Euro Bund Future December 2007
| Trading Metrics calculated at close of trading on 04-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2007 |
04-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
113.18 |
113.27 |
0.09 |
0.1% |
113.11 |
| High |
113.43 |
113.46 |
0.03 |
0.0% |
113.84 |
| Low |
113.07 |
112.96 |
-0.11 |
-0.1% |
112.79 |
| Close |
113.15 |
113.04 |
-0.11 |
-0.1% |
113.37 |
| Range |
0.36 |
0.50 |
0.14 |
38.9% |
1.05 |
| ATR |
0.54 |
0.54 |
0.00 |
-0.5% |
0.00 |
| Volume |
338,535 |
1,003,871 |
665,336 |
196.5% |
423,081 |
|
| Daily Pivots for day following 04-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.65 |
114.35 |
113.32 |
|
| R3 |
114.15 |
113.85 |
113.18 |
|
| R2 |
113.65 |
113.65 |
113.13 |
|
| R1 |
113.35 |
113.35 |
113.09 |
113.25 |
| PP |
113.15 |
113.15 |
113.15 |
113.11 |
| S1 |
112.85 |
112.85 |
112.99 |
112.75 |
| S2 |
112.65 |
112.65 |
112.95 |
|
| S3 |
112.15 |
112.35 |
112.90 |
|
| S4 |
111.65 |
111.85 |
112.77 |
|
|
| Weekly Pivots for week ending 31-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.48 |
115.98 |
113.95 |
|
| R3 |
115.43 |
114.93 |
113.66 |
|
| R2 |
114.38 |
114.38 |
113.56 |
|
| R1 |
113.88 |
113.88 |
113.47 |
114.13 |
| PP |
113.33 |
113.33 |
113.33 |
113.46 |
| S1 |
112.83 |
112.83 |
113.27 |
113.08 |
| S2 |
112.28 |
112.28 |
113.18 |
|
| S3 |
111.23 |
111.78 |
113.08 |
|
| S4 |
110.18 |
110.73 |
112.79 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113.84 |
112.83 |
1.01 |
0.9% |
0.48 |
0.4% |
21% |
False |
False |
343,491 |
| 10 |
113.84 |
112.49 |
1.35 |
1.2% |
0.52 |
0.5% |
41% |
False |
False |
181,085 |
| 20 |
113.84 |
111.65 |
2.19 |
1.9% |
0.54 |
0.5% |
63% |
False |
False |
93,457 |
| 40 |
113.84 |
109.73 |
4.11 |
3.6% |
0.50 |
0.4% |
81% |
False |
False |
47,658 |
| 60 |
113.84 |
109.30 |
4.54 |
4.0% |
0.47 |
0.4% |
82% |
False |
False |
32,141 |
| 80 |
113.84 |
109.30 |
4.54 |
4.0% |
0.39 |
0.3% |
82% |
False |
False |
24,384 |
| 100 |
113.84 |
109.30 |
4.54 |
4.0% |
0.31 |
0.3% |
82% |
False |
False |
19,620 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.59 |
|
2.618 |
114.77 |
|
1.618 |
114.27 |
|
1.000 |
113.96 |
|
0.618 |
113.77 |
|
HIGH |
113.46 |
|
0.618 |
113.27 |
|
0.500 |
113.21 |
|
0.382 |
113.15 |
|
LOW |
112.96 |
|
0.618 |
112.65 |
|
1.000 |
112.46 |
|
1.618 |
112.15 |
|
2.618 |
111.65 |
|
4.250 |
110.84 |
|
|
| Fisher Pivots for day following 04-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
113.21 |
113.16 |
| PP |
113.15 |
113.12 |
| S1 |
113.10 |
113.08 |
|