120 |
115.90 |
109.45 |
6.45 |
5.6% |
0.20 |
0.2% |
99% |
True |
False |
1,261 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.26 |
|
2.618 |
116.74 |
|
1.618 |
116.42 |
|
1.000 |
116.22 |
|
0.618 |
116.10 |
|
HIGH |
115.90 |
|
0.618 |
115.78 |
|
0.500 |
115.74 |
|
0.382 |
115.70 |
|
LOW |
115.58 |
|
0.618 |
115.38 |
|
1.000 |
115.26 |
|
1.618 |
115.06 |
|
2.618 |
114.74 |
|
4.250 |
114.22 |
|
|
| Fisher Pivots for day following 22-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
115.79 |
115.73 |
| PP |
115.77 |
115.63 |
| S1 |
115.74 |
115.54 |
|