Euro Bund Future December 2007
Trading Metrics calculated at close of trading on 08-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2007 |
08-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
112.27 |
112.10 |
-0.17 |
-0.2% |
112.50 |
High |
112.40 |
112.15 |
-0.25 |
-0.2% |
112.96 |
Low |
112.23 |
111.65 |
-0.58 |
-0.5% |
112.03 |
Close |
112.39 |
111.73 |
-0.66 |
-0.6% |
112.58 |
Range |
0.17 |
0.50 |
0.33 |
194.1% |
0.93 |
ATR |
0.48 |
0.50 |
0.02 |
3.9% |
0.00 |
Volume |
928 |
2,253 |
1,325 |
142.8% |
13,970 |
|
Daily Pivots for day following 08-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.34 |
113.04 |
112.01 |
|
R3 |
112.84 |
112.54 |
111.87 |
|
R2 |
112.34 |
112.34 |
111.82 |
|
R1 |
112.04 |
112.04 |
111.78 |
111.94 |
PP |
111.84 |
111.84 |
111.84 |
111.80 |
S1 |
111.54 |
111.54 |
111.68 |
111.44 |
S2 |
111.34 |
111.34 |
111.64 |
|
S3 |
110.84 |
111.04 |
111.59 |
|
S4 |
110.34 |
110.54 |
111.46 |
|
|
Weekly Pivots for week ending 03-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115.31 |
114.88 |
113.09 |
|
R3 |
114.38 |
113.95 |
112.84 |
|
R2 |
113.45 |
113.45 |
112.75 |
|
R1 |
113.02 |
113.02 |
112.67 |
113.24 |
PP |
112.52 |
112.52 |
112.52 |
112.63 |
S1 |
112.09 |
112.09 |
112.49 |
112.31 |
S2 |
111.59 |
111.59 |
112.41 |
|
S3 |
110.66 |
111.16 |
112.32 |
|
S4 |
109.73 |
110.23 |
112.07 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
112.82 |
111.65 |
1.17 |
1.0% |
0.37 |
0.3% |
7% |
False |
True |
1,458 |
10 |
112.96 |
111.65 |
1.31 |
1.2% |
0.47 |
0.4% |
6% |
False |
True |
2,668 |
20 |
112.96 |
109.73 |
3.23 |
2.9% |
0.46 |
0.4% |
62% |
False |
False |
1,920 |
40 |
112.96 |
109.40 |
3.56 |
3.2% |
0.43 |
0.4% |
65% |
False |
False |
1,506 |
60 |
112.96 |
109.30 |
3.66 |
3.3% |
0.34 |
0.3% |
66% |
False |
False |
1,396 |
80 |
113.69 |
109.30 |
4.39 |
3.9% |
0.26 |
0.2% |
55% |
False |
False |
1,176 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114.28 |
2.618 |
113.46 |
1.618 |
112.96 |
1.000 |
112.65 |
0.618 |
112.46 |
HIGH |
112.15 |
0.618 |
111.96 |
0.500 |
111.90 |
0.382 |
111.84 |
LOW |
111.65 |
0.618 |
111.34 |
1.000 |
111.15 |
1.618 |
110.84 |
2.618 |
110.34 |
4.250 |
109.53 |
|
|
Fisher Pivots for day following 08-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
111.90 |
112.24 |
PP |
111.84 |
112.07 |
S1 |
111.79 |
111.90 |
|