Euro Bund Future December 2007
Trading Metrics calculated at close of trading on 09-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2007 |
09-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
112.10 |
111.78 |
-0.32 |
-0.3% |
112.50 |
High |
112.15 |
112.36 |
0.21 |
0.2% |
112.96 |
Low |
111.65 |
111.78 |
0.13 |
0.1% |
112.03 |
Close |
111.73 |
112.01 |
0.28 |
0.3% |
112.58 |
Range |
0.50 |
0.58 |
0.08 |
16.0% |
0.93 |
ATR |
0.50 |
0.51 |
0.01 |
1.9% |
0.00 |
Volume |
2,253 |
396 |
-1,857 |
-82.4% |
13,970 |
|
Daily Pivots for day following 09-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.79 |
113.48 |
112.33 |
|
R3 |
113.21 |
112.90 |
112.17 |
|
R2 |
112.63 |
112.63 |
112.12 |
|
R1 |
112.32 |
112.32 |
112.06 |
112.48 |
PP |
112.05 |
112.05 |
112.05 |
112.13 |
S1 |
111.74 |
111.74 |
111.96 |
111.90 |
S2 |
111.47 |
111.47 |
111.90 |
|
S3 |
110.89 |
111.16 |
111.85 |
|
S4 |
110.31 |
110.58 |
111.69 |
|
|
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% |
0.44 |
0.4% |
31% |
False |
False |
1,305 |
10 |
112.96 |
111.65 |
1.31 |
1.2% |
0.44 |
0.4% |
27% |
False |
False |
2,602 |
20 |
112.96 |
109.73 |
3.23 |
2.9% |
0.46 |
0.4% |
71% |
False |
False |
1,915 |
40 |
112.96 |
109.40 |
3.56 |
3.2% |
0.43 |
0.4% |
73% |
False |
False |
1,461 |
60 |
112.96 |
109.30 |
3.66 |
3.3% |
0.35 |
0.3% |
74% |
False |
False |
1,401 |
80 |
113.69 |
109.30 |
4.39 |
3.9% |
0.27 |
0.2% |
62% |
False |
False |
1,178 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114.83 |
2.618 |
113.88 |
1.618 |
113.30 |
1.000 |
112.94 |
0.618 |
112.72 |
HIGH |
112.36 |
0.618 |
112.14 |
0.500 |
112.07 |
0.382 |
112.00 |
LOW |
111.78 |
0.618 |
111.42 |
1.000 |
111.20 |
1.618 |
110.84 |
2.618 |
110.26 |
4.250 |
109.32 |
|
|
Fisher Pivots for day following 09-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
112.07 |
112.03 |
PP |
112.05 |
112.02 |
S1 |
112.03 |
112.02 |
|