Euro Bund Future March 2008
| Trading Metrics calculated at close of trading on 11-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2007 |
11-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
114.74 |
115.04 |
0.30 |
0.3% |
113.32 |
| High |
115.21 |
115.10 |
-0.11 |
-0.1% |
114.76 |
| Low |
114.63 |
114.93 |
0.30 |
0.3% |
113.21 |
| Close |
115.30 |
115.07 |
-0.23 |
-0.2% |
114.75 |
| Range |
0.58 |
0.17 |
-0.41 |
-70.7% |
1.55 |
| ATR |
0.34 |
0.34 |
0.00 |
0.7% |
0.00 |
| Volume |
33 |
291 |
258 |
781.8% |
846 |
|
| Daily Pivots for day following 11-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.54 |
115.48 |
115.16 |
|
| R3 |
115.37 |
115.31 |
115.12 |
|
| R2 |
115.20 |
115.20 |
115.10 |
|
| R1 |
115.14 |
115.14 |
115.09 |
115.17 |
| PP |
115.03 |
115.03 |
115.03 |
115.05 |
| S1 |
114.97 |
114.97 |
115.05 |
115.00 |
| S2 |
114.86 |
114.86 |
115.04 |
|
| S3 |
114.69 |
114.80 |
115.02 |
|
| S4 |
114.52 |
114.63 |
114.98 |
|
|
| 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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115.21 |
113.24 |
1.97 |
1.7% |
0.51 |
0.4% |
93% |
False |
False |
144 |
| 10 |
115.21 |
113.21 |
2.00 |
1.7% |
0.26 |
0.2% |
93% |
False |
False |
234 |
| 20 |
115.21 |
112.74 |
2.47 |
2.1% |
0.13 |
0.1% |
94% |
False |
False |
396 |
| 40 |
115.21 |
110.60 |
4.61 |
4.0% |
0.07 |
0.1% |
97% |
False |
False |
507 |
| 60 |
115.21 |
109.51 |
5.70 |
5.0% |
0.05 |
0.0% |
98% |
False |
False |
566 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.82 |
|
2.618 |
115.55 |
|
1.618 |
115.38 |
|
1.000 |
115.27 |
|
0.618 |
115.21 |
|
HIGH |
115.10 |
|
0.618 |
115.04 |
|
0.500 |
115.02 |
|
0.382 |
114.99 |
|
LOW |
114.93 |
|
0.618 |
114.82 |
|
1.000 |
114.76 |
|
1.618 |
114.65 |
|
2.618 |
114.48 |
|
4.250 |
114.21 |
|
|
| Fisher Pivots for day following 11-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
115.05 |
114.91 |
| PP |
115.03 |
114.74 |
| S1 |
115.02 |
114.58 |
|