Euro Bund Future March 2008
Trading Metrics calculated at close of trading on 04-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2007 |
04-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
113.32 |
113.47 |
0.15 |
0.1% |
113.17 |
High |
113.23 |
113.54 |
0.31 |
0.3% |
113.87 |
Low |
113.21 |
113.50 |
0.29 |
0.3% |
113.17 |
Close |
113.23 |
113.23 |
0.00 |
0.0% |
113.74 |
Range |
0.02 |
0.04 |
0.02 |
100.0% |
0.70 |
ATR |
0.24 |
0.25 |
0.00 |
1.9% |
0.00 |
Volume |
86 |
363 |
277 |
322.1% |
1,178 |
|
Daily Pivots for day following 04-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.54 |
113.43 |
113.25 |
|
R3 |
113.50 |
113.39 |
113.24 |
|
R2 |
113.46 |
113.46 |
113.24 |
|
R1 |
113.35 |
113.35 |
113.23 |
113.39 |
PP |
113.42 |
113.42 |
113.42 |
113.44 |
S1 |
113.31 |
113.31 |
113.23 |
113.35 |
S2 |
113.38 |
113.38 |
113.22 |
|
S3 |
113.34 |
113.27 |
113.22 |
|
S4 |
113.30 |
113.23 |
113.21 |
|
|
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 |
113.71 |
2.618 |
113.64 |
1.618 |
113.60 |
1.000 |
113.58 |
0.618 |
113.56 |
HIGH |
113.54 |
0.618 |
113.52 |
0.500 |
113.52 |
0.382 |
113.52 |
LOW |
113.50 |
0.618 |
113.48 |
1.000 |
113.46 |
1.618 |
113.44 |
2.618 |
113.40 |
4.250 |
113.33 |
|
|
Fisher Pivots for day following 04-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
113.52 |
113.42 |
PP |
113.42 |
113.36 |
S1 |
113.33 |
113.29 |
|