Euro Bund Future December 2007
Trading Metrics calculated at close of trading on 15-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2007 |
15-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
112.41 |
112.49 |
0.08 |
0.1% |
112.81 |
High |
112.42 |
112.85 |
0.43 |
0.4% |
112.82 |
Low |
111.85 |
112.49 |
0.64 |
0.6% |
111.65 |
Close |
112.35 |
112.50 |
0.15 |
0.1% |
112.32 |
Range |
0.57 |
0.36 |
-0.21 |
-36.8% |
1.17 |
ATR |
0.51 |
0.51 |
0.00 |
-0.1% |
0.00 |
Volume |
1,741 |
987 |
-754 |
-43.3% |
13,086 |
|
Daily Pivots for day following 15-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.69 |
113.46 |
112.70 |
|
R3 |
113.33 |
113.10 |
112.60 |
|
R2 |
112.97 |
112.97 |
112.57 |
|
R1 |
112.74 |
112.74 |
112.53 |
112.86 |
PP |
112.61 |
112.61 |
112.61 |
112.67 |
S1 |
112.38 |
112.38 |
112.47 |
112.50 |
S2 |
112.25 |
112.25 |
112.43 |
|
S3 |
111.89 |
112.02 |
112.40 |
|
S4 |
111.53 |
111.66 |
112.30 |
|
|
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 |
112.85 |
111.78 |
1.07 |
1.0% |
0.48 |
0.4% |
67% |
True |
False |
2,299 |
10 |
112.85 |
111.65 |
1.20 |
1.1% |
0.43 |
0.4% |
71% |
True |
False |
1,879 |
20 |
112.96 |
110.40 |
2.56 |
2.3% |
0.46 |
0.4% |
82% |
False |
False |
2,304 |
40 |
112.96 |
109.40 |
3.56 |
3.2% |
0.44 |
0.4% |
87% |
False |
False |
1,722 |
60 |
112.96 |
109.30 |
3.66 |
3.3% |
0.38 |
0.3% |
87% |
False |
False |
1,552 |
80 |
113.69 |
109.30 |
4.39 |
3.9% |
0.29 |
0.3% |
73% |
False |
False |
1,257 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114.38 |
2.618 |
113.79 |
1.618 |
113.43 |
1.000 |
113.21 |
0.618 |
113.07 |
HIGH |
112.85 |
0.618 |
112.71 |
0.500 |
112.67 |
0.382 |
112.63 |
LOW |
112.49 |
0.618 |
112.27 |
1.000 |
112.13 |
1.618 |
111.91 |
2.618 |
111.55 |
4.250 |
110.96 |
|
|
Fisher Pivots for day following 15-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
112.67 |
112.45 |
PP |
112.61 |
112.40 |
S1 |
112.56 |
112.35 |
|