Euro Bund Future December 2007
| Trading Metrics calculated at close of trading on 07-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2007 |
07-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
113.53 |
113.72 |
0.19 |
0.2% |
113.18 |
| High |
113.80 |
114.53 |
0.73 |
0.6% |
114.53 |
| Low |
113.43 |
113.61 |
0.18 |
0.2% |
112.96 |
| Close |
113.75 |
114.46 |
0.71 |
0.6% |
114.46 |
| Range |
0.37 |
0.92 |
0.55 |
148.6% |
1.57 |
| ATR |
0.54 |
0.56 |
0.03 |
5.1% |
0.00 |
| Volume |
1,071,469 |
1,320,914 |
249,445 |
23.3% |
5,414,309 |
|
| Daily Pivots for day following 07-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.96 |
116.63 |
114.97 |
|
| R3 |
116.04 |
115.71 |
114.71 |
|
| R2 |
115.12 |
115.12 |
114.63 |
|
| R1 |
114.79 |
114.79 |
114.54 |
114.96 |
| PP |
114.20 |
114.20 |
114.20 |
114.28 |
| S1 |
113.87 |
113.87 |
114.38 |
114.04 |
| S2 |
113.28 |
113.28 |
114.29 |
|
| S3 |
112.36 |
112.95 |
114.21 |
|
| S4 |
111.44 |
112.03 |
113.95 |
|
|
| Weekly Pivots for week ending 07-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.69 |
118.15 |
115.32 |
|
| R3 |
117.12 |
116.58 |
114.89 |
|
| R2 |
115.55 |
115.55 |
114.75 |
|
| R1 |
115.01 |
115.01 |
114.60 |
115.28 |
| PP |
113.98 |
113.98 |
113.98 |
114.12 |
| S1 |
113.44 |
113.44 |
114.32 |
113.71 |
| S2 |
112.41 |
112.41 |
114.17 |
|
| S3 |
110.84 |
111.87 |
114.03 |
|
| S4 |
109.27 |
110.30 |
113.60 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114.53 |
112.96 |
1.57 |
1.4% |
0.57 |
0.5% |
96% |
True |
False |
1,082,861 |
| 10 |
114.53 |
112.79 |
1.74 |
1.5% |
0.55 |
0.5% |
96% |
True |
False |
583,739 |
| 20 |
114.53 |
111.85 |
2.68 |
2.3% |
0.55 |
0.5% |
97% |
True |
False |
296,579 |
| 40 |
114.53 |
110.05 |
4.48 |
3.9% |
0.51 |
0.4% |
98% |
True |
False |
149,412 |
| 60 |
114.53 |
109.40 |
5.13 |
4.5% |
0.48 |
0.4% |
99% |
True |
False |
99,946 |
| 80 |
114.53 |
109.30 |
5.23 |
4.6% |
0.41 |
0.4% |
99% |
True |
False |
75,277 |
| 100 |
114.53 |
109.30 |
5.23 |
4.6% |
0.33 |
0.3% |
99% |
True |
False |
60,295 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.44 |
|
2.618 |
116.94 |
|
1.618 |
116.02 |
|
1.000 |
115.45 |
|
0.618 |
115.10 |
|
HIGH |
114.53 |
|
0.618 |
114.18 |
|
0.500 |
114.07 |
|
0.382 |
113.96 |
|
LOW |
113.61 |
|
0.618 |
113.04 |
|
1.000 |
112.69 |
|
1.618 |
112.12 |
|
2.618 |
111.20 |
|
4.250 |
109.70 |
|
|
| Fisher Pivots for day following 07-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
114.33 |
114.24 |
| PP |
114.20 |
114.01 |
| S1 |
114.07 |
113.79 |
|