Euro Bund Future March 2008
| Trading Metrics calculated at close of trading on 12-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2007 |
12-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
113.59 |
113.88 |
0.29 |
0.3% |
114.92 |
| High |
114.16 |
113.97 |
-0.19 |
-0.2% |
115.89 |
| Low |
113.38 |
112.92 |
-0.46 |
-0.4% |
114.03 |
| Close |
113.74 |
113.10 |
-0.64 |
-0.6% |
114.10 |
| Range |
0.78 |
1.05 |
0.27 |
34.6% |
1.86 |
| ATR |
0.66 |
0.69 |
0.03 |
4.2% |
0.00 |
| Volume |
837,140 |
1,176,124 |
338,984 |
40.5% |
5,550,384 |
|
| Daily Pivots for day following 12-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.48 |
115.84 |
113.68 |
|
| R3 |
115.43 |
114.79 |
113.39 |
|
| R2 |
114.38 |
114.38 |
113.29 |
|
| R1 |
113.74 |
113.74 |
113.20 |
113.54 |
| PP |
113.33 |
113.33 |
113.33 |
113.23 |
| S1 |
112.69 |
112.69 |
113.00 |
112.49 |
| S2 |
112.28 |
112.28 |
112.91 |
|
| S3 |
111.23 |
111.64 |
112.81 |
|
| S4 |
110.18 |
110.59 |
112.52 |
|
|
| 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 |
115.71 |
112.92 |
2.79 |
2.5% |
0.92 |
0.8% |
6% |
False |
True |
1,100,021 |
| 10 |
115.89 |
112.92 |
2.97 |
2.6% |
0.78 |
0.7% |
6% |
False |
True |
879,732 |
| 20 |
116.33 |
112.92 |
3.41 |
3.0% |
0.68 |
0.6% |
5% |
False |
True |
451,658 |
| 40 |
116.33 |
112.65 |
3.68 |
3.3% |
0.57 |
0.5% |
12% |
False |
False |
226,805 |
| 60 |
116.33 |
112.00 |
4.33 |
3.8% |
0.49 |
0.4% |
25% |
False |
False |
151,390 |
| 80 |
116.33 |
112.00 |
4.33 |
3.8% |
0.43 |
0.4% |
25% |
False |
False |
113,599 |
| 100 |
116.33 |
111.88 |
4.45 |
3.9% |
0.34 |
0.3% |
27% |
False |
False |
91,027 |
| 120 |
116.33 |
109.67 |
6.66 |
5.9% |
0.28 |
0.3% |
52% |
False |
False |
75,947 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.43 |
|
2.618 |
116.72 |
|
1.618 |
115.67 |
|
1.000 |
115.02 |
|
0.618 |
114.62 |
|
HIGH |
113.97 |
|
0.618 |
113.57 |
|
0.500 |
113.45 |
|
0.382 |
113.32 |
|
LOW |
112.92 |
|
0.618 |
112.27 |
|
1.000 |
111.87 |
|
1.618 |
111.22 |
|
2.618 |
110.17 |
|
4.250 |
108.46 |
|
|
| Fisher Pivots for day following 12-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
113.45 |
113.64 |
| PP |
113.33 |
113.46 |
| S1 |
113.22 |
113.28 |
|