Euro Bund Future December 2007
Trading Metrics calculated at close of trading on 25-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2007 |
25-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
112.41 |
112.49 |
0.08 |
0.1% |
113.99 |
High |
112.62 |
112.88 |
0.26 |
0.2% |
114.37 |
Low |
112.19 |
112.43 |
0.24 |
0.2% |
112.24 |
Close |
112.36 |
112.71 |
0.35 |
0.3% |
112.50 |
Range |
0.43 |
0.45 |
0.02 |
4.7% |
2.13 |
ATR |
0.58 |
0.58 |
0.00 |
-0.8% |
0.00 |
Volume |
926,188 |
1,120,070 |
193,882 |
20.9% |
6,174,753 |
|
Daily Pivots for day following 25-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114.02 |
113.82 |
112.96 |
|
R3 |
113.57 |
113.37 |
112.83 |
|
R2 |
113.12 |
113.12 |
112.79 |
|
R1 |
112.92 |
112.92 |
112.75 |
113.02 |
PP |
112.67 |
112.67 |
112.67 |
112.73 |
S1 |
112.47 |
112.47 |
112.67 |
112.57 |
S2 |
112.22 |
112.22 |
112.63 |
|
S3 |
111.77 |
112.02 |
112.59 |
|
S4 |
111.32 |
111.57 |
112.46 |
|
|
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 |
113.71 |
112.19 |
1.52 |
1.3% |
0.59 |
0.5% |
34% |
False |
False |
1,195,011 |
10 |
114.75 |
112.19 |
2.56 |
2.3% |
0.59 |
0.5% |
20% |
False |
False |
1,158,589 |
20 |
114.98 |
112.19 |
2.79 |
2.5% |
0.56 |
0.5% |
19% |
False |
False |
985,773 |
40 |
114.98 |
111.65 |
3.33 |
3.0% |
0.54 |
0.5% |
32% |
False |
False |
497,011 |
60 |
114.98 |
109.40 |
5.58 |
5.0% |
0.51 |
0.5% |
59% |
False |
False |
331,968 |
80 |
114.98 |
109.30 |
5.68 |
5.0% |
0.49 |
0.4% |
60% |
False |
False |
249,267 |
100 |
114.98 |
109.30 |
5.68 |
5.0% |
0.40 |
0.4% |
60% |
False |
False |
199,523 |
120 |
114.98 |
109.30 |
5.68 |
5.0% |
0.33 |
0.3% |
60% |
False |
False |
166,358 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114.79 |
2.618 |
114.06 |
1.618 |
113.61 |
1.000 |
113.33 |
0.618 |
113.16 |
HIGH |
112.88 |
0.618 |
112.71 |
0.500 |
112.66 |
0.382 |
112.60 |
LOW |
112.43 |
0.618 |
112.15 |
1.000 |
111.98 |
1.618 |
111.70 |
2.618 |
111.25 |
4.250 |
110.52 |
|
|
Fisher Pivots for day following 25-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
112.69 |
112.65 |
PP |
112.67 |
112.59 |
S1 |
112.66 |
112.54 |
|