Euro Bund Future December 2007
Trading Metrics calculated at close of trading on 21-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2007 |
21-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
110.21 |
109.71 |
-0.50 |
-0.5% |
110.38 |
High |
110.36 |
109.93 |
-0.43 |
-0.4% |
110.65 |
Low |
109.72 |
109.55 |
-0.17 |
-0.2% |
109.30 |
Close |
109.85 |
109.80 |
-0.05 |
0.0% |
109.79 |
Range |
0.64 |
0.38 |
-0.26 |
-40.6% |
1.35 |
ATR |
0.36 |
0.37 |
0.00 |
0.3% |
0.00 |
Volume |
363 |
282 |
-81 |
-22.3% |
10,320 |
|
Daily Pivots for day following 21-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110.90 |
110.73 |
110.01 |
|
R3 |
110.52 |
110.35 |
109.90 |
|
R2 |
110.14 |
110.14 |
109.87 |
|
R1 |
109.97 |
109.97 |
109.83 |
110.06 |
PP |
109.76 |
109.76 |
109.76 |
109.80 |
S1 |
109.59 |
109.59 |
109.77 |
109.68 |
S2 |
109.38 |
109.38 |
109.73 |
|
S3 |
109.00 |
109.21 |
109.70 |
|
S4 |
108.62 |
108.83 |
109.59 |
|
|
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 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
110.36 |
109.50 |
0.86 |
0.8% |
0.42 |
0.4% |
35% |
False |
False |
184 |
10 |
110.65 |
109.30 |
1.35 |
1.2% |
0.43 |
0.4% |
37% |
False |
False |
1,387 |
20 |
112.14 |
109.30 |
2.84 |
2.6% |
0.30 |
0.3% |
18% |
False |
False |
1,215 |
40 |
113.69 |
109.30 |
4.39 |
4.0% |
0.15 |
0.1% |
11% |
False |
False |
792 |
60 |
115.26 |
109.30 |
5.96 |
5.4% |
0.10 |
0.1% |
8% |
False |
False |
770 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111.55 |
2.618 |
110.92 |
1.618 |
110.54 |
1.000 |
110.31 |
0.618 |
110.16 |
HIGH |
109.93 |
0.618 |
109.78 |
0.500 |
109.74 |
0.382 |
109.70 |
LOW |
109.55 |
0.618 |
109.32 |
1.000 |
109.17 |
1.618 |
108.94 |
2.618 |
108.56 |
4.250 |
107.94 |
|
|
Fisher Pivots for day following 21-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
109.78 |
109.96 |
PP |
109.76 |
109.90 |
S1 |
109.74 |
109.85 |
|