Euro Bund Future March 2008
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 |
113.05 |
113.00 |
-0.05 |
0.0% |
114.74 |
High |
113.24 |
113.00 |
-0.24 |
-0.2% |
114.76 |
Low |
113.03 |
112.67 |
-0.36 |
-0.3% |
112.78 |
Close |
113.10 |
112.62 |
-0.48 |
-0.4% |
112.90 |
Range |
0.21 |
0.33 |
0.12 |
57.1% |
1.98 |
ATR |
0.37 |
0.38 |
0.00 |
1.1% |
0.00 |
Volume |
64 |
8 |
-56 |
-87.5% |
720 |
|
Daily Pivots for day following 26-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.75 |
113.52 |
112.80 |
|
R3 |
113.42 |
113.19 |
112.71 |
|
R2 |
113.09 |
113.09 |
112.68 |
|
R1 |
112.86 |
112.86 |
112.65 |
112.81 |
PP |
112.76 |
112.76 |
112.76 |
112.74 |
S1 |
112.53 |
112.53 |
112.59 |
112.48 |
S2 |
112.43 |
112.43 |
112.56 |
|
S3 |
112.10 |
112.20 |
112.53 |
|
S4 |
111.77 |
111.87 |
112.44 |
|
|
Weekly Pivots for week ending 21-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119.42 |
118.14 |
113.99 |
|
R3 |
117.44 |
116.16 |
113.44 |
|
R2 |
115.46 |
115.46 |
113.26 |
|
R1 |
114.18 |
114.18 |
113.08 |
113.83 |
PP |
113.48 |
113.48 |
113.48 |
113.31 |
S1 |
112.20 |
112.20 |
112.72 |
111.85 |
S2 |
111.50 |
111.50 |
112.54 |
|
S3 |
109.52 |
110.22 |
112.36 |
|
S4 |
107.54 |
108.24 |
111.81 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
114.40 |
2.618 |
113.86 |
1.618 |
113.53 |
1.000 |
113.33 |
0.618 |
113.20 |
HIGH |
113.00 |
0.618 |
112.87 |
0.500 |
112.84 |
0.382 |
112.80 |
LOW |
112.67 |
0.618 |
112.47 |
1.000 |
112.34 |
1.618 |
112.14 |
2.618 |
111.81 |
4.250 |
111.27 |
|
|
Fisher Pivots for day following 26-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
112.84 |
112.96 |
PP |
112.76 |
112.84 |
S1 |
112.69 |
112.73 |
|