Euro Bund Future December 2007
| Trading Metrics calculated at close of trading on 13-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2007 |
13-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
114.66 |
114.50 |
-0.16 |
-0.1% |
113.18 |
| High |
114.75 |
114.62 |
-0.13 |
-0.1% |
114.53 |
| Low |
114.34 |
113.94 |
-0.40 |
-0.3% |
112.96 |
| Close |
114.41 |
114.08 |
-0.33 |
-0.3% |
114.46 |
| Range |
0.41 |
0.68 |
0.27 |
65.9% |
1.57 |
| ATR |
0.55 |
0.56 |
0.01 |
1.7% |
0.00 |
| Volume |
998,067 |
1,248,825 |
250,758 |
25.1% |
5,414,309 |
|
| Daily Pivots for day following 13-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.25 |
115.85 |
114.45 |
|
| R3 |
115.57 |
115.17 |
114.27 |
|
| R2 |
114.89 |
114.89 |
114.20 |
|
| R1 |
114.49 |
114.49 |
114.14 |
114.35 |
| PP |
114.21 |
114.21 |
114.21 |
114.15 |
| S1 |
113.81 |
113.81 |
114.02 |
113.67 |
| S2 |
113.53 |
113.53 |
113.96 |
|
| S3 |
112.85 |
113.13 |
113.89 |
|
| S4 |
112.17 |
112.45 |
113.71 |
|
|
| 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 |
114.98 |
113.61 |
1.37 |
1.2% |
0.58 |
0.5% |
34% |
False |
False |
1,181,603 |
| 10 |
114.98 |
112.83 |
2.15 |
1.9% |
0.55 |
0.5% |
58% |
False |
False |
1,018,128 |
| 20 |
114.98 |
112.49 |
2.49 |
2.2% |
0.55 |
0.5% |
64% |
False |
False |
524,754 |
| 40 |
114.98 |
110.72 |
4.26 |
3.7% |
0.52 |
0.5% |
79% |
False |
False |
263,990 |
| 60 |
114.98 |
109.40 |
5.58 |
4.9% |
0.48 |
0.4% |
84% |
False |
False |
176,383 |
| 80 |
114.98 |
109.30 |
5.68 |
5.0% |
0.44 |
0.4% |
84% |
False |
False |
132,591 |
| 100 |
114.98 |
109.30 |
5.68 |
5.0% |
0.35 |
0.3% |
84% |
False |
False |
106,147 |
| 120 |
115.26 |
109.30 |
5.96 |
5.2% |
0.29 |
0.3% |
80% |
False |
False |
88,577 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.51 |
|
2.618 |
116.40 |
|
1.618 |
115.72 |
|
1.000 |
115.30 |
|
0.618 |
115.04 |
|
HIGH |
114.62 |
|
0.618 |
114.36 |
|
0.500 |
114.28 |
|
0.382 |
114.20 |
|
LOW |
113.94 |
|
0.618 |
113.52 |
|
1.000 |
113.26 |
|
1.618 |
112.84 |
|
2.618 |
112.16 |
|
4.250 |
111.05 |
|
|
| Fisher Pivots for day following 13-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
114.28 |
114.37 |
| PP |
114.21 |
114.27 |
| S1 |
114.15 |
114.18 |
|