Euro Bund Future March 2008
Trading Metrics calculated at close of trading on 16-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2007 |
16-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
112.74 |
113.37 |
0.63 |
0.6% |
112.73 |
High |
112.74 |
113.37 |
0.63 |
0.6% |
112.73 |
Low |
112.74 |
113.37 |
0.63 |
0.6% |
111.88 |
Close |
112.74 |
113.37 |
0.63 |
0.6% |
112.51 |
Range |
|
|
|
|
|
ATR |
0.26 |
0.28 |
0.03 |
10.5% |
0.00 |
Volume |
1,296 |
121 |
-1,175 |
-90.7% |
2,082 |
|
Daily Pivots for day following 16-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.37 |
113.37 |
113.37 |
|
R3 |
113.37 |
113.37 |
113.37 |
|
R2 |
113.37 |
113.37 |
113.37 |
|
R1 |
113.37 |
113.37 |
113.37 |
113.37 |
PP |
113.37 |
113.37 |
113.37 |
113.37 |
S1 |
113.37 |
113.37 |
113.37 |
113.37 |
S2 |
113.37 |
113.37 |
113.37 |
|
S3 |
113.37 |
113.37 |
113.37 |
|
S4 |
113.37 |
113.37 |
113.37 |
|
|
Weekly Pivots for week ending 10-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114.92 |
114.57 |
112.98 |
|
R3 |
114.07 |
113.72 |
112.74 |
|
R2 |
113.22 |
113.22 |
112.67 |
|
R1 |
112.87 |
112.87 |
112.59 |
112.62 |
PP |
112.37 |
112.37 |
112.37 |
112.25 |
S1 |
112.02 |
112.02 |
112.43 |
111.77 |
S2 |
111.52 |
111.52 |
112.35 |
|
S3 |
110.67 |
111.17 |
112.28 |
|
S4 |
109.82 |
110.32 |
112.04 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
113.37 |
2.618 |
113.37 |
1.618 |
113.37 |
1.000 |
113.37 |
0.618 |
113.37 |
HIGH |
113.37 |
0.618 |
113.37 |
0.500 |
113.37 |
0.382 |
113.37 |
LOW |
113.37 |
0.618 |
113.37 |
1.000 |
113.37 |
1.618 |
113.37 |
2.618 |
113.37 |
4.250 |
113.37 |
|
|
Fisher Pivots for day following 16-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
113.37 |
113.24 |
PP |
113.37 |
113.11 |
S1 |
113.37 |
112.98 |
|