Euro Bund Future December 2007
Trading Metrics calculated at close of trading on 11-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2007 |
11-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
110.40 |
110.38 |
-0.02 |
0.0% |
111.48 |
High |
110.56 |
110.65 |
0.09 |
0.1% |
111.48 |
Low |
110.06 |
110.38 |
0.32 |
0.3% |
110.06 |
Close |
110.37 |
110.43 |
0.06 |
0.1% |
110.37 |
Range |
0.50 |
0.27 |
-0.23 |
-46.0% |
1.42 |
ATR |
0.27 |
0.27 |
0.00 |
0.2% |
0.00 |
Volume |
2,696 |
1,772 |
-924 |
-34.3% |
10,838 |
|
Daily Pivots for day following 11-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111.30 |
111.13 |
110.58 |
|
R3 |
111.03 |
110.86 |
110.50 |
|
R2 |
110.76 |
110.76 |
110.48 |
|
R1 |
110.59 |
110.59 |
110.45 |
110.68 |
PP |
110.49 |
110.49 |
110.49 |
110.53 |
S1 |
110.32 |
110.32 |
110.41 |
110.41 |
S2 |
110.22 |
110.22 |
110.38 |
|
S3 |
109.95 |
110.05 |
110.36 |
|
S4 |
109.68 |
109.78 |
110.28 |
|
|
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 |
111.80 |
2.618 |
111.36 |
1.618 |
111.09 |
1.000 |
110.92 |
0.618 |
110.82 |
HIGH |
110.65 |
0.618 |
110.55 |
0.500 |
110.52 |
0.382 |
110.48 |
LOW |
110.38 |
0.618 |
110.21 |
1.000 |
110.11 |
1.618 |
109.94 |
2.618 |
109.67 |
4.250 |
109.23 |
|
|
Fisher Pivots for day following 11-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
110.52 |
110.57 |
PP |
110.49 |
110.52 |
S1 |
110.46 |
110.48 |
|