Euro Bund Future December 2007
Trading Metrics calculated at close of trading on 01-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2007 |
01-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
111.81 |
111.69 |
-0.12 |
-0.1% |
111.84 |
High |
111.89 |
111.52 |
-0.37 |
-0.3% |
111.94 |
Low |
111.67 |
111.32 |
-0.35 |
-0.3% |
111.32 |
Close |
111.74 |
111.37 |
-0.37 |
-0.3% |
111.37 |
Range |
0.22 |
0.20 |
-0.02 |
-9.1% |
0.62 |
ATR |
0.15 |
0.17 |
0.02 |
12.5% |
0.00 |
Volume |
965 |
565 |
-400 |
-41.5% |
1,898 |
|
Daily Pivots for day following 01-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112.00 |
111.89 |
111.48 |
|
R3 |
111.80 |
111.69 |
111.43 |
|
R2 |
111.60 |
111.60 |
111.41 |
|
R1 |
111.49 |
111.49 |
111.39 |
111.45 |
PP |
111.40 |
111.40 |
111.40 |
111.38 |
S1 |
111.29 |
111.29 |
111.35 |
111.25 |
S2 |
111.20 |
111.20 |
111.33 |
|
S3 |
111.00 |
111.09 |
111.32 |
|
S4 |
110.80 |
110.89 |
111.26 |
|
|
Weekly Pivots for week ending 01-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.40 |
113.01 |
111.71 |
|
R3 |
112.78 |
112.39 |
111.54 |
|
R2 |
112.16 |
112.16 |
111.48 |
|
R1 |
111.77 |
111.77 |
111.43 |
111.66 |
PP |
111.54 |
111.54 |
111.54 |
111.49 |
S1 |
111.15 |
111.15 |
111.31 |
111.04 |
S2 |
110.92 |
110.92 |
111.26 |
|
S3 |
110.30 |
110.53 |
111.20 |
|
S4 |
109.68 |
109.91 |
111.03 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
112.37 |
2.618 |
112.04 |
1.618 |
111.84 |
1.000 |
111.72 |
0.618 |
111.64 |
HIGH |
111.52 |
0.618 |
111.44 |
0.500 |
111.42 |
0.382 |
111.40 |
LOW |
111.32 |
0.618 |
111.20 |
1.000 |
111.12 |
1.618 |
111.00 |
2.618 |
110.80 |
4.250 |
110.47 |
|
|
Fisher Pivots for day following 01-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
111.42 |
111.63 |
PP |
111.40 |
111.54 |
S1 |
111.39 |
111.46 |
|