Euro Bund Future March 2008
| Trading Metrics calculated at close of trading on 28-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2007 |
28-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
116.02 |
115.51 |
-0.51 |
-0.4% |
114.81 |
| High |
116.06 |
115.52 |
-0.54 |
-0.5% |
115.98 |
| Low |
115.34 |
114.78 |
-0.56 |
-0.5% |
114.81 |
| Close |
115.57 |
114.93 |
-0.64 |
-0.6% |
115.66 |
| Range |
0.72 |
0.74 |
0.02 |
2.8% |
1.17 |
| ATR |
0.54 |
0.56 |
0.02 |
3.3% |
0.00 |
| Volume |
33,413 |
85,077 |
51,664 |
154.6% |
61,547 |
|
| Daily Pivots for day following 28-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.30 |
116.85 |
115.34 |
|
| R3 |
116.56 |
116.11 |
115.13 |
|
| R2 |
115.82 |
115.82 |
115.07 |
|
| R1 |
115.37 |
115.37 |
115.00 |
115.23 |
| PP |
115.08 |
115.08 |
115.08 |
115.00 |
| S1 |
114.63 |
114.63 |
114.86 |
114.49 |
| S2 |
114.34 |
114.34 |
114.79 |
|
| S3 |
113.60 |
113.89 |
114.73 |
|
| S4 |
112.86 |
113.15 |
114.52 |
|
|
| 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 |
114.78 |
1.55 |
1.3% |
0.65 |
0.6% |
10% |
False |
True |
35,605 |
| 10 |
116.33 |
114.53 |
1.80 |
1.6% |
0.59 |
0.5% |
22% |
False |
False |
23,584 |
| 20 |
116.33 |
113.08 |
3.25 |
2.8% |
0.55 |
0.5% |
57% |
False |
False |
13,280 |
| 40 |
116.33 |
112.00 |
4.33 |
3.8% |
0.46 |
0.4% |
68% |
False |
False |
7,078 |
| 60 |
116.33 |
112.00 |
4.33 |
3.8% |
0.42 |
0.4% |
68% |
False |
False |
4,799 |
| 80 |
116.33 |
112.00 |
4.33 |
3.8% |
0.33 |
0.3% |
68% |
False |
False |
3,704 |
| 100 |
116.33 |
109.97 |
6.36 |
5.5% |
0.26 |
0.2% |
78% |
False |
False |
3,111 |
| 120 |
116.33 |
109.45 |
6.88 |
6.0% |
0.22 |
0.2% |
80% |
False |
False |
2,702 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.67 |
|
2.618 |
117.46 |
|
1.618 |
116.72 |
|
1.000 |
116.26 |
|
0.618 |
115.98 |
|
HIGH |
115.52 |
|
0.618 |
115.24 |
|
0.500 |
115.15 |
|
0.382 |
115.06 |
|
LOW |
114.78 |
|
0.618 |
114.32 |
|
1.000 |
114.04 |
|
1.618 |
113.58 |
|
2.618 |
112.84 |
|
4.250 |
111.64 |
|
|
| Fisher Pivots for day following 28-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
115.15 |
115.56 |
| PP |
115.08 |
115.35 |
| S1 |
115.00 |
115.14 |
|