Euro Bund Future December 2007
| Trading Metrics calculated at close of trading on 22-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2007 |
22-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
113.16 |
113.28 |
0.12 |
0.1% |
112.05 |
| High |
113.63 |
113.29 |
-0.34 |
-0.3% |
113.65 |
| Low |
113.09 |
112.74 |
-0.35 |
-0.3% |
111.85 |
| Close |
113.34 |
112.89 |
-0.45 |
-0.4% |
112.93 |
| Range |
0.54 |
0.55 |
0.01 |
1.9% |
1.80 |
| ATR |
0.56 |
0.56 |
0.00 |
0.5% |
0.00 |
| Volume |
12,203 |
11,730 |
-473 |
-3.9% |
32,941 |
|
| Daily Pivots for day following 22-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.62 |
114.31 |
113.19 |
|
| R3 |
114.07 |
113.76 |
113.04 |
|
| R2 |
113.52 |
113.52 |
112.99 |
|
| R1 |
113.21 |
113.21 |
112.94 |
113.09 |
| PP |
112.97 |
112.97 |
112.97 |
112.92 |
| S1 |
112.66 |
112.66 |
112.84 |
112.54 |
| S2 |
112.42 |
112.42 |
112.79 |
|
| S3 |
111.87 |
112.11 |
112.74 |
|
| S4 |
111.32 |
111.56 |
112.59 |
|
|
| 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 |
112.68 |
0.97 |
0.9% |
0.64 |
0.6% |
22% |
False |
False |
11,255 |
| 10 |
113.65 |
111.78 |
1.87 |
1.7% |
0.56 |
0.5% |
59% |
False |
False |
6,777 |
| 20 |
113.65 |
111.65 |
2.00 |
1.8% |
0.51 |
0.5% |
62% |
False |
False |
4,723 |
| 40 |
113.65 |
109.40 |
4.25 |
3.8% |
0.48 |
0.4% |
82% |
False |
False |
3,108 |
| 60 |
113.65 |
109.30 |
4.35 |
3.9% |
0.44 |
0.4% |
83% |
False |
False |
2,474 |
| 80 |
113.65 |
109.30 |
4.35 |
3.9% |
0.33 |
0.3% |
83% |
False |
False |
1,949 |
| 100 |
114.56 |
109.30 |
5.26 |
4.7% |
0.26 |
0.2% |
68% |
False |
False |
1,669 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.63 |
|
2.618 |
114.73 |
|
1.618 |
114.18 |
|
1.000 |
113.84 |
|
0.618 |
113.63 |
|
HIGH |
113.29 |
|
0.618 |
113.08 |
|
0.500 |
113.02 |
|
0.382 |
112.95 |
|
LOW |
112.74 |
|
0.618 |
112.40 |
|
1.000 |
112.19 |
|
1.618 |
111.85 |
|
2.618 |
111.30 |
|
4.250 |
110.40 |
|
|
| Fisher Pivots for day following 22-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
113.02 |
113.19 |
| PP |
112.97 |
113.09 |
| S1 |
112.93 |
112.99 |
|