Euro Bund Future December 2007
| Trading Metrics calculated at close of trading on 23-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2007 |
23-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
113.28 |
112.64 |
-0.64 |
-0.6% |
112.05 |
| High |
113.29 |
113.30 |
0.01 |
0.0% |
113.65 |
| Low |
112.74 |
112.49 |
-0.25 |
-0.2% |
111.85 |
| Close |
112.89 |
113.06 |
0.17 |
0.2% |
112.93 |
| Range |
0.55 |
0.81 |
0.26 |
47.3% |
1.80 |
| ATR |
0.56 |
0.58 |
0.02 |
3.1% |
0.00 |
| Volume |
11,730 |
14,586 |
2,856 |
24.3% |
32,941 |
|
| Daily Pivots for day following 23-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.38 |
115.03 |
113.51 |
|
| R3 |
114.57 |
114.22 |
113.28 |
|
| R2 |
113.76 |
113.76 |
113.21 |
|
| R1 |
113.41 |
113.41 |
113.13 |
113.59 |
| PP |
112.95 |
112.95 |
112.95 |
113.04 |
| S1 |
112.60 |
112.60 |
112.99 |
112.78 |
| S2 |
112.14 |
112.14 |
112.91 |
|
| S3 |
111.33 |
111.79 |
112.84 |
|
| S4 |
110.52 |
110.98 |
112.61 |
|
|
| 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 |
113.63 |
112.49 |
1.14 |
1.0% |
0.62 |
0.5% |
50% |
False |
True |
10,308 |
| 10 |
113.65 |
111.85 |
1.80 |
1.6% |
0.58 |
0.5% |
67% |
False |
False |
8,196 |
| 20 |
113.65 |
111.65 |
2.00 |
1.8% |
0.51 |
0.5% |
71% |
False |
False |
5,399 |
| 40 |
113.65 |
109.40 |
4.25 |
3.8% |
0.49 |
0.4% |
86% |
False |
False |
3,461 |
| 60 |
113.65 |
109.30 |
4.35 |
3.8% |
0.45 |
0.4% |
86% |
False |
False |
2,701 |
| 80 |
113.65 |
109.30 |
4.35 |
3.8% |
0.34 |
0.3% |
86% |
False |
False |
2,129 |
| 100 |
114.54 |
109.30 |
5.24 |
4.6% |
0.27 |
0.2% |
72% |
False |
False |
1,810 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.74 |
|
2.618 |
115.42 |
|
1.618 |
114.61 |
|
1.000 |
114.11 |
|
0.618 |
113.80 |
|
HIGH |
113.30 |
|
0.618 |
112.99 |
|
0.500 |
112.90 |
|
0.382 |
112.80 |
|
LOW |
112.49 |
|
0.618 |
111.99 |
|
1.000 |
111.68 |
|
1.618 |
111.18 |
|
2.618 |
110.37 |
|
4.250 |
109.05 |
|
|
| Fisher Pivots for day following 23-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
113.01 |
113.06 |
| PP |
112.95 |
113.06 |
| S1 |
112.90 |
113.06 |
|