Euro Bund Future March 2008
| Trading Metrics calculated at close of trading on 03-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2007 |
03-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
115.23 |
114.92 |
-0.31 |
-0.3% |
115.61 |
| High |
115.33 |
115.51 |
0.18 |
0.2% |
116.33 |
| Low |
114.53 |
114.73 |
0.20 |
0.2% |
114.53 |
| Close |
114.81 |
115.26 |
0.45 |
0.4% |
114.81 |
| Range |
0.80 |
0.78 |
-0.02 |
-2.5% |
1.80 |
| ATR |
0.58 |
0.59 |
0.01 |
2.5% |
0.00 |
| Volume |
124,341 |
622,019 |
497,678 |
400.3% |
378,020 |
|
| Daily Pivots for day following 03-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.51 |
117.16 |
115.69 |
|
| R3 |
116.73 |
116.38 |
115.47 |
|
| R2 |
115.95 |
115.95 |
115.40 |
|
| R1 |
115.60 |
115.60 |
115.33 |
115.78 |
| PP |
115.17 |
115.17 |
115.17 |
115.25 |
| S1 |
114.82 |
114.82 |
115.19 |
115.00 |
| S2 |
114.39 |
114.39 |
115.12 |
|
| S3 |
113.61 |
114.04 |
115.05 |
|
| S4 |
112.83 |
113.26 |
114.83 |
|
|
| Weekly Pivots for week ending 30-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.62 |
119.52 |
115.80 |
|
| R3 |
118.82 |
117.72 |
115.31 |
|
| R2 |
117.02 |
117.02 |
115.14 |
|
| R1 |
115.92 |
115.92 |
114.98 |
115.57 |
| PP |
115.22 |
115.22 |
115.22 |
115.05 |
| S1 |
114.12 |
114.12 |
114.65 |
113.77 |
| S2 |
113.42 |
113.42 |
114.48 |
|
| S3 |
111.62 |
112.32 |
114.32 |
|
| S4 |
109.82 |
110.52 |
113.82 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116.06 |
114.53 |
1.53 |
1.3% |
0.74 |
0.6% |
48% |
False |
False |
191,644 |
| 10 |
116.33 |
114.53 |
1.80 |
1.6% |
0.63 |
0.5% |
41% |
False |
False |
104,958 |
| 20 |
116.33 |
114.08 |
2.25 |
2.0% |
0.56 |
0.5% |
52% |
False |
False |
55,098 |
| 40 |
116.33 |
112.00 |
4.33 |
3.8% |
0.49 |
0.4% |
75% |
False |
False |
28,037 |
| 60 |
116.33 |
112.00 |
4.33 |
3.8% |
0.43 |
0.4% |
75% |
False |
False |
18,790 |
| 80 |
116.33 |
112.00 |
4.33 |
3.8% |
0.36 |
0.3% |
75% |
False |
False |
14,193 |
| 100 |
116.33 |
110.17 |
6.16 |
5.3% |
0.28 |
0.2% |
83% |
False |
False |
11,499 |
| 120 |
116.33 |
109.51 |
6.82 |
5.9% |
0.24 |
0.2% |
84% |
False |
False |
9,693 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.83 |
|
2.618 |
117.55 |
|
1.618 |
116.77 |
|
1.000 |
116.29 |
|
0.618 |
115.99 |
|
HIGH |
115.51 |
|
0.618 |
115.21 |
|
0.500 |
115.12 |
|
0.382 |
115.03 |
|
LOW |
114.73 |
|
0.618 |
114.25 |
|
1.000 |
113.95 |
|
1.618 |
113.47 |
|
2.618 |
112.69 |
|
4.250 |
111.42 |
|
|
| Fisher Pivots for day following 03-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
115.21 |
115.18 |
| PP |
115.17 |
115.10 |
| S1 |
115.12 |
115.02 |
|