Euro Bund Future December 2007
| Trading Metrics calculated at close of trading on 18-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2007 |
18-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
113.99 |
114.30 |
0.31 |
0.3% |
114.49 |
| High |
114.37 |
114.32 |
-0.05 |
0.0% |
114.98 |
| Low |
113.91 |
113.47 |
-0.44 |
-0.4% |
113.93 |
| Close |
114.11 |
113.64 |
-0.47 |
-0.4% |
114.06 |
| Range |
0.46 |
0.85 |
0.39 |
84.8% |
1.05 |
| ATR |
0.55 |
0.57 |
0.02 |
3.9% |
0.00 |
| Volume |
899,671 |
1,346,282 |
446,611 |
49.6% |
5,705,096 |
|
| Daily Pivots for day following 18-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.36 |
115.85 |
114.11 |
|
| R3 |
115.51 |
115.00 |
113.87 |
|
| R2 |
114.66 |
114.66 |
113.80 |
|
| R1 |
114.15 |
114.15 |
113.72 |
113.98 |
| PP |
113.81 |
113.81 |
113.81 |
113.73 |
| S1 |
113.30 |
113.30 |
113.56 |
113.13 |
| S2 |
112.96 |
112.96 |
113.48 |
|
| S3 |
112.11 |
112.45 |
113.41 |
|
| S4 |
111.26 |
111.60 |
113.17 |
|
|
| 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 |
114.75 |
113.47 |
1.28 |
1.1% |
0.59 |
0.5% |
13% |
False |
True |
1,122,167 |
| 10 |
114.98 |
113.05 |
1.93 |
1.7% |
0.58 |
0.5% |
31% |
False |
False |
1,202,295 |
| 20 |
114.98 |
112.49 |
2.49 |
2.2% |
0.55 |
0.5% |
46% |
False |
False |
691,690 |
| 40 |
114.98 |
111.65 |
3.33 |
2.9% |
0.52 |
0.5% |
60% |
False |
False |
347,934 |
| 60 |
114.98 |
109.40 |
5.58 |
4.9% |
0.50 |
0.4% |
76% |
False |
False |
232,447 |
| 80 |
114.98 |
109.30 |
5.68 |
5.0% |
0.46 |
0.4% |
76% |
False |
False |
174,634 |
| 100 |
114.98 |
109.30 |
5.68 |
5.0% |
0.37 |
0.3% |
76% |
False |
False |
139,781 |
| 120 |
114.98 |
109.30 |
5.68 |
5.0% |
0.31 |
0.3% |
76% |
False |
False |
116,583 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.93 |
|
2.618 |
116.55 |
|
1.618 |
115.70 |
|
1.000 |
115.17 |
|
0.618 |
114.85 |
|
HIGH |
114.32 |
|
0.618 |
114.00 |
|
0.500 |
113.90 |
|
0.382 |
113.79 |
|
LOW |
113.47 |
|
0.618 |
112.94 |
|
1.000 |
112.62 |
|
1.618 |
112.09 |
|
2.618 |
111.24 |
|
4.250 |
109.86 |
|
|
| Fisher Pivots for day following 18-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
113.90 |
113.97 |
| PP |
113.81 |
113.86 |
| S1 |
113.73 |
113.75 |
|