Euro Bund Future March 2008
| Trading Metrics calculated at close of trading on 06-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2007 |
06-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
113.24 |
113.75 |
0.51 |
0.5% |
113.17 |
| High |
113.97 |
114.00 |
0.03 |
0.0% |
113.87 |
| Low |
113.24 |
113.75 |
0.51 |
0.5% |
113.17 |
| Close |
113.89 |
114.06 |
0.17 |
0.1% |
113.74 |
| Range |
0.73 |
0.25 |
-0.48 |
-65.8% |
0.70 |
| ATR |
0.28 |
0.28 |
0.00 |
-0.8% |
0.00 |
| Volume |
173 |
157 |
-16 |
-9.2% |
1,178 |
|
| Daily Pivots for day following 06-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.69 |
114.62 |
114.20 |
|
| R3 |
114.44 |
114.37 |
114.13 |
|
| R2 |
114.19 |
114.19 |
114.11 |
|
| R1 |
114.12 |
114.12 |
114.08 |
114.16 |
| PP |
113.94 |
113.94 |
113.94 |
113.95 |
| S1 |
113.87 |
113.87 |
114.04 |
113.91 |
| S2 |
113.69 |
113.69 |
114.01 |
|
| S3 |
113.44 |
113.62 |
113.99 |
|
| S4 |
113.19 |
113.37 |
113.92 |
|
|
| Weekly Pivots for week ending 31-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.69 |
115.42 |
114.13 |
|
| R3 |
114.99 |
114.72 |
113.93 |
|
| R2 |
114.29 |
114.29 |
113.87 |
|
| R1 |
114.02 |
114.02 |
113.80 |
114.16 |
| PP |
113.59 |
113.59 |
113.59 |
113.66 |
| S1 |
113.32 |
113.32 |
113.68 |
113.46 |
| S2 |
112.89 |
112.89 |
113.61 |
|
| S3 |
112.19 |
112.62 |
113.55 |
|
| S4 |
111.49 |
111.92 |
113.36 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114.00 |
113.21 |
0.79 |
0.7% |
0.21 |
0.2% |
108% |
True |
False |
206 |
| 10 |
114.00 |
113.17 |
0.83 |
0.7% |
0.11 |
0.1% |
107% |
True |
False |
204 |
| 20 |
114.00 |
112.35 |
1.65 |
1.4% |
0.05 |
0.0% |
104% |
True |
False |
422 |
| 40 |
114.00 |
109.97 |
4.03 |
3.5% |
0.03 |
0.0% |
101% |
True |
False |
578 |
| 60 |
114.00 |
109.45 |
4.55 |
4.0% |
0.02 |
0.0% |
101% |
True |
False |
606 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.06 |
|
2.618 |
114.65 |
|
1.618 |
114.40 |
|
1.000 |
114.25 |
|
0.618 |
114.15 |
|
HIGH |
114.00 |
|
0.618 |
113.90 |
|
0.500 |
113.88 |
|
0.382 |
113.85 |
|
LOW |
113.75 |
|
0.618 |
113.60 |
|
1.000 |
113.50 |
|
1.618 |
113.35 |
|
2.618 |
113.10 |
|
4.250 |
112.69 |
|
|
| Fisher Pivots for day following 06-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
114.00 |
113.91 |
| PP |
113.94 |
113.77 |
| S1 |
113.88 |
113.62 |
|