Euro Bund Future March 2008
Trading Metrics calculated at close of trading on 14-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2007 |
14-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
114.94 |
114.62 |
-0.32 |
-0.3% |
114.74 |
High |
114.94 |
114.83 |
-0.11 |
-0.1% |
115.21 |
Low |
114.40 |
114.40 |
0.00 |
0.0% |
114.40 |
Close |
114.50 |
114.50 |
0.00 |
0.0% |
114.50 |
Range |
0.54 |
0.43 |
-0.11 |
-20.4% |
0.81 |
ATR |
0.35 |
0.36 |
0.01 |
1.6% |
0.00 |
Volume |
802 |
411 |
-391 |
-48.8% |
1,546 |
|
Daily Pivots for day following 14-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115.87 |
115.61 |
114.74 |
|
R3 |
115.44 |
115.18 |
114.62 |
|
R2 |
115.01 |
115.01 |
114.58 |
|
R1 |
114.75 |
114.75 |
114.54 |
114.67 |
PP |
114.58 |
114.58 |
114.58 |
114.53 |
S1 |
114.32 |
114.32 |
114.46 |
114.24 |
S2 |
114.15 |
114.15 |
114.42 |
|
S3 |
113.72 |
113.89 |
114.38 |
|
S4 |
113.29 |
113.46 |
114.26 |
|
|
Weekly Pivots for week ending 14-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117.13 |
116.63 |
114.95 |
|
R3 |
116.32 |
115.82 |
114.72 |
|
R2 |
115.51 |
115.51 |
114.65 |
|
R1 |
115.01 |
115.01 |
114.57 |
114.86 |
PP |
114.70 |
114.70 |
114.70 |
114.63 |
S1 |
114.20 |
114.20 |
114.43 |
114.05 |
S2 |
113.89 |
113.89 |
114.35 |
|
S3 |
113.08 |
113.39 |
114.28 |
|
S4 |
112.27 |
112.58 |
114.05 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
116.66 |
2.618 |
115.96 |
1.618 |
115.53 |
1.000 |
115.26 |
0.618 |
115.10 |
HIGH |
114.83 |
0.618 |
114.67 |
0.500 |
114.62 |
0.382 |
114.56 |
LOW |
114.40 |
0.618 |
114.13 |
1.000 |
113.97 |
1.618 |
113.70 |
2.618 |
113.27 |
4.250 |
112.57 |
|
|
Fisher Pivots for day following 14-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
114.62 |
114.74 |
PP |
114.58 |
114.66 |
S1 |
114.54 |
114.58 |
|