Euro Bund Future December 2007
Trading Metrics calculated at close of trading on 07-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2007 |
07-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
111.11 |
111.08 |
-0.03 |
0.0% |
111.84 |
High |
111.42 |
111.08 |
-0.34 |
-0.3% |
111.94 |
Low |
111.02 |
110.51 |
-0.51 |
-0.5% |
111.32 |
Close |
111.43 |
110.64 |
-0.79 |
-0.7% |
111.37 |
Range |
0.40 |
0.57 |
0.17 |
42.5% |
0.62 |
ATR |
0.20 |
0.25 |
0.05 |
26.0% |
0.00 |
Volume |
3,563 |
1,934 |
-1,629 |
-45.7% |
1,898 |
|
Daily Pivots for day following 07-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112.45 |
112.12 |
110.95 |
|
R3 |
111.88 |
111.55 |
110.80 |
|
R2 |
111.31 |
111.31 |
110.74 |
|
R1 |
110.98 |
110.98 |
110.69 |
110.86 |
PP |
110.74 |
110.74 |
110.74 |
110.69 |
S1 |
110.41 |
110.41 |
110.59 |
110.29 |
S2 |
110.17 |
110.17 |
110.54 |
|
S3 |
109.60 |
109.84 |
110.48 |
|
S4 |
109.03 |
109.27 |
110.33 |
|
|
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 |
113.50 |
2.618 |
112.57 |
1.618 |
112.00 |
1.000 |
111.65 |
0.618 |
111.43 |
HIGH |
111.08 |
0.618 |
110.86 |
0.500 |
110.80 |
0.382 |
110.73 |
LOW |
110.51 |
0.618 |
110.16 |
1.000 |
109.94 |
1.618 |
109.59 |
2.618 |
109.02 |
4.250 |
108.09 |
|
|
Fisher Pivots for day following 07-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
110.80 |
110.97 |
PP |
110.74 |
110.86 |
S1 |
110.69 |
110.75 |
|