Euro Bund Future March 2008
| Trading Metrics calculated at close of trading on 06-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2007 |
06-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
115.58 |
115.44 |
-0.14 |
-0.1% |
115.61 |
| High |
115.89 |
115.71 |
-0.18 |
-0.2% |
116.33 |
| Low |
115.48 |
115.01 |
-0.47 |
-0.4% |
114.53 |
| Close |
115.58 |
115.20 |
-0.38 |
-0.3% |
114.81 |
| Range |
0.41 |
0.70 |
0.29 |
70.7% |
1.80 |
| ATR |
0.58 |
0.59 |
0.01 |
1.5% |
0.00 |
| Volume |
1,172,377 |
1,116,194 |
-56,183 |
-4.8% |
378,020 |
|
| Daily Pivots for day following 06-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.41 |
117.00 |
115.59 |
|
| R3 |
116.71 |
116.30 |
115.39 |
|
| R2 |
116.01 |
116.01 |
115.33 |
|
| R1 |
115.60 |
115.60 |
115.26 |
115.46 |
| PP |
115.31 |
115.31 |
115.31 |
115.23 |
| S1 |
114.90 |
114.90 |
115.14 |
114.76 |
| S2 |
114.61 |
114.61 |
115.07 |
|
| S3 |
113.91 |
114.20 |
115.01 |
|
| S4 |
113.21 |
113.50 |
114.82 |
|
|
| 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 |
115.89 |
114.53 |
1.36 |
1.2% |
0.65 |
0.6% |
49% |
False |
False |
864,008 |
| 10 |
116.33 |
114.53 |
1.80 |
1.6% |
0.68 |
0.6% |
37% |
False |
False |
458,817 |
| 20 |
116.33 |
114.29 |
2.04 |
1.8% |
0.58 |
0.5% |
45% |
False |
False |
233,388 |
| 40 |
116.33 |
112.00 |
4.33 |
3.8% |
0.51 |
0.4% |
74% |
False |
False |
117,329 |
| 60 |
116.33 |
112.00 |
4.33 |
3.8% |
0.44 |
0.4% |
74% |
False |
False |
78,333 |
| 80 |
116.33 |
112.00 |
4.33 |
3.8% |
0.38 |
0.3% |
74% |
False |
False |
58,841 |
| 100 |
116.33 |
111.63 |
4.70 |
4.1% |
0.30 |
0.3% |
76% |
False |
False |
47,204 |
| 120 |
116.33 |
109.51 |
6.82 |
5.9% |
0.25 |
0.2% |
83% |
False |
False |
39,447 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.69 |
|
2.618 |
117.54 |
|
1.618 |
116.84 |
|
1.000 |
116.41 |
|
0.618 |
116.14 |
|
HIGH |
115.71 |
|
0.618 |
115.44 |
|
0.500 |
115.36 |
|
0.382 |
115.28 |
|
LOW |
115.01 |
|
0.618 |
114.58 |
|
1.000 |
114.31 |
|
1.618 |
113.88 |
|
2.618 |
113.18 |
|
4.250 |
112.04 |
|
|
| Fisher Pivots for day following 06-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
115.36 |
115.45 |
| PP |
115.31 |
115.37 |
| S1 |
115.25 |
115.28 |
|