Euro Bund Future December 2007
| Trading Metrics calculated at close of trading on 29-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2007 |
29-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
113.45 |
113.72 |
0.27 |
0.2% |
112.77 |
| High |
113.66 |
113.84 |
0.18 |
0.2% |
113.63 |
| Low |
113.18 |
113.25 |
0.07 |
0.1% |
112.49 |
| Close |
113.45 |
113.51 |
0.06 |
0.1% |
113.19 |
| Range |
0.48 |
0.59 |
0.11 |
22.9% |
1.14 |
| ATR |
0.56 |
0.57 |
0.00 |
0.3% |
0.00 |
| Volume |
34,211 |
51,494 |
17,283 |
50.5% |
61,258 |
|
| Daily Pivots for day following 29-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.30 |
115.00 |
113.83 |
|
| R3 |
114.71 |
114.41 |
113.67 |
|
| R2 |
114.12 |
114.12 |
113.62 |
|
| R1 |
113.82 |
113.82 |
113.56 |
113.68 |
| PP |
113.53 |
113.53 |
113.53 |
113.46 |
| S1 |
113.23 |
113.23 |
113.46 |
113.09 |
| S2 |
112.94 |
112.94 |
113.40 |
|
| S3 |
112.35 |
112.64 |
113.35 |
|
| S4 |
111.76 |
112.05 |
113.19 |
|
|
| Weekly Pivots for week ending 24-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.52 |
116.00 |
113.82 |
|
| R3 |
115.38 |
114.86 |
113.50 |
|
| R2 |
114.24 |
114.24 |
113.40 |
|
| R1 |
113.72 |
113.72 |
113.29 |
113.98 |
| PP |
113.10 |
113.10 |
113.10 |
113.24 |
| S1 |
112.58 |
112.58 |
113.09 |
112.84 |
| S2 |
111.96 |
111.96 |
112.98 |
|
| S3 |
110.82 |
111.44 |
112.88 |
|
| S4 |
109.68 |
110.30 |
112.56 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113.84 |
112.49 |
1.35 |
1.2% |
0.56 |
0.5% |
76% |
True |
False |
26,632 |
| 10 |
113.84 |
112.49 |
1.35 |
1.2% |
0.60 |
0.5% |
76% |
True |
False |
18,943 |
| 20 |
113.84 |
111.65 |
2.19 |
1.9% |
0.51 |
0.5% |
85% |
True |
False |
10,411 |
| 40 |
113.84 |
109.40 |
4.44 |
3.9% |
0.50 |
0.4% |
93% |
True |
False |
6,278 |
| 60 |
113.84 |
109.30 |
4.54 |
4.0% |
0.46 |
0.4% |
93% |
True |
False |
4,564 |
| 80 |
113.84 |
109.30 |
4.54 |
4.0% |
0.36 |
0.3% |
93% |
True |
False |
3,592 |
| 100 |
114.03 |
109.30 |
4.73 |
4.2% |
0.29 |
0.3% |
89% |
False |
False |
2,984 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.35 |
|
2.618 |
115.38 |
|
1.618 |
114.79 |
|
1.000 |
114.43 |
|
0.618 |
114.20 |
|
HIGH |
113.84 |
|
0.618 |
113.61 |
|
0.500 |
113.55 |
|
0.382 |
113.48 |
|
LOW |
113.25 |
|
0.618 |
112.89 |
|
1.000 |
112.66 |
|
1.618 |
112.30 |
|
2.618 |
111.71 |
|
4.250 |
110.74 |
|
|
| Fisher Pivots for day following 29-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
113.55 |
113.45 |
| PP |
113.53 |
113.38 |
| S1 |
113.52 |
113.32 |
|