Euro Bund Future December 2007
| Trading Metrics calculated at close of trading on 04-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2007 |
04-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
112.77 |
112.57 |
-0.20 |
-0.2% |
112.41 |
| High |
113.01 |
113.06 |
0.05 |
0.0% |
112.88 |
| Low |
112.49 |
112.48 |
-0.01 |
0.0% |
112.03 |
| Close |
112.57 |
112.88 |
0.31 |
0.3% |
112.68 |
| Range |
0.52 |
0.58 |
0.06 |
11.5% |
0.85 |
| ATR |
0.55 |
0.55 |
0.00 |
0.4% |
0.00 |
| Volume |
1,039,878 |
1,063,505 |
23,627 |
2.3% |
5,424,602 |
|
| Daily Pivots for day following 04-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.55 |
114.29 |
113.20 |
|
| R3 |
113.97 |
113.71 |
113.04 |
|
| R2 |
113.39 |
113.39 |
112.99 |
|
| R1 |
113.13 |
113.13 |
112.93 |
113.26 |
| PP |
112.81 |
112.81 |
112.81 |
112.87 |
| S1 |
112.55 |
112.55 |
112.83 |
112.68 |
| S2 |
112.23 |
112.23 |
112.77 |
|
| S3 |
111.65 |
111.97 |
112.72 |
|
| S4 |
111.07 |
111.39 |
112.56 |
|
|
| Weekly Pivots for week ending 28-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.08 |
114.73 |
113.15 |
|
| R3 |
114.23 |
113.88 |
112.91 |
|
| R2 |
113.38 |
113.38 |
112.84 |
|
| R1 |
113.03 |
113.03 |
112.76 |
113.21 |
| PP |
112.53 |
112.53 |
112.53 |
112.62 |
| S1 |
112.18 |
112.18 |
112.60 |
112.36 |
| S2 |
111.68 |
111.68 |
112.52 |
|
| S3 |
110.83 |
111.33 |
112.45 |
|
| S4 |
109.98 |
110.48 |
112.21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113.06 |
112.31 |
0.75 |
0.7% |
0.51 |
0.4% |
76% |
True |
False |
1,003,020 |
| 10 |
113.06 |
112.03 |
1.03 |
0.9% |
0.47 |
0.4% |
83% |
True |
False |
1,052,198 |
| 20 |
114.98 |
112.03 |
2.95 |
2.6% |
0.56 |
0.5% |
29% |
False |
False |
1,133,515 |
| 40 |
114.98 |
111.85 |
3.13 |
2.8% |
0.55 |
0.5% |
33% |
False |
False |
682,195 |
| 60 |
114.98 |
109.73 |
5.25 |
4.7% |
0.52 |
0.5% |
60% |
False |
False |
455,435 |
| 80 |
114.98 |
109.40 |
5.58 |
4.9% |
0.49 |
0.4% |
62% |
False |
False |
341,828 |
| 100 |
114.98 |
109.30 |
5.68 |
5.0% |
0.43 |
0.4% |
63% |
False |
False |
273,718 |
| 120 |
114.98 |
109.30 |
5.68 |
5.0% |
0.36 |
0.3% |
63% |
False |
False |
228,183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.53 |
|
2.618 |
114.58 |
|
1.618 |
114.00 |
|
1.000 |
113.64 |
|
0.618 |
113.42 |
|
HIGH |
113.06 |
|
0.618 |
112.84 |
|
0.500 |
112.77 |
|
0.382 |
112.70 |
|
LOW |
112.48 |
|
0.618 |
112.12 |
|
1.000 |
111.90 |
|
1.618 |
111.54 |
|
2.618 |
110.96 |
|
4.250 |
110.02 |
|
|
| Fisher Pivots for day following 04-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
112.84 |
112.82 |
| PP |
112.81 |
112.77 |
| S1 |
112.77 |
112.71 |
|