Euro Bund Future December 2007
| Trading Metrics calculated at close of trading on 05-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2007 |
05-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
113.27 |
113.18 |
-0.09 |
-0.1% |
113.11 |
| High |
113.46 |
113.74 |
0.28 |
0.2% |
113.84 |
| Low |
112.96 |
113.05 |
0.09 |
0.1% |
112.79 |
| Close |
113.04 |
113.63 |
0.59 |
0.5% |
113.37 |
| Range |
0.50 |
0.69 |
0.19 |
38.0% |
1.05 |
| ATR |
0.54 |
0.55 |
0.01 |
2.2% |
0.00 |
| Volume |
1,003,871 |
1,679,520 |
675,649 |
67.3% |
423,081 |
|
| Daily Pivots for day following 05-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.54 |
115.28 |
114.01 |
|
| R3 |
114.85 |
114.59 |
113.82 |
|
| R2 |
114.16 |
114.16 |
113.76 |
|
| R1 |
113.90 |
113.90 |
113.69 |
114.03 |
| PP |
113.47 |
113.47 |
113.47 |
113.54 |
| S1 |
113.21 |
113.21 |
113.57 |
113.34 |
| S2 |
112.78 |
112.78 |
113.50 |
|
| S3 |
112.09 |
112.52 |
113.44 |
|
| S4 |
111.40 |
111.83 |
113.25 |
|
|
| 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 |
113.74 |
112.83 |
0.91 |
0.8% |
0.50 |
0.4% |
88% |
True |
False |
669,096 |
| 10 |
113.84 |
112.49 |
1.35 |
1.2% |
0.53 |
0.5% |
84% |
False |
False |
347,864 |
| 20 |
113.84 |
111.78 |
2.06 |
1.8% |
0.55 |
0.5% |
90% |
False |
False |
177,320 |
| 40 |
113.84 |
109.73 |
4.11 |
3.6% |
0.50 |
0.4% |
95% |
False |
False |
89,620 |
| 60 |
113.84 |
109.40 |
4.44 |
3.9% |
0.47 |
0.4% |
95% |
False |
False |
60,111 |
| 80 |
113.84 |
109.30 |
4.54 |
4.0% |
0.39 |
0.3% |
95% |
False |
False |
45,377 |
| 100 |
113.84 |
109.30 |
4.54 |
4.0% |
0.32 |
0.3% |
95% |
False |
False |
36,405 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.67 |
|
2.618 |
115.55 |
|
1.618 |
114.86 |
|
1.000 |
114.43 |
|
0.618 |
114.17 |
|
HIGH |
113.74 |
|
0.618 |
113.48 |
|
0.500 |
113.40 |
|
0.382 |
113.31 |
|
LOW |
113.05 |
|
0.618 |
112.62 |
|
1.000 |
112.36 |
|
1.618 |
111.93 |
|
2.618 |
111.24 |
|
4.250 |
110.12 |
|
|
| Fisher Pivots for day following 05-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
113.55 |
113.54 |
| PP |
113.47 |
113.44 |
| S1 |
113.40 |
113.35 |
|