Euro Bund Future December 2007
Trading Metrics calculated at close of trading on 12-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2007 |
12-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
110.38 |
110.36 |
-0.02 |
0.0% |
111.48 |
High |
110.65 |
110.36 |
-0.29 |
-0.3% |
111.48 |
Low |
110.38 |
109.93 |
-0.45 |
-0.4% |
110.06 |
Close |
110.43 |
110.06 |
-0.37 |
-0.3% |
110.37 |
Range |
0.27 |
0.43 |
0.16 |
59.3% |
1.42 |
ATR |
0.27 |
0.29 |
0.02 |
5.9% |
0.00 |
Volume |
1,772 |
4,966 |
3,194 |
180.2% |
10,838 |
|
Daily Pivots for day following 12-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111.41 |
111.16 |
110.30 |
|
R3 |
110.98 |
110.73 |
110.18 |
|
R2 |
110.55 |
110.55 |
110.14 |
|
R1 |
110.30 |
110.30 |
110.10 |
110.21 |
PP |
110.12 |
110.12 |
110.12 |
110.07 |
S1 |
109.87 |
109.87 |
110.02 |
109.78 |
S2 |
109.69 |
109.69 |
109.98 |
|
S3 |
109.26 |
109.44 |
109.94 |
|
S4 |
108.83 |
109.01 |
109.82 |
|
|
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 |
112.19 |
2.618 |
111.49 |
1.618 |
111.06 |
1.000 |
110.79 |
0.618 |
110.63 |
HIGH |
110.36 |
0.618 |
110.20 |
0.500 |
110.15 |
0.382 |
110.09 |
LOW |
109.93 |
0.618 |
109.66 |
1.000 |
109.50 |
1.618 |
109.23 |
2.618 |
108.80 |
4.250 |
108.10 |
|
|
Fisher Pivots for day following 12-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
110.15 |
110.29 |
PP |
110.12 |
110.21 |
S1 |
110.09 |
110.14 |
|