Euro Bund Future December 2007
| Trading Metrics calculated at close of trading on 24-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2007 |
24-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
112.41 |
112.41 |
0.00 |
0.0% |
113.99 |
| High |
112.64 |
112.62 |
-0.02 |
0.0% |
114.37 |
| Low |
112.24 |
112.19 |
-0.05 |
0.0% |
112.24 |
| Close |
112.50 |
112.36 |
-0.14 |
-0.1% |
112.50 |
| Range |
0.40 |
0.43 |
0.03 |
7.5% |
2.13 |
| ATR |
0.60 |
0.58 |
-0.01 |
-2.0% |
0.00 |
| Volume |
1,052,431 |
926,188 |
-126,243 |
-12.0% |
6,174,753 |
|
| Daily Pivots for day following 24-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.68 |
113.45 |
112.60 |
|
| R3 |
113.25 |
113.02 |
112.48 |
|
| R2 |
112.82 |
112.82 |
112.44 |
|
| R1 |
112.59 |
112.59 |
112.40 |
112.49 |
| PP |
112.39 |
112.39 |
112.39 |
112.34 |
| S1 |
112.16 |
112.16 |
112.32 |
112.06 |
| S2 |
111.96 |
111.96 |
112.28 |
|
| S3 |
111.53 |
111.73 |
112.24 |
|
| S4 |
111.10 |
111.30 |
112.12 |
|
|
| Weekly Pivots for week ending 21-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.43 |
118.09 |
113.67 |
|
| R3 |
117.30 |
115.96 |
113.09 |
|
| R2 |
115.17 |
115.17 |
112.89 |
|
| R1 |
113.83 |
113.83 |
112.70 |
113.44 |
| PP |
113.04 |
113.04 |
113.04 |
112.84 |
| S1 |
111.70 |
111.70 |
112.30 |
111.31 |
| S2 |
110.91 |
110.91 |
112.11 |
|
| S3 |
108.78 |
109.57 |
111.91 |
|
| S4 |
106.65 |
107.44 |
111.33 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114.32 |
112.19 |
2.13 |
1.9% |
0.67 |
0.6% |
8% |
False |
True |
1,240,254 |
| 10 |
114.79 |
112.19 |
2.60 |
2.3% |
0.57 |
0.5% |
7% |
False |
True |
1,161,414 |
| 20 |
114.98 |
112.19 |
2.79 |
2.5% |
0.56 |
0.5% |
6% |
False |
True |
931,480 |
| 40 |
114.98 |
111.65 |
3.33 |
3.0% |
0.54 |
0.5% |
21% |
False |
False |
469,063 |
| 60 |
114.98 |
109.40 |
5.58 |
5.0% |
0.52 |
0.5% |
53% |
False |
False |
313,338 |
| 80 |
114.98 |
109.30 |
5.68 |
5.1% |
0.48 |
0.4% |
54% |
False |
False |
235,293 |
| 100 |
114.98 |
109.30 |
5.68 |
5.1% |
0.39 |
0.3% |
54% |
False |
False |
188,323 |
| 120 |
114.98 |
109.30 |
5.68 |
5.1% |
0.33 |
0.3% |
54% |
False |
False |
157,026 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.45 |
|
2.618 |
113.75 |
|
1.618 |
113.32 |
|
1.000 |
113.05 |
|
0.618 |
112.89 |
|
HIGH |
112.62 |
|
0.618 |
112.46 |
|
0.500 |
112.41 |
|
0.382 |
112.35 |
|
LOW |
112.19 |
|
0.618 |
111.92 |
|
1.000 |
111.76 |
|
1.618 |
111.49 |
|
2.618 |
111.06 |
|
4.250 |
110.36 |
|
|
| Fisher Pivots for day following 24-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
112.41 |
112.72 |
| PP |
112.39 |
112.60 |
| S1 |
112.38 |
112.48 |
|