Euro Bund Future December 2007
| Trading Metrics calculated at close of trading on 16-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2007 |
16-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
112.49 |
112.83 |
0.34 |
0.3% |
112.81 |
| High |
112.85 |
113.65 |
0.80 |
0.7% |
112.82 |
| Low |
112.49 |
112.75 |
0.26 |
0.2% |
111.65 |
| Close |
112.50 |
113.13 |
0.63 |
0.6% |
112.32 |
| Range |
0.36 |
0.90 |
0.54 |
150.0% |
1.17 |
| ATR |
0.51 |
0.55 |
0.05 |
9.0% |
0.00 |
| Volume |
987 |
19,321 |
18,334 |
1,857.5% |
13,086 |
|
| Daily Pivots for day following 16-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.88 |
115.40 |
113.63 |
|
| R3 |
114.98 |
114.50 |
113.38 |
|
| R2 |
114.08 |
114.08 |
113.30 |
|
| R1 |
113.60 |
113.60 |
113.21 |
113.84 |
| PP |
113.18 |
113.18 |
113.18 |
113.30 |
| S1 |
112.70 |
112.70 |
113.05 |
112.94 |
| S2 |
112.28 |
112.28 |
112.97 |
|
| S3 |
111.38 |
111.80 |
112.88 |
|
| S4 |
110.48 |
110.90 |
112.64 |
|
|
| 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 |
113.65 |
111.85 |
1.80 |
1.6% |
0.55 |
0.5% |
71% |
True |
False |
6,084 |
| 10 |
113.65 |
111.65 |
2.00 |
1.8% |
0.50 |
0.4% |
74% |
True |
False |
3,695 |
| 20 |
113.65 |
110.72 |
2.93 |
2.6% |
0.49 |
0.4% |
82% |
True |
False |
3,226 |
| 40 |
113.65 |
109.40 |
4.25 |
3.8% |
0.45 |
0.4% |
88% |
True |
False |
2,198 |
| 60 |
113.65 |
109.30 |
4.35 |
3.8% |
0.40 |
0.4% |
88% |
True |
False |
1,870 |
| 80 |
113.69 |
109.30 |
4.39 |
3.9% |
0.30 |
0.3% |
87% |
False |
False |
1,495 |
| 100 |
115.26 |
109.30 |
5.96 |
5.3% |
0.24 |
0.2% |
64% |
False |
False |
1,341 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.48 |
|
2.618 |
116.01 |
|
1.618 |
115.11 |
|
1.000 |
114.55 |
|
0.618 |
114.21 |
|
HIGH |
113.65 |
|
0.618 |
113.31 |
|
0.500 |
113.20 |
|
0.382 |
113.09 |
|
LOW |
112.75 |
|
0.618 |
112.19 |
|
1.000 |
111.85 |
|
1.618 |
111.29 |
|
2.618 |
110.39 |
|
4.250 |
108.93 |
|
|
| Fisher Pivots for day following 16-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
113.20 |
113.00 |
| PP |
113.18 |
112.88 |
| S1 |
113.15 |
112.75 |
|