Euro Bund Future March 2008
Trading Metrics calculated at close of trading on 27-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2007 |
27-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
113.43 |
113.17 |
-0.26 |
-0.2% |
113.31 |
High |
113.43 |
113.19 |
-0.24 |
-0.2% |
113.60 |
Low |
113.43 |
113.17 |
-0.26 |
-0.2% |
113.14 |
Close |
113.43 |
113.69 |
0.26 |
0.2% |
113.43 |
Range |
0.00 |
0.02 |
0.02 |
|
0.46 |
ATR |
0.26 |
0.26 |
0.00 |
-0.1% |
0.00 |
Volume |
84 |
2 |
-82 |
-97.6% |
3,147 |
|
Daily Pivots for day following 27-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.41 |
113.57 |
113.70 |
|
R3 |
113.39 |
113.55 |
113.70 |
|
R2 |
113.37 |
113.37 |
113.69 |
|
R1 |
113.53 |
113.53 |
113.69 |
113.45 |
PP |
113.35 |
113.35 |
113.35 |
113.31 |
S1 |
113.51 |
113.51 |
113.69 |
113.43 |
S2 |
113.33 |
113.33 |
113.69 |
|
S3 |
113.31 |
113.49 |
113.68 |
|
S4 |
113.29 |
113.47 |
113.68 |
|
|
Weekly Pivots for week ending 24-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114.77 |
114.56 |
113.68 |
|
R3 |
114.31 |
114.10 |
113.56 |
|
R2 |
113.85 |
113.85 |
113.51 |
|
R1 |
113.64 |
113.64 |
113.47 |
113.75 |
PP |
113.39 |
113.39 |
113.39 |
113.44 |
S1 |
113.18 |
113.18 |
113.39 |
113.29 |
S2 |
112.93 |
112.93 |
113.35 |
|
S3 |
112.47 |
112.72 |
113.30 |
|
S4 |
112.01 |
112.26 |
113.18 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
113.28 |
2.618 |
113.24 |
1.618 |
113.22 |
1.000 |
113.21 |
0.618 |
113.20 |
HIGH |
113.19 |
0.618 |
113.18 |
0.500 |
113.18 |
0.382 |
113.18 |
LOW |
113.17 |
0.618 |
113.16 |
1.000 |
113.15 |
1.618 |
113.14 |
2.618 |
113.12 |
4.250 |
113.09 |
|
|
Fisher Pivots for day following 27-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
113.52 |
113.56 |
PP |
113.35 |
113.43 |
S1 |
113.18 |
113.30 |
|