Euro Bund Future March 2008
Trading Metrics calculated at close of trading on 31-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2007 |
31-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
113.76 |
113.63 |
-0.13 |
-0.1% |
113.17 |
High |
113.76 |
113.63 |
-0.13 |
-0.1% |
113.87 |
Low |
113.76 |
113.63 |
-0.13 |
-0.1% |
113.17 |
Close |
113.76 |
113.74 |
-0.02 |
0.0% |
113.74 |
Range |
|
|
|
|
|
ATR |
0.23 |
0.22 |
-0.01 |
-3.1% |
0.00 |
Volume |
460 |
254 |
-206 |
-44.8% |
1,178 |
|
Daily Pivots for day following 31-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.67 |
113.70 |
113.74 |
|
R3 |
113.67 |
113.70 |
113.74 |
|
R2 |
113.67 |
113.67 |
113.74 |
|
R1 |
113.70 |
113.70 |
113.74 |
113.69 |
PP |
113.67 |
113.67 |
113.67 |
113.66 |
S1 |
113.70 |
113.70 |
113.74 |
113.69 |
S2 |
113.67 |
113.67 |
113.74 |
|
S3 |
113.67 |
113.70 |
113.74 |
|
S4 |
113.67 |
113.70 |
113.74 |
|
|
Weekly Pivots for week ending 31-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115.69 |
115.42 |
114.13 |
|
R3 |
114.99 |
114.72 |
113.93 |
|
R2 |
114.29 |
114.29 |
113.87 |
|
R1 |
114.02 |
114.02 |
113.80 |
114.16 |
PP |
113.59 |
113.59 |
113.59 |
113.66 |
S1 |
113.32 |
113.32 |
113.68 |
113.46 |
S2 |
112.89 |
112.89 |
113.61 |
|
S3 |
112.19 |
112.62 |
113.55 |
|
S4 |
111.49 |
111.92 |
113.36 |
|
|
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% |
81% |
False |
False |
235 |
10 |
113.87 |
113.14 |
0.73 |
0.6% |
0.00 |
0.0% |
82% |
False |
False |
432 |
20 |
113.87 |
111.88 |
1.99 |
1.7% |
0.00 |
0.0% |
93% |
False |
False |
475 |
40 |
113.87 |
109.74 |
4.13 |
3.6% |
0.00 |
0.0% |
97% |
False |
False |
582 |
60 |
113.87 |
109.45 |
4.42 |
3.9% |
0.00 |
0.0% |
97% |
False |
False |
627 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113.63 |
2.618 |
113.63 |
1.618 |
113.63 |
1.000 |
113.63 |
0.618 |
113.63 |
HIGH |
113.63 |
0.618 |
113.63 |
0.500 |
113.63 |
0.382 |
113.63 |
LOW |
113.63 |
0.618 |
113.63 |
1.000 |
113.63 |
1.618 |
113.63 |
2.618 |
113.63 |
4.250 |
113.63 |
|
|
Fisher Pivots for day following 31-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
113.70 |
113.75 |
PP |
113.67 |
113.75 |
S1 |
113.63 |
113.74 |
|