Euro Bund Future December 2007
Trading Metrics calculated at close of trading on 31-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2007 |
31-May-2007 |
Change |
Change % |
Previous Week |
Open |
111.94 |
111.81 |
-0.13 |
-0.1% |
112.37 |
High |
111.94 |
111.89 |
-0.05 |
0.0% |
112.37 |
Low |
111.94 |
111.67 |
-0.27 |
-0.2% |
112.14 |
Close |
111.95 |
111.74 |
-0.21 |
-0.2% |
111.99 |
Range |
0.00 |
0.22 |
0.22 |
|
0.23 |
ATR |
0.14 |
0.15 |
0.01 |
6.9% |
0.00 |
Volume |
263 |
965 |
702 |
266.9% |
2,266 |
|
Daily Pivots for day following 31-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112.43 |
112.30 |
111.86 |
|
R3 |
112.21 |
112.08 |
111.80 |
|
R2 |
111.99 |
111.99 |
111.78 |
|
R1 |
111.86 |
111.86 |
111.76 |
111.82 |
PP |
111.77 |
111.77 |
111.77 |
111.74 |
S1 |
111.64 |
111.64 |
111.72 |
111.60 |
S2 |
111.55 |
111.55 |
111.70 |
|
S3 |
111.33 |
111.42 |
111.68 |
|
S4 |
111.11 |
111.20 |
111.62 |
|
|
Weekly Pivots for week ending 25-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112.86 |
112.65 |
112.12 |
|
R3 |
112.63 |
112.42 |
112.05 |
|
R2 |
112.40 |
112.40 |
112.03 |
|
R1 |
112.19 |
112.19 |
112.01 |
112.18 |
PP |
112.17 |
112.17 |
112.17 |
112.16 |
S1 |
111.96 |
111.96 |
111.97 |
111.95 |
S2 |
111.94 |
111.94 |
111.95 |
|
S3 |
111.71 |
111.73 |
111.93 |
|
S4 |
111.48 |
111.50 |
111.86 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
112.83 |
2.618 |
112.47 |
1.618 |
112.25 |
1.000 |
112.11 |
0.618 |
112.03 |
HIGH |
111.89 |
0.618 |
111.81 |
0.500 |
111.78 |
0.382 |
111.75 |
LOW |
111.67 |
0.618 |
111.53 |
1.000 |
111.45 |
1.618 |
111.31 |
2.618 |
111.09 |
4.250 |
110.74 |
|
|
Fisher Pivots for day following 31-May-2007 |
Pivot |
1 day |
3 day |
R1 |
111.78 |
111.81 |
PP |
111.77 |
111.78 |
S1 |
111.75 |
111.76 |
|