Euro Bund Future March 2008
Trading Metrics calculated at close of trading on 10-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2007 |
10-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
113.96 |
114.74 |
0.78 |
0.7% |
113.32 |
High |
114.76 |
115.21 |
0.45 |
0.4% |
114.76 |
Low |
113.94 |
114.63 |
0.69 |
0.6% |
113.21 |
Close |
114.75 |
115.30 |
0.55 |
0.5% |
114.75 |
Range |
0.82 |
0.58 |
-0.24 |
-29.3% |
1.55 |
ATR |
0.32 |
0.34 |
0.02 |
5.8% |
0.00 |
Volume |
67 |
33 |
-34 |
-50.7% |
846 |
|
Daily Pivots for day following 10-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116.79 |
116.62 |
115.62 |
|
R3 |
116.21 |
116.04 |
115.46 |
|
R2 |
115.63 |
115.63 |
115.41 |
|
R1 |
115.46 |
115.46 |
115.35 |
115.55 |
PP |
115.05 |
115.05 |
115.05 |
115.09 |
S1 |
114.88 |
114.88 |
115.25 |
114.97 |
S2 |
114.47 |
114.47 |
115.19 |
|
S3 |
113.89 |
114.30 |
115.14 |
|
S4 |
113.31 |
113.72 |
114.98 |
|
|
Weekly Pivots for week ending 07-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118.89 |
118.37 |
115.60 |
|
R3 |
117.34 |
116.82 |
115.18 |
|
R2 |
115.79 |
115.79 |
115.03 |
|
R1 |
115.27 |
115.27 |
114.89 |
115.53 |
PP |
114.24 |
114.24 |
114.24 |
114.37 |
S1 |
113.72 |
113.72 |
114.61 |
113.98 |
S2 |
112.69 |
112.69 |
114.47 |
|
S3 |
111.14 |
112.17 |
114.32 |
|
S4 |
109.59 |
110.62 |
113.90 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
115.21 |
113.24 |
1.97 |
1.7% |
0.48 |
0.4% |
105% |
True |
False |
158 |
10 |
115.21 |
113.21 |
2.00 |
1.7% |
0.24 |
0.2% |
105% |
True |
False |
205 |
20 |
115.21 |
112.58 |
2.63 |
2.3% |
0.12 |
0.1% |
103% |
True |
False |
401 |
40 |
115.21 |
110.17 |
5.04 |
4.4% |
0.06 |
0.1% |
102% |
True |
False |
562 |
60 |
115.21 |
109.51 |
5.70 |
4.9% |
0.04 |
0.0% |
102% |
True |
False |
596 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
117.68 |
2.618 |
116.73 |
1.618 |
116.15 |
1.000 |
115.79 |
0.618 |
115.57 |
HIGH |
115.21 |
0.618 |
114.99 |
0.500 |
114.92 |
0.382 |
114.85 |
LOW |
114.63 |
0.618 |
114.27 |
1.000 |
114.05 |
1.618 |
113.69 |
2.618 |
113.11 |
4.250 |
112.17 |
|
|
Fisher Pivots for day following 10-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
115.17 |
115.03 |
PP |
115.05 |
114.75 |
S1 |
114.92 |
114.48 |
|