Euro Bund Future December 2007
Trading Metrics calculated at close of trading on 15-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2007 |
15-May-2007 |
Change |
Change % |
Previous Week |
Open |
112.81 |
112.75 |
-0.06 |
-0.1% |
113.25 |
High |
112.81 |
112.75 |
-0.06 |
-0.1% |
113.37 |
Low |
112.81 |
112.75 |
-0.06 |
-0.1% |
113.18 |
Close |
112.81 |
112.57 |
-0.24 |
-0.2% |
113.29 |
Range |
|
|
|
|
|
ATR |
0.21 |
0.20 |
-0.01 |
-5.1% |
0.00 |
Volume |
110 |
63 |
-47 |
-42.7% |
3,619 |
|
Daily Pivots for day following 15-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112.69 |
112.63 |
112.57 |
|
R3 |
112.69 |
112.63 |
112.57 |
|
R2 |
112.69 |
112.69 |
112.57 |
|
R1 |
112.63 |
112.63 |
112.57 |
112.66 |
PP |
112.69 |
112.69 |
112.69 |
112.71 |
S1 |
112.63 |
112.63 |
112.57 |
112.66 |
S2 |
112.69 |
112.69 |
112.57 |
|
S3 |
112.69 |
112.63 |
112.57 |
|
S4 |
112.69 |
112.63 |
112.57 |
|
|
Weekly Pivots for week ending 11-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.85 |
113.76 |
113.39 |
|
R3 |
113.66 |
113.57 |
113.34 |
|
R2 |
113.47 |
113.47 |
113.32 |
|
R1 |
113.38 |
113.38 |
113.31 |
113.43 |
PP |
113.28 |
113.28 |
113.28 |
113.30 |
S1 |
113.19 |
113.19 |
113.27 |
113.24 |
S2 |
113.09 |
113.09 |
113.26 |
|
S3 |
112.90 |
113.00 |
113.24 |
|
S4 |
112.71 |
112.81 |
113.19 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
112.75 |
2.618 |
112.75 |
1.618 |
112.75 |
1.000 |
112.75 |
0.618 |
112.75 |
HIGH |
112.75 |
0.618 |
112.75 |
0.500 |
112.75 |
0.382 |
112.75 |
LOW |
112.75 |
0.618 |
112.75 |
1.000 |
112.75 |
1.618 |
112.75 |
2.618 |
112.75 |
4.250 |
112.75 |
|
|
Fisher Pivots for day following 15-May-2007 |
Pivot |
1 day |
3 day |
R1 |
112.75 |
113.02 |
PP |
112.69 |
112.87 |
S1 |
112.63 |
112.72 |
|