Euro Bund Future December 2007
| Trading Metrics calculated at close of trading on 21-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2007 |
21-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
112.77 |
113.16 |
0.39 |
0.3% |
112.05 |
| High |
113.14 |
113.63 |
0.49 |
0.4% |
113.65 |
| Low |
112.76 |
113.09 |
0.33 |
0.3% |
111.85 |
| Close |
113.04 |
113.34 |
0.30 |
0.3% |
112.93 |
| Range |
0.38 |
0.54 |
0.16 |
42.1% |
1.80 |
| ATR |
0.56 |
0.56 |
0.00 |
0.4% |
0.00 |
| Volume |
3,688 |
12,203 |
8,515 |
230.9% |
32,941 |
|
| Daily Pivots for day following 21-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.97 |
114.70 |
113.64 |
|
| R3 |
114.43 |
114.16 |
113.49 |
|
| R2 |
113.89 |
113.89 |
113.44 |
|
| R1 |
113.62 |
113.62 |
113.39 |
113.76 |
| PP |
113.35 |
113.35 |
113.35 |
113.42 |
| S1 |
113.08 |
113.08 |
113.29 |
113.22 |
| S2 |
112.81 |
112.81 |
113.24 |
|
| S3 |
112.27 |
112.54 |
113.19 |
|
| S4 |
111.73 |
112.00 |
113.04 |
|
|
| Weekly Pivots for week ending 17-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.21 |
117.37 |
113.92 |
|
| R3 |
116.41 |
115.57 |
113.43 |
|
| R2 |
114.61 |
114.61 |
113.26 |
|
| R1 |
113.77 |
113.77 |
113.10 |
114.19 |
| PP |
112.81 |
112.81 |
112.81 |
113.02 |
| S1 |
111.97 |
111.97 |
112.77 |
112.39 |
| S2 |
111.01 |
111.01 |
112.60 |
|
| S3 |
109.21 |
110.17 |
112.44 |
|
| S4 |
107.41 |
108.37 |
111.94 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113.65 |
112.49 |
1.16 |
1.0% |
0.60 |
0.5% |
73% |
False |
False |
9,106 |
| 10 |
113.65 |
111.65 |
2.00 |
1.8% |
0.56 |
0.5% |
85% |
False |
False |
5,829 |
| 20 |
113.65 |
111.65 |
2.00 |
1.8% |
0.50 |
0.4% |
85% |
False |
False |
4,179 |
| 40 |
113.65 |
109.40 |
4.25 |
3.7% |
0.48 |
0.4% |
93% |
False |
False |
2,825 |
| 60 |
113.65 |
109.30 |
4.35 |
3.8% |
0.43 |
0.4% |
93% |
False |
False |
2,283 |
| 80 |
113.69 |
109.30 |
4.39 |
3.9% |
0.32 |
0.3% |
92% |
False |
False |
1,803 |
| 100 |
114.71 |
109.30 |
5.41 |
4.8% |
0.26 |
0.2% |
75% |
False |
False |
1,561 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.93 |
|
2.618 |
115.04 |
|
1.618 |
114.50 |
|
1.000 |
114.17 |
|
0.618 |
113.96 |
|
HIGH |
113.63 |
|
0.618 |
113.42 |
|
0.500 |
113.36 |
|
0.382 |
113.30 |
|
LOW |
113.09 |
|
0.618 |
112.76 |
|
1.000 |
112.55 |
|
1.618 |
112.22 |
|
2.618 |
111.68 |
|
4.250 |
110.80 |
|
|
| Fisher Pivots for day following 21-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
113.36 |
113.28 |
| PP |
113.35 |
113.22 |
| S1 |
113.35 |
113.16 |
|