Euro Bund Future March 2008
Trading Metrics calculated at close of trading on 19-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2007 |
19-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
114.08 |
113.88 |
-0.20 |
-0.2% |
114.74 |
High |
114.14 |
113.95 |
-0.19 |
-0.2% |
115.21 |
Low |
113.95 |
113.54 |
-0.41 |
-0.4% |
114.40 |
Close |
114.10 |
113.53 |
-0.57 |
-0.5% |
114.50 |
Range |
0.19 |
0.41 |
0.22 |
115.8% |
0.81 |
ATR |
0.37 |
0.38 |
0.01 |
3.8% |
0.00 |
Volume |
5 |
47 |
42 |
840.0% |
1,546 |
|
Daily Pivots for day following 19-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114.90 |
114.63 |
113.76 |
|
R3 |
114.49 |
114.22 |
113.64 |
|
R2 |
114.08 |
114.08 |
113.61 |
|
R1 |
113.81 |
113.81 |
113.57 |
113.74 |
PP |
113.67 |
113.67 |
113.67 |
113.64 |
S1 |
113.40 |
113.40 |
113.49 |
113.33 |
S2 |
113.26 |
113.26 |
113.45 |
|
S3 |
112.85 |
112.99 |
113.42 |
|
S4 |
112.44 |
112.58 |
113.30 |
|
|
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 |
115.69 |
2.618 |
115.02 |
1.618 |
114.61 |
1.000 |
114.36 |
0.618 |
114.20 |
HIGH |
113.95 |
0.618 |
113.79 |
0.500 |
113.75 |
0.382 |
113.70 |
LOW |
113.54 |
0.618 |
113.29 |
1.000 |
113.13 |
1.618 |
112.88 |
2.618 |
112.47 |
4.250 |
111.80 |
|
|
Fisher Pivots for day following 19-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
113.75 |
114.15 |
PP |
113.67 |
113.94 |
S1 |
113.60 |
113.74 |
|