Euro Bund Future March 2008
Trading Metrics calculated at close of trading on 07-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2007 |
07-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
113.75 |
113.96 |
0.21 |
0.2% |
113.32 |
High |
114.00 |
114.76 |
0.76 |
0.7% |
114.76 |
Low |
113.75 |
113.94 |
0.19 |
0.2% |
113.21 |
Close |
114.06 |
114.75 |
0.69 |
0.6% |
114.75 |
Range |
0.25 |
0.82 |
0.57 |
228.0% |
1.55 |
ATR |
0.28 |
0.32 |
0.04 |
13.7% |
0.00 |
Volume |
157 |
67 |
-90 |
-57.3% |
846 |
|
Daily Pivots for day following 07-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116.94 |
116.67 |
115.20 |
|
R3 |
116.12 |
115.85 |
114.98 |
|
R2 |
115.30 |
115.30 |
114.90 |
|
R1 |
115.03 |
115.03 |
114.83 |
115.17 |
PP |
114.48 |
114.48 |
114.48 |
114.55 |
S1 |
114.21 |
114.21 |
114.67 |
114.35 |
S2 |
113.66 |
113.66 |
114.60 |
|
S3 |
112.84 |
113.39 |
114.52 |
|
S4 |
112.02 |
112.57 |
114.30 |
|
|
Weekly Pivots for week ending 07-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118.89 |
118.37 |
115.60 |
|
R3 |
117.34 |
116.82 |
115.18 |
|
R2 |
115.79 |
115.79 |
115.03 |
|
R1 |
115.27 |
115.27 |
114.89 |
115.53 |
PP |
114.24 |
114.24 |
114.24 |
114.37 |
S1 |
113.72 |
113.72 |
114.61 |
113.98 |
S2 |
112.69 |
112.69 |
114.47 |
|
S3 |
111.14 |
112.17 |
114.32 |
|
S4 |
109.59 |
110.62 |
113.90 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
118.25 |
2.618 |
116.91 |
1.618 |
116.09 |
1.000 |
115.58 |
0.618 |
115.27 |
HIGH |
114.76 |
0.618 |
114.45 |
0.500 |
114.35 |
0.382 |
114.25 |
LOW |
113.94 |
0.618 |
113.43 |
1.000 |
113.12 |
1.618 |
112.61 |
2.618 |
111.79 |
4.250 |
110.46 |
|
|
Fisher Pivots for day following 07-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
114.62 |
114.50 |
PP |
114.48 |
114.25 |
S1 |
114.35 |
114.00 |
|