Euro Bund Future December 2007
| Trading Metrics calculated at close of trading on 17-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2007 |
17-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
112.83 |
113.41 |
0.58 |
0.5% |
112.05 |
| High |
113.65 |
113.50 |
-0.15 |
-0.1% |
113.65 |
| Low |
112.75 |
112.68 |
-0.07 |
-0.1% |
111.85 |
| Close |
113.13 |
112.93 |
-0.20 |
-0.2% |
112.93 |
| Range |
0.90 |
0.82 |
-0.08 |
-8.9% |
1.80 |
| ATR |
0.55 |
0.57 |
0.02 |
3.4% |
0.00 |
| Volume |
19,321 |
9,334 |
-9,987 |
-51.7% |
32,941 |
|
| Daily Pivots for day following 17-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.50 |
115.03 |
113.38 |
|
| R3 |
114.68 |
114.21 |
113.16 |
|
| R2 |
113.86 |
113.86 |
113.08 |
|
| R1 |
113.39 |
113.39 |
113.01 |
113.22 |
| PP |
113.04 |
113.04 |
113.04 |
112.95 |
| S1 |
112.57 |
112.57 |
112.85 |
112.40 |
| S2 |
112.22 |
112.22 |
112.78 |
|
| S3 |
111.40 |
111.75 |
112.70 |
|
| S4 |
110.58 |
110.93 |
112.48 |
|
|
| Weekly Pivots for week ending 17-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.21 |
117.37 |
113.92 |
|
| R3 |
116.41 |
115.57 |
113.43 |
|
| R2 |
114.61 |
114.61 |
113.26 |
|
| R1 |
113.77 |
113.77 |
113.10 |
114.19 |
| PP |
112.81 |
112.81 |
112.81 |
113.02 |
| S1 |
111.97 |
111.97 |
112.77 |
112.39 |
| S2 |
111.01 |
111.01 |
112.60 |
|
| S3 |
109.21 |
110.17 |
112.44 |
|
| S4 |
107.41 |
108.37 |
111.94 |
|
|
| 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% |
0.60 |
0.5% |
60% |
False |
False |
6,588 |
| 10 |
113.65 |
111.65 |
2.00 |
1.8% |
0.53 |
0.5% |
64% |
False |
False |
4,602 |
| 20 |
113.65 |
111.41 |
2.24 |
2.0% |
0.49 |
0.4% |
68% |
False |
False |
3,611 |
| 40 |
113.65 |
109.40 |
4.25 |
3.8% |
0.46 |
0.4% |
83% |
False |
False |
2,429 |
| 60 |
113.65 |
109.30 |
4.35 |
3.9% |
0.41 |
0.4% |
83% |
False |
False |
2,021 |
| 80 |
113.69 |
109.30 |
4.39 |
3.9% |
0.31 |
0.3% |
83% |
False |
False |
1,611 |
| 100 |
115.04 |
109.30 |
5.74 |
5.1% |
0.25 |
0.2% |
63% |
False |
False |
1,420 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.99 |
|
2.618 |
115.65 |
|
1.618 |
114.83 |
|
1.000 |
114.32 |
|
0.618 |
114.01 |
|
HIGH |
113.50 |
|
0.618 |
113.19 |
|
0.500 |
113.09 |
|
0.382 |
112.99 |
|
LOW |
112.68 |
|
0.618 |
112.17 |
|
1.000 |
111.86 |
|
1.618 |
111.35 |
|
2.618 |
110.53 |
|
4.250 |
109.20 |
|
|
| Fisher Pivots for day following 17-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
113.09 |
113.07 |
| PP |
113.04 |
113.02 |
| S1 |
112.98 |
112.98 |
|