Euro Bund Future March 2008
Trading Metrics calculated at close of trading on 23-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2007 |
23-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
115.58 |
115.84 |
0.26 |
0.2% |
114.81 |
High |
115.90 |
115.98 |
0.08 |
0.1% |
115.98 |
Low |
115.58 |
115.49 |
-0.09 |
-0.1% |
114.81 |
Close |
115.82 |
115.66 |
-0.16 |
-0.1% |
115.66 |
Range |
0.32 |
0.49 |
0.17 |
53.1% |
1.17 |
ATR |
0.49 |
0.49 |
0.00 |
0.0% |
0.00 |
Volume |
3,262 |
14,460 |
11,198 |
343.3% |
61,547 |
|
Daily Pivots for day following 23-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117.18 |
116.91 |
115.93 |
|
R3 |
116.69 |
116.42 |
115.79 |
|
R2 |
116.20 |
116.20 |
115.75 |
|
R1 |
115.93 |
115.93 |
115.70 |
115.82 |
PP |
115.71 |
115.71 |
115.71 |
115.66 |
S1 |
115.44 |
115.44 |
115.62 |
115.33 |
S2 |
115.22 |
115.22 |
115.57 |
|
S3 |
114.73 |
114.95 |
115.53 |
|
S4 |
114.24 |
114.46 |
115.39 |
|
|
Weekly Pivots for week ending 23-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118.99 |
118.50 |
116.30 |
|
R3 |
117.82 |
117.33 |
115.98 |
|
R2 |
116.65 |
116.65 |
115.87 |
|
R1 |
116.16 |
116.16 |
115.77 |
116.41 |
PP |
115.48 |
115.48 |
115.48 |
115.61 |
S1 |
114.99 |
114.99 |
115.55 |
115.24 |
S2 |
114.31 |
114.31 |
115.45 |
|
S3 |
113.14 |
113.82 |
115.34 |
|
S4 |
111.97 |
112.65 |
115.02 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
115.98 |
114.81 |
1.17 |
1.0% |
0.51 |
0.4% |
73% |
True |
False |
12,309 |
10 |
115.98 |
114.29 |
1.69 |
1.5% |
0.46 |
0.4% |
81% |
True |
False |
9,178 |
20 |
115.98 |
113.08 |
2.90 |
2.5% |
0.48 |
0.4% |
89% |
True |
False |
5,508 |
40 |
115.98 |
112.00 |
3.98 |
3.4% |
0.43 |
0.4% |
92% |
True |
False |
3,097 |
60 |
115.98 |
112.00 |
3.98 |
3.4% |
0.40 |
0.3% |
92% |
True |
False |
2,137 |
80 |
115.98 |
111.88 |
4.10 |
3.5% |
0.30 |
0.3% |
92% |
True |
False |
1,722 |
100 |
115.98 |
109.74 |
6.24 |
5.4% |
0.24 |
0.2% |
95% |
True |
False |
1,515 |
120 |
115.98 |
109.45 |
6.53 |
5.6% |
0.20 |
0.2% |
95% |
True |
False |
1,382 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
118.06 |
2.618 |
117.26 |
1.618 |
116.77 |
1.000 |
116.47 |
0.618 |
116.28 |
HIGH |
115.98 |
0.618 |
115.79 |
0.500 |
115.74 |
0.382 |
115.68 |
LOW |
115.49 |
0.618 |
115.19 |
1.000 |
115.00 |
1.618 |
114.70 |
2.618 |
114.21 |
4.250 |
113.41 |
|
|
Fisher Pivots for day following 23-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
115.74 |
115.72 |
PP |
115.71 |
115.70 |
S1 |
115.69 |
115.68 |
|