Euro Bund Future December 2007
| Trading Metrics calculated at close of trading on 11-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2007 |
11-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
114.49 |
114.69 |
0.20 |
0.2% |
113.18 |
| High |
114.98 |
114.79 |
-0.19 |
-0.2% |
114.53 |
| Low |
114.34 |
114.52 |
0.18 |
0.2% |
112.96 |
| Close |
114.95 |
114.71 |
-0.24 |
-0.2% |
114.46 |
| Range |
0.64 |
0.27 |
-0.37 |
-57.8% |
1.57 |
| ATR |
0.57 |
0.56 |
-0.01 |
-1.7% |
0.00 |
| Volume |
1,191,890 |
1,148,322 |
-43,568 |
-3.7% |
5,414,309 |
|
| Daily Pivots for day following 11-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.48 |
115.37 |
114.86 |
|
| R3 |
115.21 |
115.10 |
114.78 |
|
| R2 |
114.94 |
114.94 |
114.76 |
|
| R1 |
114.83 |
114.83 |
114.73 |
114.89 |
| PP |
114.67 |
114.67 |
114.67 |
114.70 |
| S1 |
114.56 |
114.56 |
114.69 |
114.62 |
| S2 |
114.40 |
114.40 |
114.66 |
|
| S3 |
114.13 |
114.29 |
114.64 |
|
| S4 |
113.86 |
114.02 |
114.56 |
|
|
| 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 |
113.05 |
1.93 |
1.7% |
0.58 |
0.5% |
86% |
False |
False |
1,282,423 |
| 10 |
114.98 |
112.83 |
2.15 |
1.9% |
0.53 |
0.5% |
87% |
False |
False |
812,957 |
| 20 |
114.98 |
112.49 |
2.49 |
2.2% |
0.55 |
0.5% |
89% |
False |
False |
413,425 |
| 40 |
114.98 |
110.37 |
4.61 |
4.0% |
0.51 |
0.4% |
94% |
False |
False |
207,889 |
| 60 |
114.98 |
109.40 |
5.58 |
4.9% |
0.48 |
0.4% |
95% |
False |
False |
138,946 |
| 80 |
114.98 |
109.30 |
5.68 |
5.0% |
0.42 |
0.4% |
95% |
False |
False |
104,518 |
| 100 |
114.98 |
109.30 |
5.68 |
5.0% |
0.34 |
0.3% |
95% |
False |
False |
83,684 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.94 |
|
2.618 |
115.50 |
|
1.618 |
115.23 |
|
1.000 |
115.06 |
|
0.618 |
114.96 |
|
HIGH |
114.79 |
|
0.618 |
114.69 |
|
0.500 |
114.66 |
|
0.382 |
114.62 |
|
LOW |
114.52 |
|
0.618 |
114.35 |
|
1.000 |
114.25 |
|
1.618 |
114.08 |
|
2.618 |
113.81 |
|
4.250 |
113.37 |
|
|
| Fisher Pivots for day following 11-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
114.69 |
114.57 |
| PP |
114.67 |
114.43 |
| S1 |
114.66 |
114.30 |
|