Euro Bund Future December 2007
| Trading Metrics calculated at close of trading on 30-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2007 |
30-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
113.72 |
113.40 |
-0.32 |
-0.3% |
112.77 |
| High |
113.84 |
113.55 |
-0.29 |
-0.3% |
113.63 |
| Low |
113.25 |
113.25 |
0.00 |
0.0% |
112.49 |
| Close |
113.51 |
113.40 |
-0.11 |
-0.1% |
113.19 |
| Range |
0.59 |
0.30 |
-0.29 |
-49.2% |
1.14 |
| ATR |
0.57 |
0.55 |
-0.02 |
-3.4% |
0.00 |
| Volume |
51,494 |
143,688 |
92,194 |
179.0% |
61,258 |
|
| Daily Pivots for day following 30-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.30 |
114.15 |
113.57 |
|
| R3 |
114.00 |
113.85 |
113.48 |
|
| R2 |
113.70 |
113.70 |
113.46 |
|
| R1 |
113.55 |
113.55 |
113.43 |
113.55 |
| PP |
113.40 |
113.40 |
113.40 |
113.40 |
| S1 |
113.25 |
113.25 |
113.37 |
113.25 |
| S2 |
113.10 |
113.10 |
113.35 |
|
| S3 |
112.80 |
112.95 |
113.32 |
|
| S4 |
112.50 |
112.65 |
113.24 |
|
|
| 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 |
113.84 |
112.79 |
1.05 |
0.9% |
0.46 |
0.4% |
58% |
False |
False |
52,452 |
| 10 |
113.84 |
112.49 |
1.35 |
1.2% |
0.54 |
0.5% |
67% |
False |
False |
31,380 |
| 20 |
113.84 |
111.65 |
2.19 |
1.9% |
0.52 |
0.5% |
80% |
False |
False |
17,537 |
| 40 |
113.84 |
109.40 |
4.44 |
3.9% |
0.50 |
0.4% |
90% |
False |
False |
9,704 |
| 60 |
113.84 |
109.30 |
4.54 |
4.0% |
0.46 |
0.4% |
90% |
False |
False |
6,927 |
| 80 |
113.84 |
109.30 |
4.54 |
4.0% |
0.37 |
0.3% |
90% |
False |
False |
5,375 |
| 100 |
113.90 |
109.30 |
4.60 |
4.1% |
0.29 |
0.3% |
89% |
False |
False |
4,415 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.83 |
|
2.618 |
114.34 |
|
1.618 |
114.04 |
|
1.000 |
113.85 |
|
0.618 |
113.74 |
|
HIGH |
113.55 |
|
0.618 |
113.44 |
|
0.500 |
113.40 |
|
0.382 |
113.36 |
|
LOW |
113.25 |
|
0.618 |
113.06 |
|
1.000 |
112.95 |
|
1.618 |
112.76 |
|
2.618 |
112.46 |
|
4.250 |
111.98 |
|
|
| Fisher Pivots for day following 30-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
113.40 |
113.51 |
| PP |
113.40 |
113.47 |
| S1 |
113.40 |
113.44 |
|