Euro Bund Future December 2007
Trading Metrics calculated at close of trading on 26-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2007 |
26-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
112.49 |
112.54 |
0.05 |
0.0% |
113.99 |
High |
112.88 |
112.61 |
-0.27 |
-0.2% |
114.37 |
Low |
112.43 |
112.14 |
-0.29 |
-0.3% |
112.24 |
Close |
112.71 |
112.22 |
-0.49 |
-0.4% |
112.50 |
Range |
0.45 |
0.47 |
0.02 |
4.4% |
2.13 |
ATR |
0.58 |
0.58 |
0.00 |
-0.1% |
0.00 |
Volume |
1,120,070 |
1,163,618 |
43,548 |
3.9% |
6,174,753 |
|
Daily Pivots for day following 26-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.73 |
113.45 |
112.48 |
|
R3 |
113.26 |
112.98 |
112.35 |
|
R2 |
112.79 |
112.79 |
112.31 |
|
R1 |
112.51 |
112.51 |
112.26 |
112.42 |
PP |
112.32 |
112.32 |
112.32 |
112.28 |
S1 |
112.04 |
112.04 |
112.18 |
111.95 |
S2 |
111.85 |
111.85 |
112.13 |
|
S3 |
111.38 |
111.57 |
112.09 |
|
S4 |
110.91 |
111.10 |
111.96 |
|
|
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 |
113.24 |
112.14 |
1.10 |
1.0% |
0.54 |
0.5% |
7% |
False |
True |
1,127,850 |
10 |
114.62 |
112.14 |
2.48 |
2.2% |
0.59 |
0.5% |
3% |
False |
True |
1,175,144 |
20 |
114.98 |
112.14 |
2.84 |
2.5% |
0.55 |
0.5% |
3% |
False |
True |
1,041,379 |
40 |
114.98 |
111.65 |
3.33 |
3.0% |
0.53 |
0.5% |
17% |
False |
False |
525,895 |
60 |
114.98 |
109.40 |
5.58 |
5.0% |
0.51 |
0.5% |
51% |
False |
False |
351,312 |
80 |
114.98 |
109.30 |
5.68 |
5.1% |
0.49 |
0.4% |
51% |
False |
False |
263,768 |
100 |
114.98 |
109.30 |
5.68 |
5.1% |
0.40 |
0.4% |
51% |
False |
False |
211,150 |
120 |
114.98 |
109.30 |
5.68 |
5.1% |
0.33 |
0.3% |
51% |
False |
False |
176,050 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114.61 |
2.618 |
113.84 |
1.618 |
113.37 |
1.000 |
113.08 |
0.618 |
112.90 |
HIGH |
112.61 |
0.618 |
112.43 |
0.500 |
112.38 |
0.382 |
112.32 |
LOW |
112.14 |
0.618 |
111.85 |
1.000 |
111.67 |
1.618 |
111.38 |
2.618 |
110.91 |
4.250 |
110.14 |
|
|
Fisher Pivots for day following 26-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
112.38 |
112.51 |
PP |
112.32 |
112.41 |
S1 |
112.27 |
112.32 |
|