Euro Bund Future December 2007
| Trading Metrics calculated at close of trading on 20-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2007 |
20-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
113.71 |
112.98 |
-0.73 |
-0.6% |
114.49 |
| High |
113.71 |
113.24 |
-0.47 |
-0.4% |
114.98 |
| Low |
113.00 |
112.28 |
-0.72 |
-0.6% |
113.93 |
| Close |
113.06 |
112.69 |
-0.37 |
-0.3% |
114.06 |
| Range |
0.71 |
0.96 |
0.25 |
35.2% |
1.05 |
| ATR |
0.58 |
0.61 |
0.03 |
4.7% |
0.00 |
| Volume |
1,499,423 |
1,376,946 |
-122,477 |
-8.2% |
5,705,096 |
|
| Daily Pivots for day following 20-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.62 |
115.11 |
113.22 |
|
| R3 |
114.66 |
114.15 |
112.95 |
|
| R2 |
113.70 |
113.70 |
112.87 |
|
| R1 |
113.19 |
113.19 |
112.78 |
112.97 |
| PP |
112.74 |
112.74 |
112.74 |
112.62 |
| S1 |
112.23 |
112.23 |
112.60 |
112.01 |
| S2 |
111.78 |
111.78 |
112.51 |
|
| S3 |
110.82 |
111.27 |
112.43 |
|
| S4 |
109.86 |
110.31 |
112.16 |
|
|
| 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 |
114.46 |
112.28 |
2.18 |
1.9% |
0.70 |
0.6% |
19% |
False |
True |
1,248,062 |
| 10 |
114.98 |
112.28 |
2.70 |
2.4% |
0.64 |
0.6% |
15% |
False |
True |
1,214,833 |
| 20 |
114.98 |
112.28 |
2.70 |
2.4% |
0.57 |
0.5% |
15% |
False |
True |
834,192 |
| 40 |
114.98 |
111.65 |
3.33 |
3.0% |
0.54 |
0.5% |
31% |
False |
False |
419,796 |
| 60 |
114.98 |
109.40 |
5.58 |
5.0% |
0.52 |
0.5% |
59% |
False |
False |
280,371 |
| 80 |
114.98 |
109.30 |
5.68 |
5.0% |
0.48 |
0.4% |
60% |
False |
False |
210,574 |
| 100 |
114.98 |
109.30 |
5.68 |
5.0% |
0.38 |
0.3% |
60% |
False |
False |
168,541 |
| 120 |
114.98 |
109.30 |
5.68 |
5.0% |
0.32 |
0.3% |
60% |
False |
False |
140,541 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.32 |
|
2.618 |
115.75 |
|
1.618 |
114.79 |
|
1.000 |
114.20 |
|
0.618 |
113.83 |
|
HIGH |
113.24 |
|
0.618 |
112.87 |
|
0.500 |
112.76 |
|
0.382 |
112.65 |
|
LOW |
112.28 |
|
0.618 |
111.69 |
|
1.000 |
111.32 |
|
1.618 |
110.73 |
|
2.618 |
109.77 |
|
4.250 |
108.20 |
|
|
| Fisher Pivots for day following 20-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
112.76 |
113.30 |
| PP |
112.74 |
113.10 |
| S1 |
112.71 |
112.89 |
|