Euro Bund Future March 2008
Trading Metrics calculated at close of trading on 17-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2007 |
17-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
113.37 |
113.18 |
-0.19 |
-0.2% |
112.35 |
High |
113.37 |
113.18 |
-0.19 |
-0.2% |
113.37 |
Low |
113.37 |
113.18 |
-0.19 |
-0.2% |
112.35 |
Close |
113.37 |
113.18 |
-0.19 |
-0.2% |
113.18 |
Range |
|
|
|
|
|
ATR |
0.28 |
0.28 |
-0.01 |
-2.3% |
0.00 |
Volume |
121 |
1,018 |
897 |
741.3% |
3,101 |
|
Daily Pivots for day following 17-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.18 |
113.18 |
113.18 |
|
R3 |
113.18 |
113.18 |
113.18 |
|
R2 |
113.18 |
113.18 |
113.18 |
|
R1 |
113.18 |
113.18 |
113.18 |
113.18 |
PP |
113.18 |
113.18 |
113.18 |
113.18 |
S1 |
113.18 |
113.18 |
113.18 |
113.18 |
S2 |
113.18 |
113.18 |
113.18 |
|
S3 |
113.18 |
113.18 |
113.18 |
|
S4 |
113.18 |
113.18 |
113.18 |
|
|
Weekly Pivots for week ending 17-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116.03 |
115.62 |
113.74 |
|
R3 |
115.01 |
114.60 |
113.46 |
|
R2 |
113.99 |
113.99 |
113.37 |
|
R1 |
113.58 |
113.58 |
113.27 |
113.79 |
PP |
112.97 |
112.97 |
112.97 |
113.07 |
S1 |
112.56 |
112.56 |
113.09 |
112.77 |
S2 |
111.95 |
111.95 |
112.99 |
|
S3 |
110.93 |
111.54 |
112.90 |
|
S4 |
109.91 |
110.52 |
112.62 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
113.18 |
2.618 |
113.18 |
1.618 |
113.18 |
1.000 |
113.18 |
0.618 |
113.18 |
HIGH |
113.18 |
0.618 |
113.18 |
0.500 |
113.18 |
0.382 |
113.18 |
LOW |
113.18 |
0.618 |
113.18 |
1.000 |
113.18 |
1.618 |
113.18 |
2.618 |
113.18 |
4.250 |
113.18 |
|
|
Fisher Pivots for day following 17-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
113.18 |
113.14 |
PP |
113.18 |
113.10 |
S1 |
113.18 |
113.06 |
|