Euro Bund Future March 2008
| Trading Metrics calculated at close of trading on 20-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2007 |
20-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
113.88 |
113.51 |
-0.37 |
-0.3% |
114.74 |
| High |
113.95 |
113.52 |
-0.43 |
-0.4% |
115.21 |
| Low |
113.54 |
113.02 |
-0.52 |
-0.5% |
114.40 |
| Close |
113.53 |
113.07 |
-0.46 |
-0.4% |
114.50 |
| Range |
0.41 |
0.50 |
0.09 |
22.0% |
0.81 |
| ATR |
0.38 |
0.39 |
0.01 |
2.4% |
0.00 |
| Volume |
47 |
431 |
384 |
817.0% |
1,546 |
|
| Daily Pivots for day following 20-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.70 |
114.39 |
113.35 |
|
| R3 |
114.20 |
113.89 |
113.21 |
|
| R2 |
113.70 |
113.70 |
113.16 |
|
| R1 |
113.39 |
113.39 |
113.12 |
113.30 |
| PP |
113.20 |
113.20 |
113.20 |
113.16 |
| S1 |
112.89 |
112.89 |
113.02 |
112.80 |
| S2 |
112.70 |
112.70 |
112.98 |
|
| S3 |
112.20 |
112.39 |
112.93 |
|
| S4 |
111.70 |
111.89 |
112.80 |
|
|
| 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 |
115.65 |
|
2.618 |
114.83 |
|
1.618 |
114.33 |
|
1.000 |
114.02 |
|
0.618 |
113.83 |
|
HIGH |
113.52 |
|
0.618 |
113.33 |
|
0.500 |
113.27 |
|
0.382 |
113.21 |
|
LOW |
113.02 |
|
0.618 |
112.71 |
|
1.000 |
112.52 |
|
1.618 |
112.21 |
|
2.618 |
111.71 |
|
4.250 |
110.90 |
|
|
| Fisher Pivots for day following 20-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
113.27 |
113.58 |
| PP |
113.20 |
113.41 |
| S1 |
113.14 |
113.24 |
|