Euro Bund Future March 2008
| Trading Metrics calculated at close of trading on 03-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2007 |
03-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
113.63 |
113.32 |
-0.31 |
-0.3% |
113.17 |
| High |
113.63 |
113.23 |
-0.40 |
-0.4% |
113.87 |
| Low |
113.63 |
113.21 |
-0.42 |
-0.4% |
113.17 |
| Close |
113.74 |
113.23 |
-0.51 |
-0.4% |
113.74 |
| Range |
0.00 |
0.02 |
0.02 |
|
0.70 |
| ATR |
0.22 |
0.24 |
0.02 |
9.9% |
0.00 |
| Volume |
254 |
86 |
-168 |
-66.1% |
1,178 |
|
| Daily Pivots for day following 03-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.28 |
113.28 |
113.24 |
|
| R3 |
113.26 |
113.26 |
113.24 |
|
| R2 |
113.24 |
113.24 |
113.23 |
|
| R1 |
113.24 |
113.24 |
113.23 |
113.23 |
| PP |
113.22 |
113.22 |
113.22 |
113.22 |
| S1 |
113.22 |
113.22 |
113.23 |
113.21 |
| S2 |
113.20 |
113.20 |
113.23 |
|
| S3 |
113.18 |
113.20 |
113.22 |
|
| S4 |
113.16 |
113.18 |
113.22 |
|
|
| 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 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.32 |
|
2.618 |
113.28 |
|
1.618 |
113.26 |
|
1.000 |
113.25 |
|
0.618 |
113.24 |
|
HIGH |
113.23 |
|
0.618 |
113.22 |
|
0.500 |
113.22 |
|
0.382 |
113.22 |
|
LOW |
113.21 |
|
0.618 |
113.20 |
|
1.000 |
113.19 |
|
1.618 |
113.18 |
|
2.618 |
113.16 |
|
4.250 |
113.13 |
|
|
| Fisher Pivots for day following 03-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
113.23 |
113.49 |
| PP |
113.22 |
113.40 |
| S1 |
113.22 |
113.32 |
|