Euro Bund Future December 2007
Trading Metrics calculated at close of trading on 06-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2007 |
06-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
111.39 |
111.11 |
-0.28 |
-0.3% |
111.84 |
High |
111.39 |
111.42 |
0.03 |
0.0% |
111.94 |
Low |
111.06 |
111.02 |
-0.04 |
0.0% |
111.32 |
Close |
111.11 |
111.43 |
0.32 |
0.3% |
111.37 |
Range |
0.33 |
0.40 |
0.07 |
21.2% |
0.62 |
ATR |
0.18 |
0.20 |
0.02 |
8.5% |
0.00 |
Volume |
2,159 |
3,563 |
1,404 |
65.0% |
1,898 |
|
Daily Pivots for day following 06-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112.49 |
112.36 |
111.65 |
|
R3 |
112.09 |
111.96 |
111.54 |
|
R2 |
111.69 |
111.69 |
111.50 |
|
R1 |
111.56 |
111.56 |
111.47 |
111.63 |
PP |
111.29 |
111.29 |
111.29 |
111.32 |
S1 |
111.16 |
111.16 |
111.39 |
111.23 |
S2 |
110.89 |
110.89 |
111.36 |
|
S3 |
110.49 |
110.76 |
111.32 |
|
S4 |
110.09 |
110.36 |
111.21 |
|
|
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 |
113.12 |
2.618 |
112.47 |
1.618 |
112.07 |
1.000 |
111.82 |
0.618 |
111.67 |
HIGH |
111.42 |
0.618 |
111.27 |
0.500 |
111.22 |
0.382 |
111.17 |
LOW |
111.02 |
0.618 |
110.77 |
1.000 |
110.62 |
1.618 |
110.37 |
2.618 |
109.97 |
4.250 |
109.32 |
|
|
Fisher Pivots for day following 06-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
111.36 |
111.37 |
PP |
111.29 |
111.31 |
S1 |
111.22 |
111.25 |
|