Euro Bund Future December 2007
Trading Metrics calculated at close of trading on 08-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2007 |
08-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
111.08 |
110.40 |
-0.68 |
-0.6% |
111.48 |
High |
111.08 |
110.56 |
-0.52 |
-0.5% |
111.48 |
Low |
110.51 |
110.06 |
-0.45 |
-0.4% |
110.06 |
Close |
110.64 |
110.37 |
-0.27 |
-0.2% |
110.37 |
Range |
0.57 |
0.50 |
-0.07 |
-12.3% |
1.42 |
ATR |
0.25 |
0.27 |
0.02 |
9.5% |
0.00 |
Volume |
1,934 |
2,696 |
762 |
39.4% |
10,838 |
|
Daily Pivots for day following 08-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111.83 |
111.60 |
110.65 |
|
R3 |
111.33 |
111.10 |
110.51 |
|
R2 |
110.83 |
110.83 |
110.46 |
|
R1 |
110.60 |
110.60 |
110.42 |
110.47 |
PP |
110.33 |
110.33 |
110.33 |
110.26 |
S1 |
110.10 |
110.10 |
110.32 |
109.97 |
S2 |
109.83 |
109.83 |
110.28 |
|
S3 |
109.33 |
109.60 |
110.23 |
|
S4 |
108.83 |
109.10 |
110.10 |
|
|
Weekly Pivots for week ending 08-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114.90 |
114.05 |
111.15 |
|
R3 |
113.48 |
112.63 |
110.76 |
|
R2 |
112.06 |
112.06 |
110.63 |
|
R1 |
111.21 |
111.21 |
110.50 |
110.93 |
PP |
110.64 |
110.64 |
110.64 |
110.49 |
S1 |
109.79 |
109.79 |
110.24 |
109.51 |
S2 |
109.22 |
109.22 |
110.11 |
|
S3 |
107.80 |
108.37 |
109.98 |
|
S4 |
106.38 |
106.95 |
109.59 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
112.69 |
2.618 |
111.87 |
1.618 |
111.37 |
1.000 |
111.06 |
0.618 |
110.87 |
HIGH |
110.56 |
0.618 |
110.37 |
0.500 |
110.31 |
0.382 |
110.25 |
LOW |
110.06 |
0.618 |
109.75 |
1.000 |
109.56 |
1.618 |
109.25 |
2.618 |
108.75 |
4.250 |
107.94 |
|
|
Fisher Pivots for day following 08-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
110.35 |
110.74 |
PP |
110.33 |
110.62 |
S1 |
110.31 |
110.49 |
|