Euro Bund Future December 2007
| Trading Metrics calculated at close of trading on 20-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2007 |
20-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
113.41 |
112.77 |
-0.64 |
-0.6% |
112.05 |
| High |
113.50 |
113.14 |
-0.36 |
-0.3% |
113.65 |
| Low |
112.68 |
112.76 |
0.08 |
0.1% |
111.85 |
| Close |
112.93 |
113.04 |
0.11 |
0.1% |
112.93 |
| Range |
0.82 |
0.38 |
-0.44 |
-53.7% |
1.80 |
| ATR |
0.57 |
0.56 |
-0.01 |
-2.4% |
0.00 |
| Volume |
9,334 |
3,688 |
-5,646 |
-60.5% |
32,941 |
|
| Daily Pivots for day following 20-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.12 |
113.96 |
113.25 |
|
| R3 |
113.74 |
113.58 |
113.14 |
|
| R2 |
113.36 |
113.36 |
113.11 |
|
| R1 |
113.20 |
113.20 |
113.07 |
113.28 |
| PP |
112.98 |
112.98 |
112.98 |
113.02 |
| S1 |
112.82 |
112.82 |
113.01 |
112.90 |
| S2 |
112.60 |
112.60 |
112.97 |
|
| S3 |
112.22 |
112.44 |
112.94 |
|
| S4 |
111.84 |
112.06 |
112.83 |
|
|
| 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% |
0.61 |
0.5% |
66% |
False |
False |
7,014 |
| 10 |
113.65 |
111.65 |
2.00 |
1.8% |
0.52 |
0.5% |
70% |
False |
False |
4,702 |
| 20 |
113.65 |
111.49 |
2.16 |
1.9% |
0.49 |
0.4% |
72% |
False |
False |
3,646 |
| 40 |
113.65 |
109.40 |
4.25 |
3.8% |
0.47 |
0.4% |
86% |
False |
False |
2,521 |
| 60 |
113.65 |
109.30 |
4.35 |
3.8% |
0.42 |
0.4% |
86% |
False |
False |
2,081 |
| 80 |
113.69 |
109.30 |
4.39 |
3.9% |
0.31 |
0.3% |
85% |
False |
False |
1,651 |
| 100 |
115.00 |
109.30 |
5.70 |
5.0% |
0.25 |
0.2% |
66% |
False |
False |
1,440 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.76 |
|
2.618 |
114.13 |
|
1.618 |
113.75 |
|
1.000 |
113.52 |
|
0.618 |
113.37 |
|
HIGH |
113.14 |
|
0.618 |
112.99 |
|
0.500 |
112.95 |
|
0.382 |
112.91 |
|
LOW |
112.76 |
|
0.618 |
112.53 |
|
1.000 |
112.38 |
|
1.618 |
112.15 |
|
2.618 |
111.77 |
|
4.250 |
111.15 |
|
|
| Fisher Pivots for day following 20-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
113.01 |
113.17 |
| PP |
112.98 |
113.12 |
| S1 |
112.95 |
113.08 |
|