Euro Bund Future December 2007
| Trading Metrics calculated at close of trading on 10-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2007 |
10-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
113.72 |
114.49 |
0.77 |
0.7% |
113.18 |
| High |
114.53 |
114.98 |
0.45 |
0.4% |
114.53 |
| Low |
113.61 |
114.34 |
0.73 |
0.6% |
112.96 |
| Close |
114.46 |
114.95 |
0.49 |
0.4% |
114.46 |
| Range |
0.92 |
0.64 |
-0.28 |
-30.4% |
1.57 |
| ATR |
0.56 |
0.57 |
0.01 |
1.0% |
0.00 |
| Volume |
1,320,914 |
1,191,890 |
-129,024 |
-9.8% |
5,414,309 |
|
| Daily Pivots for day following 10-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.68 |
116.45 |
115.30 |
|
| R3 |
116.04 |
115.81 |
115.13 |
|
| R2 |
115.40 |
115.40 |
115.07 |
|
| R1 |
115.17 |
115.17 |
115.01 |
115.29 |
| PP |
114.76 |
114.76 |
114.76 |
114.81 |
| S1 |
114.53 |
114.53 |
114.89 |
114.65 |
| S2 |
114.12 |
114.12 |
114.83 |
|
| S3 |
113.48 |
113.89 |
114.77 |
|
| S4 |
112.84 |
113.25 |
114.60 |
|
|
| Weekly Pivots for week ending 07-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.69 |
118.15 |
115.32 |
|
| R3 |
117.12 |
116.58 |
114.89 |
|
| R2 |
115.55 |
115.55 |
114.75 |
|
| R1 |
115.01 |
115.01 |
114.60 |
115.28 |
| PP |
113.98 |
113.98 |
113.98 |
114.12 |
| S1 |
113.44 |
113.44 |
114.32 |
113.71 |
| S2 |
112.41 |
112.41 |
114.17 |
|
| S3 |
110.84 |
111.87 |
114.03 |
|
| S4 |
109.27 |
110.30 |
113.60 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114.98 |
112.96 |
2.02 |
1.8% |
0.62 |
0.5% |
99% |
True |
False |
1,253,532 |
| 10 |
114.98 |
112.83 |
2.15 |
1.9% |
0.55 |
0.5% |
99% |
True |
False |
701,546 |
| 20 |
114.98 |
111.85 |
3.13 |
2.7% |
0.57 |
0.5% |
99% |
True |
False |
356,096 |
| 40 |
114.98 |
110.05 |
4.93 |
4.3% |
0.52 |
0.4% |
99% |
True |
False |
179,193 |
| 60 |
114.98 |
109.40 |
5.58 |
4.9% |
0.48 |
0.4% |
99% |
True |
False |
119,808 |
| 80 |
114.98 |
109.30 |
5.68 |
4.9% |
0.42 |
0.4% |
99% |
True |
False |
90,175 |
| 100 |
114.98 |
109.30 |
5.68 |
4.9% |
0.34 |
0.3% |
99% |
True |
False |
72,203 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.70 |
|
2.618 |
116.66 |
|
1.618 |
116.02 |
|
1.000 |
115.62 |
|
0.618 |
115.38 |
|
HIGH |
114.98 |
|
0.618 |
114.74 |
|
0.500 |
114.66 |
|
0.382 |
114.58 |
|
LOW |
114.34 |
|
0.618 |
113.94 |
|
1.000 |
113.70 |
|
1.618 |
113.30 |
|
2.618 |
112.66 |
|
4.250 |
111.62 |
|
|
| Fisher Pivots for day following 10-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
114.85 |
114.70 |
| PP |
114.76 |
114.45 |
| S1 |
114.66 |
114.21 |
|