Euro Bund Future December 2007
Trading Metrics calculated at close of trading on 20-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2007 |
20-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
109.77 |
110.21 |
0.44 |
0.4% |
110.38 |
High |
110.21 |
110.36 |
0.15 |
0.1% |
110.65 |
Low |
109.73 |
109.72 |
-0.01 |
0.0% |
109.30 |
Close |
109.99 |
109.85 |
-0.14 |
-0.1% |
109.79 |
Range |
0.48 |
0.64 |
0.16 |
33.3% |
1.35 |
ATR |
0.34 |
0.36 |
0.02 |
6.2% |
0.00 |
Volume |
67 |
363 |
296 |
441.8% |
10,320 |
|
Daily Pivots for day following 20-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111.90 |
111.51 |
110.20 |
|
R3 |
111.26 |
110.87 |
110.03 |
|
R2 |
110.62 |
110.62 |
109.97 |
|
R1 |
110.23 |
110.23 |
109.91 |
110.11 |
PP |
109.98 |
109.98 |
109.98 |
109.91 |
S1 |
109.59 |
109.59 |
109.79 |
109.47 |
S2 |
109.34 |
109.34 |
109.73 |
|
S3 |
108.70 |
108.95 |
109.67 |
|
S4 |
108.06 |
108.31 |
109.50 |
|
|
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 |
113.08 |
2.618 |
112.04 |
1.618 |
111.40 |
1.000 |
111.00 |
0.618 |
110.76 |
HIGH |
110.36 |
0.618 |
110.12 |
0.500 |
110.04 |
0.382 |
109.96 |
LOW |
109.72 |
0.618 |
109.32 |
1.000 |
109.08 |
1.618 |
108.68 |
2.618 |
108.04 |
4.250 |
107.00 |
|
|
Fisher Pivots for day following 20-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
110.04 |
109.95 |
PP |
109.98 |
109.91 |
S1 |
109.91 |
109.88 |
|