Euro Bund Future December 2007
Trading Metrics calculated at close of trading on 15-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2007 |
15-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
109.80 |
109.69 |
-0.11 |
-0.1% |
110.38 |
High |
110.06 |
109.73 |
-0.33 |
-0.3% |
110.65 |
Low |
109.70 |
109.50 |
-0.20 |
-0.2% |
109.30 |
Close |
109.79 |
109.79 |
0.00 |
0.0% |
109.79 |
Range |
0.36 |
0.23 |
-0.13 |
-36.1% |
1.35 |
ATR |
0.33 |
0.32 |
0.00 |
-0.8% |
0.00 |
Volume |
2,208 |
57 |
-2,151 |
-97.4% |
10,320 |
|
Daily Pivots for day following 15-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110.36 |
110.31 |
109.92 |
|
R3 |
110.13 |
110.08 |
109.85 |
|
R2 |
109.90 |
109.90 |
109.83 |
|
R1 |
109.85 |
109.85 |
109.81 |
109.88 |
PP |
109.67 |
109.67 |
109.67 |
109.69 |
S1 |
109.62 |
109.62 |
109.77 |
109.65 |
S2 |
109.44 |
109.44 |
109.75 |
|
S3 |
109.21 |
109.39 |
109.73 |
|
S4 |
108.98 |
109.16 |
109.66 |
|
|
Weekly Pivots for week ending 15-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.96 |
113.23 |
110.53 |
|
R3 |
112.61 |
111.88 |
110.16 |
|
R2 |
111.26 |
111.26 |
110.04 |
|
R1 |
110.53 |
110.53 |
109.91 |
110.22 |
PP |
109.91 |
109.91 |
109.91 |
109.76 |
S1 |
109.18 |
109.18 |
109.67 |
108.87 |
S2 |
108.56 |
108.56 |
109.54 |
|
S3 |
107.21 |
107.83 |
109.42 |
|
S4 |
105.86 |
106.48 |
109.05 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
110.71 |
2.618 |
110.33 |
1.618 |
110.10 |
1.000 |
109.96 |
0.618 |
109.87 |
HIGH |
109.73 |
0.618 |
109.64 |
0.500 |
109.62 |
0.382 |
109.59 |
LOW |
109.50 |
0.618 |
109.36 |
1.000 |
109.27 |
1.618 |
109.13 |
2.618 |
108.90 |
4.250 |
108.52 |
|
|
Fisher Pivots for day following 15-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
109.73 |
109.75 |
PP |
109.67 |
109.72 |
S1 |
109.62 |
109.68 |
|