Euro Bund Future December 2007
Trading Metrics calculated at close of trading on 14-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2007 |
14-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
109.88 |
109.80 |
-0.08 |
-0.1% |
111.48 |
High |
109.90 |
110.06 |
0.16 |
0.1% |
111.48 |
Low |
109.30 |
109.70 |
0.40 |
0.4% |
110.06 |
Close |
109.84 |
109.79 |
-0.05 |
0.0% |
110.37 |
Range |
0.60 |
0.36 |
-0.24 |
-40.0% |
1.42 |
ATR |
0.32 |
0.33 |
0.00 |
0.8% |
0.00 |
Volume |
1,317 |
2,208 |
891 |
67.7% |
10,838 |
|
Daily Pivots for day following 14-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110.93 |
110.72 |
109.99 |
|
R3 |
110.57 |
110.36 |
109.89 |
|
R2 |
110.21 |
110.21 |
109.86 |
|
R1 |
110.00 |
110.00 |
109.82 |
109.93 |
PP |
109.85 |
109.85 |
109.85 |
109.81 |
S1 |
109.64 |
109.64 |
109.76 |
109.57 |
S2 |
109.49 |
109.49 |
109.72 |
|
S3 |
109.13 |
109.28 |
109.69 |
|
S4 |
108.77 |
108.92 |
109.59 |
|
|
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 |
111.59 |
2.618 |
111.00 |
1.618 |
110.64 |
1.000 |
110.42 |
0.618 |
110.28 |
HIGH |
110.06 |
0.618 |
109.92 |
0.500 |
109.88 |
0.382 |
109.84 |
LOW |
109.70 |
0.618 |
109.48 |
1.000 |
109.34 |
1.618 |
109.12 |
2.618 |
108.76 |
4.250 |
108.17 |
|
|
Fisher Pivots for day following 14-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
109.88 |
109.83 |
PP |
109.85 |
109.82 |
S1 |
109.82 |
109.80 |
|