Euro Bund Future December 2007
| Trading Metrics calculated at close of trading on 14-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2007 |
14-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
114.50 |
114.19 |
-0.31 |
-0.3% |
114.49 |
| High |
114.62 |
114.46 |
-0.16 |
-0.1% |
114.98 |
| Low |
113.94 |
113.93 |
-0.01 |
0.0% |
113.93 |
| Close |
114.08 |
114.06 |
-0.02 |
0.0% |
114.06 |
| Range |
0.68 |
0.53 |
-0.15 |
-22.1% |
1.05 |
| ATR |
0.56 |
0.56 |
0.00 |
-0.4% |
0.00 |
| Volume |
1,248,825 |
1,117,992 |
-130,833 |
-10.5% |
5,705,096 |
|
| Daily Pivots for day following 14-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.74 |
115.43 |
114.35 |
|
| R3 |
115.21 |
114.90 |
114.21 |
|
| R2 |
114.68 |
114.68 |
114.16 |
|
| R1 |
114.37 |
114.37 |
114.11 |
114.26 |
| PP |
114.15 |
114.15 |
114.15 |
114.10 |
| S1 |
113.84 |
113.84 |
114.01 |
113.73 |
| S2 |
113.62 |
113.62 |
113.96 |
|
| S3 |
113.09 |
113.31 |
113.91 |
|
| S4 |
112.56 |
112.78 |
113.77 |
|
|
| Weekly Pivots for week ending 14-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.47 |
116.82 |
114.64 |
|
| R3 |
116.42 |
115.77 |
114.35 |
|
| R2 |
115.37 |
115.37 |
114.25 |
|
| R1 |
114.72 |
114.72 |
114.16 |
114.52 |
| PP |
114.32 |
114.32 |
114.32 |
114.23 |
| S1 |
113.67 |
113.67 |
113.96 |
113.47 |
| S2 |
113.27 |
113.27 |
113.87 |
|
| S3 |
112.22 |
112.62 |
113.77 |
|
| S4 |
111.17 |
111.57 |
113.48 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114.98 |
113.93 |
1.05 |
0.9% |
0.51 |
0.4% |
12% |
False |
True |
1,141,019 |
| 10 |
114.98 |
112.96 |
2.02 |
1.8% |
0.54 |
0.5% |
54% |
False |
False |
1,111,940 |
| 20 |
114.98 |
112.49 |
2.49 |
2.2% |
0.53 |
0.5% |
63% |
False |
False |
580,187 |
| 40 |
114.98 |
111.41 |
3.57 |
3.1% |
0.51 |
0.4% |
74% |
False |
False |
291,899 |
| 60 |
114.98 |
109.40 |
5.58 |
4.9% |
0.48 |
0.4% |
84% |
False |
False |
195,015 |
| 80 |
114.98 |
109.30 |
5.68 |
5.0% |
0.44 |
0.4% |
84% |
False |
False |
146,563 |
| 100 |
114.98 |
109.30 |
5.68 |
5.0% |
0.35 |
0.3% |
84% |
False |
False |
117,326 |
| 120 |
115.04 |
109.30 |
5.74 |
5.0% |
0.30 |
0.3% |
83% |
False |
False |
97,881 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.71 |
|
2.618 |
115.85 |
|
1.618 |
115.32 |
|
1.000 |
114.99 |
|
0.618 |
114.79 |
|
HIGH |
114.46 |
|
0.618 |
114.26 |
|
0.500 |
114.20 |
|
0.382 |
114.13 |
|
LOW |
113.93 |
|
0.618 |
113.60 |
|
1.000 |
113.40 |
|
1.618 |
113.07 |
|
2.618 |
112.54 |
|
4.250 |
111.68 |
|
|
| Fisher Pivots for day following 14-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
114.20 |
114.34 |
| PP |
114.15 |
114.25 |
| S1 |
114.11 |
114.15 |
|