Euro Bund Future December 2007
| Trading Metrics calculated at close of trading on 03-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2007 |
03-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
113.20 |
113.18 |
-0.02 |
0.0% |
113.11 |
| High |
113.48 |
113.43 |
-0.05 |
0.0% |
113.84 |
| Low |
112.83 |
113.07 |
0.24 |
0.2% |
112.79 |
| Close |
113.37 |
113.15 |
-0.22 |
-0.2% |
113.37 |
| Range |
0.65 |
0.36 |
-0.29 |
-44.6% |
1.05 |
| ATR |
0.55 |
0.54 |
-0.01 |
-2.5% |
0.00 |
| Volume |
179,870 |
338,535 |
158,665 |
88.2% |
423,081 |
|
| Daily Pivots for day following 03-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.30 |
114.08 |
113.35 |
|
| R3 |
113.94 |
113.72 |
113.25 |
|
| R2 |
113.58 |
113.58 |
113.22 |
|
| R1 |
113.36 |
113.36 |
113.18 |
113.29 |
| PP |
113.22 |
113.22 |
113.22 |
113.18 |
| S1 |
113.00 |
113.00 |
113.12 |
112.93 |
| S2 |
112.86 |
112.86 |
113.08 |
|
| S3 |
112.50 |
112.64 |
113.05 |
|
| S4 |
112.14 |
112.28 |
112.95 |
|
|
| 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 |
112.83 |
1.01 |
0.9% |
0.48 |
0.4% |
32% |
False |
False |
149,559 |
| 10 |
113.84 |
112.49 |
1.35 |
1.2% |
0.52 |
0.5% |
49% |
False |
False |
81,918 |
| 20 |
113.84 |
111.65 |
2.19 |
1.9% |
0.52 |
0.5% |
68% |
False |
False |
43,310 |
| 40 |
113.84 |
109.61 |
4.23 |
3.7% |
0.51 |
0.4% |
84% |
False |
False |
22,593 |
| 60 |
113.84 |
109.30 |
4.54 |
4.0% |
0.46 |
0.4% |
85% |
False |
False |
15,492 |
| 80 |
113.84 |
109.30 |
4.54 |
4.0% |
0.38 |
0.3% |
85% |
False |
False |
11,837 |
| 100 |
113.84 |
109.30 |
4.54 |
4.0% |
0.30 |
0.3% |
85% |
False |
False |
9,585 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.96 |
|
2.618 |
114.37 |
|
1.618 |
114.01 |
|
1.000 |
113.79 |
|
0.618 |
113.65 |
|
HIGH |
113.43 |
|
0.618 |
113.29 |
|
0.500 |
113.25 |
|
0.382 |
113.21 |
|
LOW |
113.07 |
|
0.618 |
112.85 |
|
1.000 |
112.71 |
|
1.618 |
112.49 |
|
2.618 |
112.13 |
|
4.250 |
111.54 |
|
|
| Fisher Pivots for day following 03-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
113.25 |
113.19 |
| PP |
113.22 |
113.18 |
| S1 |
113.18 |
113.16 |
|