Euro Bund Future March 2008
| Trading Metrics calculated at close of trading on 17-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2007 |
17-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
114.62 |
114.74 |
0.12 |
0.1% |
114.74 |
| High |
114.83 |
114.76 |
-0.07 |
-0.1% |
115.21 |
| Low |
114.40 |
114.64 |
0.24 |
0.2% |
114.40 |
| Close |
114.50 |
114.55 |
0.05 |
0.0% |
114.50 |
| Range |
0.43 |
0.12 |
-0.31 |
-72.1% |
0.81 |
| ATR |
0.36 |
0.35 |
-0.01 |
-1.9% |
0.00 |
| Volume |
411 |
9 |
-402 |
-97.8% |
1,546 |
|
| Daily Pivots for day following 17-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.01 |
114.90 |
114.62 |
|
| R3 |
114.89 |
114.78 |
114.58 |
|
| R2 |
114.77 |
114.77 |
114.57 |
|
| R1 |
114.66 |
114.66 |
114.56 |
114.66 |
| PP |
114.65 |
114.65 |
114.65 |
114.65 |
| S1 |
114.54 |
114.54 |
114.54 |
114.54 |
| S2 |
114.53 |
114.53 |
114.53 |
|
| S3 |
114.41 |
114.42 |
114.52 |
|
| S4 |
114.29 |
114.30 |
114.48 |
|
|
| 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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115.10 |
114.40 |
0.70 |
0.6% |
0.31 |
0.3% |
21% |
False |
False |
304 |
| 10 |
115.21 |
113.24 |
1.97 |
1.7% |
0.40 |
0.3% |
66% |
False |
False |
231 |
| 20 |
115.21 |
113.14 |
2.07 |
1.8% |
0.20 |
0.2% |
68% |
False |
False |
285 |
| 40 |
115.21 |
111.76 |
3.45 |
3.0% |
0.10 |
0.1% |
81% |
False |
False |
516 |
| 60 |
115.21 |
109.67 |
5.54 |
4.8% |
0.07 |
0.1% |
88% |
False |
False |
542 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.27 |
|
2.618 |
115.07 |
|
1.618 |
114.95 |
|
1.000 |
114.88 |
|
0.618 |
114.83 |
|
HIGH |
114.76 |
|
0.618 |
114.71 |
|
0.500 |
114.70 |
|
0.382 |
114.69 |
|
LOW |
114.64 |
|
0.618 |
114.57 |
|
1.000 |
114.52 |
|
1.618 |
114.45 |
|
2.618 |
114.33 |
|
4.250 |
114.13 |
|
|
| Fisher Pivots for day following 17-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
114.70 |
114.67 |
| PP |
114.65 |
114.63 |
| S1 |
114.60 |
114.59 |
|