Euro Bund Future December 2007
Trading Metrics calculated at close of trading on 13-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2007 |
13-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
112.52 |
112.05 |
-0.47 |
-0.4% |
112.81 |
High |
112.65 |
112.36 |
-0.29 |
-0.3% |
112.82 |
Low |
112.10 |
112.00 |
-0.10 |
-0.1% |
111.65 |
Close |
112.32 |
112.17 |
-0.15 |
-0.1% |
112.32 |
Range |
0.55 |
0.36 |
-0.19 |
-34.5% |
1.17 |
ATR |
0.52 |
0.50 |
-0.01 |
-2.2% |
0.00 |
Volume |
6,817 |
1,558 |
-5,259 |
-77.1% |
13,086 |
|
Daily Pivots for day following 13-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.26 |
113.07 |
112.37 |
|
R3 |
112.90 |
112.71 |
112.27 |
|
R2 |
112.54 |
112.54 |
112.24 |
|
R1 |
112.35 |
112.35 |
112.20 |
112.45 |
PP |
112.18 |
112.18 |
112.18 |
112.22 |
S1 |
111.99 |
111.99 |
112.14 |
112.09 |
S2 |
111.82 |
111.82 |
112.10 |
|
S3 |
111.46 |
111.63 |
112.07 |
|
S4 |
111.10 |
111.27 |
111.97 |
|
|
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 |
112.65 |
111.65 |
1.00 |
0.9% |
0.43 |
0.4% |
52% |
False |
False |
2,390 |
10 |
112.96 |
111.65 |
1.31 |
1.2% |
0.45 |
0.4% |
40% |
False |
False |
2,648 |
20 |
112.96 |
110.05 |
2.91 |
2.6% |
0.46 |
0.4% |
73% |
False |
False |
2,291 |
40 |
112.96 |
109.40 |
3.56 |
3.2% |
0.44 |
0.4% |
78% |
False |
False |
1,665 |
60 |
112.96 |
109.30 |
3.66 |
3.3% |
0.37 |
0.3% |
78% |
False |
False |
1,534 |
80 |
113.69 |
109.30 |
4.39 |
3.9% |
0.28 |
0.2% |
65% |
False |
False |
1,230 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113.89 |
2.618 |
113.30 |
1.618 |
112.94 |
1.000 |
112.72 |
0.618 |
112.58 |
HIGH |
112.36 |
0.618 |
112.22 |
0.500 |
112.18 |
0.382 |
112.14 |
LOW |
112.00 |
0.618 |
111.78 |
1.000 |
111.64 |
1.618 |
111.42 |
2.618 |
111.06 |
4.250 |
110.47 |
|
|
Fisher Pivots for day following 13-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
112.18 |
112.22 |
PP |
112.18 |
112.20 |
S1 |
112.17 |
112.19 |
|