Euro Bund Future December 2007
Trading Metrics calculated at close of trading on 10-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2007 |
10-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
111.78 |
112.52 |
0.74 |
0.7% |
112.81 |
High |
112.36 |
112.65 |
0.29 |
0.3% |
112.82 |
Low |
111.78 |
112.10 |
0.32 |
0.3% |
111.65 |
Close |
112.01 |
112.32 |
0.31 |
0.3% |
112.32 |
Range |
0.58 |
0.55 |
-0.03 |
-5.2% |
1.17 |
ATR |
0.51 |
0.52 |
0.01 |
1.9% |
0.00 |
Volume |
396 |
6,817 |
6,421 |
1,621.5% |
13,086 |
|
Daily Pivots for day following 10-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114.01 |
113.71 |
112.62 |
|
R3 |
113.46 |
113.16 |
112.47 |
|
R2 |
112.91 |
112.91 |
112.42 |
|
R1 |
112.61 |
112.61 |
112.37 |
112.49 |
PP |
112.36 |
112.36 |
112.36 |
112.29 |
S1 |
112.06 |
112.06 |
112.27 |
111.94 |
S2 |
111.81 |
111.81 |
112.22 |
|
S3 |
111.26 |
111.51 |
112.17 |
|
S4 |
110.71 |
110.96 |
112.02 |
|
|
Weekly Pivots for week ending 10-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115.77 |
115.22 |
112.96 |
|
R3 |
114.60 |
114.05 |
112.64 |
|
R2 |
113.43 |
113.43 |
112.53 |
|
R1 |
112.88 |
112.88 |
112.43 |
112.57 |
PP |
112.26 |
112.26 |
112.26 |
112.11 |
S1 |
111.71 |
111.71 |
112.21 |
111.40 |
S2 |
111.09 |
111.09 |
112.11 |
|
S3 |
109.92 |
110.54 |
112.00 |
|
S4 |
108.75 |
109.37 |
111.68 |
|
|
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% |
0.45 |
0.4% |
57% |
False |
False |
2,617 |
10 |
112.96 |
111.65 |
1.31 |
1.2% |
0.46 |
0.4% |
51% |
False |
False |
2,705 |
20 |
112.96 |
110.05 |
2.91 |
2.6% |
0.46 |
0.4% |
78% |
False |
False |
2,244 |
40 |
112.96 |
109.40 |
3.56 |
3.2% |
0.44 |
0.4% |
82% |
False |
False |
1,630 |
60 |
112.96 |
109.30 |
3.66 |
3.3% |
0.36 |
0.3% |
83% |
False |
False |
1,510 |
80 |
113.69 |
109.30 |
4.39 |
3.9% |
0.27 |
0.2% |
69% |
False |
False |
1,224 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114.99 |
2.618 |
114.09 |
1.618 |
113.54 |
1.000 |
113.20 |
0.618 |
112.99 |
HIGH |
112.65 |
0.618 |
112.44 |
0.500 |
112.38 |
0.382 |
112.31 |
LOW |
112.10 |
0.618 |
111.76 |
1.000 |
111.55 |
1.618 |
111.21 |
2.618 |
110.66 |
4.250 |
109.76 |
|
|
Fisher Pivots for day following 10-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
112.38 |
112.26 |
PP |
112.36 |
112.21 |
S1 |
112.34 |
112.15 |
|