Euro Bund Future March 2008
| Trading Metrics calculated at close of trading on 13-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2007 |
13-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
113.88 |
113.29 |
-0.59 |
-0.5% |
114.92 |
| High |
113.97 |
113.40 |
-0.57 |
-0.5% |
115.89 |
| Low |
112.92 |
112.85 |
-0.07 |
-0.1% |
114.03 |
| Close |
113.10 |
113.24 |
0.14 |
0.1% |
114.10 |
| Range |
1.05 |
0.55 |
-0.50 |
-47.6% |
1.86 |
| ATR |
0.69 |
0.68 |
-0.01 |
-1.4% |
0.00 |
| Volume |
1,176,124 |
1,061,526 |
-114,598 |
-9.7% |
5,550,384 |
|
| Daily Pivots for day following 13-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.81 |
114.58 |
113.54 |
|
| R3 |
114.26 |
114.03 |
113.39 |
|
| R2 |
113.71 |
113.71 |
113.34 |
|
| R1 |
113.48 |
113.48 |
113.29 |
113.32 |
| PP |
113.16 |
113.16 |
113.16 |
113.09 |
| S1 |
112.93 |
112.93 |
113.19 |
112.77 |
| S2 |
112.61 |
112.61 |
113.14 |
|
| S3 |
112.06 |
112.38 |
113.09 |
|
| S4 |
111.51 |
111.83 |
112.94 |
|
|
| 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 |
115.15 |
112.85 |
2.30 |
2.0% |
0.89 |
0.8% |
17% |
False |
True |
1,089,087 |
| 10 |
115.89 |
112.85 |
3.04 |
2.7% |
0.77 |
0.7% |
13% |
False |
True |
976,547 |
| 20 |
116.33 |
112.85 |
3.48 |
3.1% |
0.68 |
0.6% |
11% |
False |
True |
504,601 |
| 40 |
116.33 |
112.85 |
3.48 |
3.1% |
0.57 |
0.5% |
11% |
False |
True |
253,318 |
| 60 |
116.33 |
112.00 |
4.33 |
3.8% |
0.49 |
0.4% |
29% |
False |
False |
169,075 |
| 80 |
116.33 |
112.00 |
4.33 |
3.8% |
0.43 |
0.4% |
29% |
False |
False |
126,858 |
| 100 |
116.33 |
111.88 |
4.45 |
3.9% |
0.35 |
0.3% |
31% |
False |
False |
101,640 |
| 120 |
116.33 |
109.67 |
6.66 |
5.9% |
0.29 |
0.3% |
54% |
False |
False |
84,785 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.74 |
|
2.618 |
114.84 |
|
1.618 |
114.29 |
|
1.000 |
113.95 |
|
0.618 |
113.74 |
|
HIGH |
113.40 |
|
0.618 |
113.19 |
|
0.500 |
113.13 |
|
0.382 |
113.06 |
|
LOW |
112.85 |
|
0.618 |
112.51 |
|
1.000 |
112.30 |
|
1.618 |
111.96 |
|
2.618 |
111.41 |
|
4.250 |
110.51 |
|
|
| Fisher Pivots for day following 13-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
113.20 |
113.51 |
| PP |
113.16 |
113.42 |
| S1 |
113.13 |
113.33 |
|