Euro Bund Future December 2007
Trading Metrics calculated at close of trading on 27-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2007 |
27-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
112.54 |
112.23 |
-0.31 |
-0.3% |
113.99 |
High |
112.61 |
112.47 |
-0.14 |
-0.1% |
114.37 |
Low |
112.14 |
112.03 |
-0.11 |
-0.1% |
112.24 |
Close |
112.22 |
112.27 |
0.05 |
0.0% |
112.50 |
Range |
0.47 |
0.44 |
-0.03 |
-6.4% |
2.13 |
ATR |
0.58 |
0.57 |
-0.01 |
-1.7% |
0.00 |
Volume |
1,163,618 |
1,244,571 |
80,953 |
7.0% |
6,174,753 |
|
Daily Pivots for day following 27-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.58 |
113.36 |
112.51 |
|
R3 |
113.14 |
112.92 |
112.39 |
|
R2 |
112.70 |
112.70 |
112.35 |
|
R1 |
112.48 |
112.48 |
112.31 |
112.59 |
PP |
112.26 |
112.26 |
112.26 |
112.31 |
S1 |
112.04 |
112.04 |
112.23 |
112.15 |
S2 |
111.82 |
111.82 |
112.19 |
|
S3 |
111.38 |
111.60 |
112.15 |
|
S4 |
110.94 |
111.16 |
112.03 |
|
|
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 |
112.88 |
112.03 |
0.85 |
0.8% |
0.44 |
0.4% |
28% |
False |
True |
1,101,375 |
10 |
114.46 |
112.03 |
2.43 |
2.2% |
0.57 |
0.5% |
10% |
False |
True |
1,174,719 |
20 |
114.98 |
112.03 |
2.95 |
2.6% |
0.56 |
0.5% |
8% |
False |
True |
1,096,423 |
40 |
114.98 |
111.65 |
3.33 |
3.0% |
0.54 |
0.5% |
19% |
False |
False |
556,980 |
60 |
114.98 |
109.40 |
5.58 |
5.0% |
0.52 |
0.5% |
51% |
False |
False |
371,943 |
80 |
114.98 |
109.30 |
5.68 |
5.1% |
0.49 |
0.4% |
52% |
False |
False |
279,301 |
100 |
114.98 |
109.30 |
5.68 |
5.1% |
0.41 |
0.4% |
52% |
False |
False |
223,585 |
120 |
114.98 |
109.30 |
5.68 |
5.1% |
0.34 |
0.3% |
52% |
False |
False |
186,416 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114.34 |
2.618 |
113.62 |
1.618 |
113.18 |
1.000 |
112.91 |
0.618 |
112.74 |
HIGH |
112.47 |
0.618 |
112.30 |
0.500 |
112.25 |
0.382 |
112.20 |
LOW |
112.03 |
0.618 |
111.76 |
1.000 |
111.59 |
1.618 |
111.32 |
2.618 |
110.88 |
4.250 |
110.16 |
|
|
Fisher Pivots for day following 27-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
112.26 |
112.46 |
PP |
112.26 |
112.39 |
S1 |
112.25 |
112.33 |
|