Euro Bund Future March 2008
Trading Metrics calculated at close of trading on 29-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2007 |
29-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
115.51 |
114.82 |
-0.69 |
-0.6% |
114.81 |
High |
115.52 |
115.42 |
-0.10 |
-0.1% |
115.98 |
Low |
114.78 |
114.78 |
0.00 |
0.0% |
114.81 |
Close |
114.93 |
115.26 |
0.33 |
0.3% |
115.66 |
Range |
0.74 |
0.64 |
-0.10 |
-13.5% |
1.17 |
ATR |
0.56 |
0.56 |
0.01 |
1.1% |
0.00 |
Volume |
85,077 |
93,372 |
8,295 |
9.7% |
61,547 |
|
Daily Pivots for day following 29-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117.07 |
116.81 |
115.61 |
|
R3 |
116.43 |
116.17 |
115.44 |
|
R2 |
115.79 |
115.79 |
115.38 |
|
R1 |
115.53 |
115.53 |
115.32 |
115.66 |
PP |
115.15 |
115.15 |
115.15 |
115.22 |
S1 |
114.89 |
114.89 |
115.20 |
115.02 |
S2 |
114.51 |
114.51 |
115.14 |
|
S3 |
113.87 |
114.25 |
115.08 |
|
S4 |
113.23 |
113.61 |
114.91 |
|
|
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% |
0.71 |
0.6% |
31% |
False |
True |
53,627 |
10 |
116.33 |
114.78 |
1.55 |
1.3% |
0.60 |
0.5% |
31% |
False |
True |
32,654 |
20 |
116.33 |
113.85 |
2.48 |
2.2% |
0.53 |
0.5% |
57% |
False |
False |
17,907 |
40 |
116.33 |
112.00 |
4.33 |
3.8% |
0.47 |
0.4% |
75% |
False |
False |
9,404 |
60 |
116.33 |
112.00 |
4.33 |
3.8% |
0.43 |
0.4% |
75% |
False |
False |
6,352 |
80 |
116.33 |
112.00 |
4.33 |
3.8% |
0.34 |
0.3% |
75% |
False |
False |
4,870 |
100 |
116.33 |
109.97 |
6.36 |
5.5% |
0.27 |
0.2% |
83% |
False |
False |
4,043 |
120 |
116.33 |
109.45 |
6.88 |
6.0% |
0.23 |
0.2% |
84% |
False |
False |
3,479 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
118.14 |
2.618 |
117.10 |
1.618 |
116.46 |
1.000 |
116.06 |
0.618 |
115.82 |
HIGH |
115.42 |
0.618 |
115.18 |
0.500 |
115.10 |
0.382 |
115.02 |
LOW |
114.78 |
0.618 |
114.38 |
1.000 |
114.14 |
1.618 |
113.74 |
2.618 |
113.10 |
4.250 |
112.06 |
|
|
Fisher Pivots for day following 29-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
115.21 |
115.42 |
PP |
115.15 |
115.37 |
S1 |
115.10 |
115.31 |
|