Euro Bund Future December 2007
Trading Metrics calculated at close of trading on 22-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2007 |
22-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
109.71 |
109.61 |
-0.10 |
-0.1% |
109.72 |
High |
109.93 |
109.98 |
0.05 |
0.0% |
110.36 |
Low |
109.55 |
109.61 |
0.06 |
0.1% |
109.53 |
Close |
109.80 |
109.70 |
-0.10 |
-0.1% |
109.70 |
Range |
0.38 |
0.37 |
-0.01 |
-2.6% |
0.83 |
ATR |
0.37 |
0.37 |
0.00 |
0.1% |
0.00 |
Volume |
282 |
100 |
-182 |
-64.5% |
963 |
|
Daily Pivots for day following 22-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110.87 |
110.66 |
109.90 |
|
R3 |
110.50 |
110.29 |
109.80 |
|
R2 |
110.13 |
110.13 |
109.77 |
|
R1 |
109.92 |
109.92 |
109.73 |
110.03 |
PP |
109.76 |
109.76 |
109.76 |
109.82 |
S1 |
109.55 |
109.55 |
109.67 |
109.66 |
S2 |
109.39 |
109.39 |
109.63 |
|
S3 |
109.02 |
109.18 |
109.60 |
|
S4 |
108.65 |
108.81 |
109.50 |
|
|
Weekly Pivots for week ending 22-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112.35 |
111.86 |
110.16 |
|
R3 |
111.52 |
111.03 |
109.93 |
|
R2 |
110.69 |
110.69 |
109.85 |
|
R1 |
110.20 |
110.20 |
109.78 |
110.03 |
PP |
109.86 |
109.86 |
109.86 |
109.78 |
S1 |
109.37 |
109.37 |
109.62 |
109.20 |
S2 |
109.03 |
109.03 |
109.55 |
|
S3 |
108.20 |
108.54 |
109.47 |
|
S4 |
107.37 |
107.71 |
109.24 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
110.36 |
109.53 |
0.83 |
0.8% |
0.45 |
0.4% |
20% |
False |
False |
192 |
10 |
110.65 |
109.30 |
1.35 |
1.2% |
0.42 |
0.4% |
30% |
False |
False |
1,128 |
20 |
112.14 |
109.30 |
2.84 |
2.6% |
0.32 |
0.3% |
14% |
False |
False |
1,206 |
40 |
113.69 |
109.30 |
4.39 |
4.0% |
0.16 |
0.1% |
9% |
False |
False |
792 |
60 |
115.04 |
109.30 |
5.74 |
5.2% |
0.11 |
0.1% |
7% |
False |
False |
747 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111.55 |
2.618 |
110.95 |
1.618 |
110.58 |
1.000 |
110.35 |
0.618 |
110.21 |
HIGH |
109.98 |
0.618 |
109.84 |
0.500 |
109.80 |
0.382 |
109.75 |
LOW |
109.61 |
0.618 |
109.38 |
1.000 |
109.24 |
1.618 |
109.01 |
2.618 |
108.64 |
4.250 |
108.04 |
|
|
Fisher Pivots for day following 22-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
109.80 |
109.96 |
PP |
109.76 |
109.87 |
S1 |
109.73 |
109.79 |
|