Euro Bund Future December 2007
| Trading Metrics calculated at close of trading on 28-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2007 |
28-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
113.11 |
113.45 |
0.34 |
0.3% |
112.77 |
| High |
113.40 |
113.66 |
0.26 |
0.2% |
113.63 |
| Low |
112.79 |
113.18 |
0.39 |
0.3% |
112.49 |
| Close |
113.33 |
113.45 |
0.12 |
0.1% |
113.19 |
| Range |
0.61 |
0.48 |
-0.13 |
-21.3% |
1.14 |
| ATR |
0.57 |
0.56 |
-0.01 |
-1.1% |
0.00 |
| Volume |
13,818 |
34,211 |
20,393 |
147.6% |
61,258 |
|
| Daily Pivots for day following 28-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.87 |
114.64 |
113.71 |
|
| R3 |
114.39 |
114.16 |
113.58 |
|
| R2 |
113.91 |
113.91 |
113.54 |
|
| R1 |
113.68 |
113.68 |
113.49 |
113.69 |
| PP |
113.43 |
113.43 |
113.43 |
113.44 |
| S1 |
113.20 |
113.20 |
113.41 |
113.21 |
| S2 |
112.95 |
112.95 |
113.36 |
|
| S3 |
112.47 |
112.72 |
113.32 |
|
| S4 |
111.99 |
112.24 |
113.19 |
|
|
| 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 |
113.66 |
112.49 |
1.17 |
1.0% |
0.56 |
0.5% |
82% |
True |
False |
18,679 |
| 10 |
113.66 |
112.49 |
1.17 |
1.0% |
0.58 |
0.5% |
82% |
True |
False |
13,892 |
| 20 |
113.66 |
111.65 |
2.01 |
1.8% |
0.52 |
0.5% |
90% |
True |
False |
8,248 |
| 40 |
113.66 |
109.40 |
4.26 |
3.8% |
0.49 |
0.4% |
95% |
True |
False |
5,066 |
| 60 |
113.66 |
109.30 |
4.36 |
3.8% |
0.46 |
0.4% |
95% |
True |
False |
3,765 |
| 80 |
113.66 |
109.30 |
4.36 |
3.8% |
0.36 |
0.3% |
95% |
True |
False |
2,961 |
| 100 |
114.31 |
109.30 |
5.01 |
4.4% |
0.28 |
0.3% |
83% |
False |
False |
2,475 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.70 |
|
2.618 |
114.92 |
|
1.618 |
114.44 |
|
1.000 |
114.14 |
|
0.618 |
113.96 |
|
HIGH |
113.66 |
|
0.618 |
113.48 |
|
0.500 |
113.42 |
|
0.382 |
113.36 |
|
LOW |
113.18 |
|
0.618 |
112.88 |
|
1.000 |
112.70 |
|
1.618 |
112.40 |
|
2.618 |
111.92 |
|
4.250 |
111.14 |
|
|
| Fisher Pivots for day following 28-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
113.44 |
113.38 |
| PP |
113.43 |
113.30 |
| S1 |
113.42 |
113.23 |
|