Euro Bund Future March 2008
| Trading Metrics calculated at close of trading on 26-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2007 |
26-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
115.84 |
115.61 |
-0.23 |
-0.2% |
114.81 |
| High |
115.98 |
116.33 |
0.35 |
0.3% |
115.98 |
| Low |
115.49 |
115.37 |
-0.12 |
-0.1% |
114.81 |
| Close |
115.66 |
115.72 |
0.06 |
0.1% |
115.66 |
| Range |
0.49 |
0.96 |
0.47 |
95.9% |
1.17 |
| ATR |
0.49 |
0.52 |
0.03 |
6.8% |
0.00 |
| Volume |
14,460 |
41,817 |
27,357 |
189.2% |
61,547 |
|
| Daily Pivots for day following 26-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.69 |
118.16 |
116.25 |
|
| R3 |
117.73 |
117.20 |
115.98 |
|
| R2 |
116.77 |
116.77 |
115.90 |
|
| R1 |
116.24 |
116.24 |
115.81 |
116.51 |
| PP |
115.81 |
115.81 |
115.81 |
115.94 |
| S1 |
115.28 |
115.28 |
115.63 |
115.55 |
| S2 |
114.85 |
114.85 |
115.54 |
|
| S3 |
113.89 |
114.32 |
115.46 |
|
| S4 |
112.93 |
113.36 |
115.19 |
|
|
| 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 |
116.33 |
115.18 |
1.15 |
1.0% |
0.52 |
0.4% |
47% |
True |
False |
18,273 |
| 10 |
116.33 |
114.29 |
2.04 |
1.8% |
0.53 |
0.5% |
70% |
True |
False |
12,752 |
| 20 |
116.33 |
113.08 |
3.25 |
2.8% |
0.52 |
0.5% |
81% |
True |
False |
7,513 |
| 40 |
116.33 |
112.00 |
4.33 |
3.7% |
0.45 |
0.4% |
86% |
True |
False |
4,138 |
| 60 |
116.33 |
112.00 |
4.33 |
3.7% |
0.41 |
0.4% |
86% |
True |
False |
2,833 |
| 80 |
116.33 |
111.88 |
4.45 |
3.8% |
0.31 |
0.3% |
86% |
True |
False |
2,238 |
| 100 |
116.33 |
109.80 |
6.53 |
5.6% |
0.25 |
0.2% |
91% |
True |
False |
1,929 |
| 120 |
116.33 |
109.45 |
6.88 |
5.9% |
0.21 |
0.2% |
91% |
True |
False |
1,729 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120.41 |
|
2.618 |
118.84 |
|
1.618 |
117.88 |
|
1.000 |
117.29 |
|
0.618 |
116.92 |
|
HIGH |
116.33 |
|
0.618 |
115.96 |
|
0.500 |
115.85 |
|
0.382 |
115.74 |
|
LOW |
115.37 |
|
0.618 |
114.78 |
|
1.000 |
114.41 |
|
1.618 |
113.82 |
|
2.618 |
112.86 |
|
4.250 |
111.29 |
|
|
| Fisher Pivots for day following 26-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
115.85 |
115.85 |
| PP |
115.81 |
115.81 |
| S1 |
115.76 |
115.76 |
|