Euro Bund Future December 2007
| Trading Metrics calculated at close of trading on 19-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2007 |
19-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
114.30 |
113.71 |
-0.59 |
-0.5% |
114.49 |
| High |
114.32 |
113.71 |
-0.61 |
-0.5% |
114.98 |
| Low |
113.47 |
113.00 |
-0.47 |
-0.4% |
113.93 |
| Close |
113.64 |
113.06 |
-0.58 |
-0.5% |
114.06 |
| Range |
0.85 |
0.71 |
-0.14 |
-16.5% |
1.05 |
| ATR |
0.57 |
0.58 |
0.01 |
1.7% |
0.00 |
| Volume |
1,346,282 |
1,499,423 |
153,141 |
11.4% |
5,705,096 |
|
| Daily Pivots for day following 19-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.39 |
114.93 |
113.45 |
|
| R3 |
114.68 |
114.22 |
113.26 |
|
| R2 |
113.97 |
113.97 |
113.19 |
|
| R1 |
113.51 |
113.51 |
113.13 |
113.39 |
| PP |
113.26 |
113.26 |
113.26 |
113.19 |
| S1 |
112.80 |
112.80 |
112.99 |
112.68 |
| S2 |
112.55 |
112.55 |
112.93 |
|
| S3 |
111.84 |
112.09 |
112.86 |
|
| S4 |
111.13 |
111.38 |
112.67 |
|
|
| 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 |
114.62 |
113.00 |
1.62 |
1.4% |
0.65 |
0.6% |
4% |
False |
True |
1,222,438 |
| 10 |
114.98 |
113.00 |
1.98 |
1.8% |
0.58 |
0.5% |
3% |
False |
True |
1,184,285 |
| 20 |
114.98 |
112.49 |
2.49 |
2.2% |
0.56 |
0.5% |
23% |
False |
False |
766,074 |
| 40 |
114.98 |
111.65 |
3.33 |
2.9% |
0.54 |
0.5% |
42% |
False |
False |
385,399 |
| 60 |
114.98 |
109.40 |
5.58 |
4.9% |
0.51 |
0.4% |
66% |
False |
False |
257,430 |
| 80 |
114.98 |
109.30 |
5.68 |
5.0% |
0.47 |
0.4% |
66% |
False |
False |
193,374 |
| 100 |
114.98 |
109.30 |
5.68 |
5.0% |
0.37 |
0.3% |
66% |
False |
False |
154,774 |
| 120 |
114.98 |
109.30 |
5.68 |
5.0% |
0.31 |
0.3% |
66% |
False |
False |
129,070 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.73 |
|
2.618 |
115.57 |
|
1.618 |
114.86 |
|
1.000 |
114.42 |
|
0.618 |
114.15 |
|
HIGH |
113.71 |
|
0.618 |
113.44 |
|
0.500 |
113.36 |
|
0.382 |
113.27 |
|
LOW |
113.00 |
|
0.618 |
112.56 |
|
1.000 |
112.29 |
|
1.618 |
111.85 |
|
2.618 |
111.14 |
|
4.250 |
109.98 |
|
|
| Fisher Pivots for day following 19-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
113.36 |
113.69 |
| PP |
113.26 |
113.48 |
| S1 |
113.16 |
113.27 |
|