Euro Bund Future March 2008
Trading Metrics calculated at close of trading on 30-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2007 |
30-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
113.87 |
113.76 |
-0.11 |
-0.1% |
113.31 |
High |
113.87 |
113.76 |
-0.11 |
-0.1% |
113.60 |
Low |
113.87 |
113.76 |
-0.11 |
-0.1% |
113.14 |
Close |
113.87 |
113.76 |
-0.11 |
-0.1% |
113.43 |
Range |
|
|
|
|
|
ATR |
0.24 |
0.23 |
-0.01 |
-3.8% |
0.00 |
Volume |
460 |
460 |
0 |
0.0% |
3,147 |
|
Daily Pivots for day following 30-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.76 |
113.76 |
113.76 |
|
R3 |
113.76 |
113.76 |
113.76 |
|
R2 |
113.76 |
113.76 |
113.76 |
|
R1 |
113.76 |
113.76 |
113.76 |
113.76 |
PP |
113.76 |
113.76 |
113.76 |
113.76 |
S1 |
113.76 |
113.76 |
113.76 |
113.76 |
S2 |
113.76 |
113.76 |
113.76 |
|
S3 |
113.76 |
113.76 |
113.76 |
|
S4 |
113.76 |
113.76 |
113.76 |
|
|
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 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
113.87 |
113.17 |
0.70 |
0.6% |
0.00 |
0.0% |
84% |
False |
False |
201 |
10 |
113.87 |
113.14 |
0.73 |
0.6% |
0.00 |
0.0% |
85% |
False |
False |
508 |
20 |
113.87 |
111.88 |
1.99 |
1.7% |
0.00 |
0.0% |
94% |
False |
False |
489 |
40 |
113.87 |
109.67 |
4.20 |
3.7% |
0.00 |
0.0% |
97% |
False |
False |
586 |
60 |
113.87 |
109.45 |
4.42 |
3.9% |
0.00 |
0.0% |
98% |
False |
False |
622 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113.76 |
2.618 |
113.76 |
1.618 |
113.76 |
1.000 |
113.76 |
0.618 |
113.76 |
HIGH |
113.76 |
0.618 |
113.76 |
0.500 |
113.76 |
0.382 |
113.76 |
LOW |
113.76 |
0.618 |
113.76 |
1.000 |
113.76 |
1.618 |
113.76 |
2.618 |
113.76 |
4.250 |
113.76 |
|
|
Fisher Pivots for day following 30-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
113.76 |
113.82 |
PP |
113.76 |
113.80 |
S1 |
113.76 |
113.78 |
|