Euro Bund Future December 2007
| Trading Metrics calculated at close of trading on 31-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2007 |
31-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
113.40 |
113.20 |
-0.20 |
-0.2% |
113.11 |
| High |
113.55 |
113.48 |
-0.07 |
-0.1% |
113.84 |
| Low |
113.25 |
112.83 |
-0.42 |
-0.4% |
112.79 |
| Close |
113.40 |
113.37 |
-0.03 |
0.0% |
113.37 |
| Range |
0.30 |
0.65 |
0.35 |
116.7% |
1.05 |
| ATR |
0.55 |
0.55 |
0.01 |
1.4% |
0.00 |
| Volume |
143,688 |
179,870 |
36,182 |
25.2% |
423,081 |
|
| Daily Pivots for day following 31-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.18 |
114.92 |
113.73 |
|
| R3 |
114.53 |
114.27 |
113.55 |
|
| R2 |
113.88 |
113.88 |
113.49 |
|
| R1 |
113.62 |
113.62 |
113.43 |
113.75 |
| PP |
113.23 |
113.23 |
113.23 |
113.29 |
| S1 |
112.97 |
112.97 |
113.31 |
113.10 |
| S2 |
112.58 |
112.58 |
113.25 |
|
| S3 |
111.93 |
112.32 |
113.19 |
|
| S4 |
111.28 |
111.67 |
113.01 |
|
|
| Weekly Pivots for week ending 31-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.48 |
115.98 |
113.95 |
|
| R3 |
115.43 |
114.93 |
113.66 |
|
| R2 |
114.38 |
114.38 |
113.56 |
|
| R1 |
113.88 |
113.88 |
113.47 |
114.13 |
| PP |
113.33 |
113.33 |
113.33 |
113.46 |
| S1 |
112.83 |
112.83 |
113.27 |
113.08 |
| S2 |
112.28 |
112.28 |
113.18 |
|
| S3 |
111.23 |
111.78 |
113.08 |
|
| S4 |
110.18 |
110.73 |
112.79 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113.84 |
112.79 |
1.05 |
0.9% |
0.53 |
0.5% |
55% |
False |
False |
84,616 |
| 10 |
113.84 |
112.49 |
1.35 |
1.2% |
0.52 |
0.5% |
65% |
False |
False |
48,433 |
| 20 |
113.84 |
111.65 |
2.19 |
1.9% |
0.53 |
0.5% |
79% |
False |
False |
26,518 |
| 40 |
113.84 |
109.40 |
4.44 |
3.9% |
0.50 |
0.4% |
89% |
False |
False |
14,135 |
| 60 |
113.84 |
109.30 |
4.54 |
4.0% |
0.46 |
0.4% |
90% |
False |
False |
9,880 |
| 80 |
113.84 |
109.30 |
4.54 |
4.0% |
0.38 |
0.3% |
90% |
False |
False |
7,610 |
| 100 |
113.84 |
109.30 |
4.54 |
4.0% |
0.30 |
0.3% |
90% |
False |
False |
6,207 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.24 |
|
2.618 |
115.18 |
|
1.618 |
114.53 |
|
1.000 |
114.13 |
|
0.618 |
113.88 |
|
HIGH |
113.48 |
|
0.618 |
113.23 |
|
0.500 |
113.16 |
|
0.382 |
113.08 |
|
LOW |
112.83 |
|
0.618 |
112.43 |
|
1.000 |
112.18 |
|
1.618 |
111.78 |
|
2.618 |
111.13 |
|
4.250 |
110.07 |
|
|
| Fisher Pivots for day following 31-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
113.30 |
113.36 |
| PP |
113.23 |
113.35 |
| S1 |
113.16 |
113.34 |
|