Euro Bund Future March 2008
| Trading Metrics calculated at close of trading on 27-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2007 |
27-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
115.61 |
116.02 |
0.41 |
0.4% |
114.81 |
| High |
116.33 |
116.06 |
-0.27 |
-0.2% |
115.98 |
| Low |
115.37 |
115.34 |
-0.03 |
0.0% |
114.81 |
| Close |
115.72 |
115.57 |
-0.15 |
-0.1% |
115.66 |
| Range |
0.96 |
0.72 |
-0.24 |
-25.0% |
1.17 |
| ATR |
0.52 |
0.54 |
0.01 |
2.7% |
0.00 |
| Volume |
41,817 |
33,413 |
-8,404 |
-20.1% |
61,547 |
|
| Daily Pivots for day following 27-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.82 |
117.41 |
115.97 |
|
| R3 |
117.10 |
116.69 |
115.77 |
|
| R2 |
116.38 |
116.38 |
115.70 |
|
| R1 |
115.97 |
115.97 |
115.64 |
115.82 |
| PP |
115.66 |
115.66 |
115.66 |
115.58 |
| S1 |
115.25 |
115.25 |
115.50 |
115.10 |
| S2 |
114.94 |
114.94 |
115.44 |
|
| S3 |
114.22 |
114.53 |
115.37 |
|
| S4 |
113.50 |
113.81 |
115.17 |
|
|
| 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 |
115.34 |
0.99 |
0.9% |
0.58 |
0.5% |
23% |
False |
True |
22,678 |
| 10 |
116.33 |
114.29 |
2.04 |
1.8% |
0.55 |
0.5% |
63% |
False |
False |
15,664 |
| 20 |
116.33 |
113.08 |
3.25 |
2.8% |
0.55 |
0.5% |
77% |
False |
False |
9,172 |
| 40 |
116.33 |
112.00 |
4.33 |
3.7% |
0.45 |
0.4% |
82% |
False |
False |
4,965 |
| 60 |
116.33 |
112.00 |
4.33 |
3.7% |
0.42 |
0.4% |
82% |
False |
False |
3,384 |
| 80 |
116.33 |
111.88 |
4.45 |
3.9% |
0.32 |
0.3% |
83% |
False |
False |
2,649 |
| 100 |
116.33 |
109.97 |
6.36 |
5.5% |
0.26 |
0.2% |
88% |
False |
False |
2,263 |
| 120 |
116.33 |
109.45 |
6.88 |
6.0% |
0.21 |
0.2% |
89% |
False |
False |
2,003 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119.12 |
|
2.618 |
117.94 |
|
1.618 |
117.22 |
|
1.000 |
116.78 |
|
0.618 |
116.50 |
|
HIGH |
116.06 |
|
0.618 |
115.78 |
|
0.500 |
115.70 |
|
0.382 |
115.62 |
|
LOW |
115.34 |
|
0.618 |
114.90 |
|
1.000 |
114.62 |
|
1.618 |
114.18 |
|
2.618 |
113.46 |
|
4.250 |
112.28 |
|
|
| Fisher Pivots for day following 27-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
115.70 |
115.84 |
| PP |
115.66 |
115.75 |
| S1 |
115.61 |
115.66 |
|