Euro Bund Future December 2007
| Trading Metrics calculated at close of trading on 27-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2007 |
27-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
113.23 |
113.11 |
-0.12 |
-0.1% |
112.77 |
| High |
113.43 |
113.40 |
-0.03 |
0.0% |
113.63 |
| Low |
113.10 |
112.79 |
-0.31 |
-0.3% |
112.49 |
| Close |
113.19 |
113.33 |
0.14 |
0.1% |
113.19 |
| Range |
0.33 |
0.61 |
0.28 |
84.8% |
1.14 |
| ATR |
0.57 |
0.57 |
0.00 |
0.5% |
0.00 |
| Volume |
19,051 |
13,818 |
-5,233 |
-27.5% |
61,258 |
|
| Daily Pivots for day following 27-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.00 |
114.78 |
113.67 |
|
| R3 |
114.39 |
114.17 |
113.50 |
|
| R2 |
113.78 |
113.78 |
113.44 |
|
| R1 |
113.56 |
113.56 |
113.39 |
113.67 |
| PP |
113.17 |
113.17 |
113.17 |
113.23 |
| S1 |
112.95 |
112.95 |
113.27 |
113.06 |
| S2 |
112.56 |
112.56 |
113.22 |
|
| S3 |
111.95 |
112.34 |
113.16 |
|
| S4 |
111.34 |
111.73 |
112.99 |
|
|
| Weekly Pivots for week ending 24-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.52 |
116.00 |
113.82 |
|
| R3 |
115.38 |
114.86 |
113.50 |
|
| R2 |
114.24 |
114.24 |
113.40 |
|
| R1 |
113.72 |
113.72 |
113.29 |
113.98 |
| PP |
113.10 |
113.10 |
113.10 |
113.24 |
| S1 |
112.58 |
112.58 |
113.09 |
112.84 |
| S2 |
111.96 |
111.96 |
112.98 |
|
| S3 |
110.82 |
111.44 |
112.88 |
|
| S4 |
109.68 |
110.30 |
112.56 |
|
|
| 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% |
0.57 |
0.5% |
74% |
False |
False |
14,277 |
| 10 |
113.65 |
111.85 |
1.80 |
1.6% |
0.59 |
0.5% |
82% |
False |
False |
10,645 |
| 20 |
113.65 |
111.65 |
2.00 |
1.8% |
0.52 |
0.5% |
84% |
False |
False |
6,647 |
| 40 |
113.65 |
109.40 |
4.25 |
3.8% |
0.49 |
0.4% |
92% |
False |
False |
4,268 |
| 60 |
113.65 |
109.30 |
4.35 |
3.8% |
0.46 |
0.4% |
93% |
False |
False |
3,231 |
| 80 |
113.65 |
109.30 |
4.35 |
3.8% |
0.35 |
0.3% |
93% |
False |
False |
2,534 |
| 100 |
114.52 |
109.30 |
5.22 |
4.6% |
0.28 |
0.2% |
77% |
False |
False |
2,135 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.99 |
|
2.618 |
115.00 |
|
1.618 |
114.39 |
|
1.000 |
114.01 |
|
0.618 |
113.78 |
|
HIGH |
113.40 |
|
0.618 |
113.17 |
|
0.500 |
113.10 |
|
0.382 |
113.02 |
|
LOW |
112.79 |
|
0.618 |
112.41 |
|
1.000 |
112.18 |
|
1.618 |
111.80 |
|
2.618 |
111.19 |
|
4.250 |
110.20 |
|
|
| Fisher Pivots for day following 27-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
113.25 |
113.21 |
| PP |
113.17 |
113.08 |
| S1 |
113.10 |
112.96 |
|