Euro Bund Future December 2007
| Trading Metrics calculated at close of trading on 17-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2007 |
17-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
114.19 |
113.99 |
-0.20 |
-0.2% |
114.49 |
| High |
114.46 |
114.37 |
-0.09 |
-0.1% |
114.98 |
| Low |
113.93 |
113.91 |
-0.02 |
0.0% |
113.93 |
| Close |
114.06 |
114.11 |
0.05 |
0.0% |
114.06 |
| Range |
0.53 |
0.46 |
-0.07 |
-13.2% |
1.05 |
| ATR |
0.56 |
0.55 |
-0.01 |
-1.2% |
0.00 |
| Volume |
1,117,992 |
899,671 |
-218,321 |
-19.5% |
5,705,096 |
|
| Daily Pivots for day following 17-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.51 |
115.27 |
114.36 |
|
| R3 |
115.05 |
114.81 |
114.24 |
|
| R2 |
114.59 |
114.59 |
114.19 |
|
| R1 |
114.35 |
114.35 |
114.15 |
114.47 |
| PP |
114.13 |
114.13 |
114.13 |
114.19 |
| S1 |
113.89 |
113.89 |
114.07 |
114.01 |
| S2 |
113.67 |
113.67 |
114.03 |
|
| S3 |
113.21 |
113.43 |
113.98 |
|
| S4 |
112.75 |
112.97 |
113.86 |
|
|
| 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 |
114.79 |
113.91 |
0.88 |
0.8% |
0.47 |
0.4% |
23% |
False |
True |
1,082,575 |
| 10 |
114.98 |
112.96 |
2.02 |
1.8% |
0.55 |
0.5% |
57% |
False |
False |
1,168,054 |
| 20 |
114.98 |
112.49 |
2.49 |
2.2% |
0.53 |
0.5% |
65% |
False |
False |
624,986 |
| 40 |
114.98 |
111.49 |
3.49 |
3.1% |
0.51 |
0.4% |
75% |
False |
False |
314,316 |
| 60 |
114.98 |
109.40 |
5.58 |
4.9% |
0.49 |
0.4% |
84% |
False |
False |
210,009 |
| 80 |
114.98 |
109.30 |
5.68 |
5.0% |
0.45 |
0.4% |
85% |
False |
False |
157,807 |
| 100 |
114.98 |
109.30 |
5.68 |
5.0% |
0.36 |
0.3% |
85% |
False |
False |
126,318 |
| 120 |
115.00 |
109.30 |
5.70 |
5.0% |
0.30 |
0.3% |
84% |
False |
False |
105,364 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.33 |
|
2.618 |
115.57 |
|
1.618 |
115.11 |
|
1.000 |
114.83 |
|
0.618 |
114.65 |
|
HIGH |
114.37 |
|
0.618 |
114.19 |
|
0.500 |
114.14 |
|
0.382 |
114.09 |
|
LOW |
113.91 |
|
0.618 |
113.63 |
|
1.000 |
113.45 |
|
1.618 |
113.17 |
|
2.618 |
112.71 |
|
4.250 |
111.96 |
|
|
| Fisher Pivots for day following 17-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
114.14 |
114.27 |
| PP |
114.13 |
114.21 |
| S1 |
114.12 |
114.16 |
|