Euro Bund Future March 2008
| Trading Metrics calculated at close of trading on 07-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2007 |
07-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
115.44 |
115.12 |
-0.32 |
-0.3% |
114.92 |
| High |
115.71 |
115.15 |
-0.56 |
-0.5% |
115.89 |
| Low |
115.01 |
114.03 |
-0.98 |
-0.9% |
114.03 |
| Close |
115.20 |
114.10 |
-1.10 |
-1.0% |
114.10 |
| Range |
0.70 |
1.12 |
0.42 |
60.0% |
1.86 |
| ATR |
0.59 |
0.63 |
0.04 |
7.1% |
0.00 |
| Volume |
1,116,194 |
1,354,685 |
238,491 |
21.4% |
5,550,384 |
|
| Daily Pivots for day following 07-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.79 |
117.06 |
114.72 |
|
| R3 |
116.67 |
115.94 |
114.41 |
|
| R2 |
115.55 |
115.55 |
114.31 |
|
| R1 |
114.82 |
114.82 |
114.20 |
114.63 |
| PP |
114.43 |
114.43 |
114.43 |
114.33 |
| S1 |
113.70 |
113.70 |
114.00 |
113.51 |
| S2 |
113.31 |
113.31 |
113.89 |
|
| S3 |
112.19 |
112.58 |
113.79 |
|
| S4 |
111.07 |
111.46 |
113.48 |
|
|
| Weekly Pivots for week ending 07-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.25 |
119.04 |
115.12 |
|
| R3 |
118.39 |
117.18 |
114.61 |
|
| R2 |
116.53 |
116.53 |
114.44 |
|
| R1 |
115.32 |
115.32 |
114.27 |
115.00 |
| PP |
114.67 |
114.67 |
114.67 |
114.51 |
| S1 |
113.46 |
113.46 |
113.93 |
113.14 |
| S2 |
112.81 |
112.81 |
113.76 |
|
| S3 |
110.95 |
111.60 |
113.59 |
|
| S4 |
109.09 |
109.74 |
113.08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115.89 |
114.03 |
1.86 |
1.6% |
0.71 |
0.6% |
4% |
False |
True |
1,110,076 |
| 10 |
116.33 |
114.03 |
2.30 |
2.0% |
0.74 |
0.7% |
3% |
False |
True |
592,840 |
| 20 |
116.33 |
114.03 |
2.30 |
2.0% |
0.60 |
0.5% |
3% |
False |
True |
301,009 |
| 40 |
116.33 |
112.00 |
4.33 |
3.8% |
0.52 |
0.5% |
48% |
False |
False |
151,155 |
| 60 |
116.33 |
112.00 |
4.33 |
3.8% |
0.46 |
0.4% |
48% |
False |
False |
100,904 |
| 80 |
116.33 |
112.00 |
4.33 |
3.8% |
0.39 |
0.3% |
48% |
False |
False |
75,762 |
| 100 |
116.33 |
111.70 |
4.63 |
4.1% |
0.31 |
0.3% |
52% |
False |
False |
60,749 |
| 120 |
116.33 |
109.67 |
6.66 |
5.8% |
0.26 |
0.2% |
67% |
False |
False |
50,734 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119.91 |
|
2.618 |
118.08 |
|
1.618 |
116.96 |
|
1.000 |
116.27 |
|
0.618 |
115.84 |
|
HIGH |
115.15 |
|
0.618 |
114.72 |
|
0.500 |
114.59 |
|
0.382 |
114.46 |
|
LOW |
114.03 |
|
0.618 |
113.34 |
|
1.000 |
112.91 |
|
1.618 |
112.22 |
|
2.618 |
111.10 |
|
4.250 |
109.27 |
|
|
| Fisher Pivots for day following 07-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
114.59 |
114.96 |
| PP |
114.43 |
114.67 |
| S1 |
114.26 |
114.39 |
|