Euro Bund Future December 2007
| Trading Metrics calculated at close of trading on 25-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2007 |
25-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
109.61 |
110.07 |
0.46 |
0.4% |
109.72 |
| High |
109.98 |
110.14 |
0.16 |
0.1% |
110.36 |
| Low |
109.61 |
109.98 |
0.37 |
0.3% |
109.53 |
| Close |
109.70 |
109.99 |
0.29 |
0.3% |
109.70 |
| Range |
0.37 |
0.16 |
-0.21 |
-56.8% |
0.83 |
| ATR |
0.37 |
0.37 |
0.01 |
1.4% |
0.00 |
| Volume |
100 |
27 |
-73 |
-73.0% |
963 |
|
| Daily Pivots for day following 25-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.52 |
110.41 |
110.08 |
|
| R3 |
110.36 |
110.25 |
110.03 |
|
| R2 |
110.20 |
110.20 |
110.02 |
|
| R1 |
110.09 |
110.09 |
110.00 |
110.07 |
| PP |
110.04 |
110.04 |
110.04 |
110.02 |
| S1 |
109.93 |
109.93 |
109.98 |
109.91 |
| S2 |
109.88 |
109.88 |
109.96 |
|
| S3 |
109.72 |
109.77 |
109.95 |
|
| S4 |
109.56 |
109.61 |
109.90 |
|
|
| 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 |
109.55 |
0.81 |
0.7% |
0.41 |
0.4% |
54% |
False |
False |
167 |
| 10 |
110.36 |
109.30 |
1.06 |
1.0% |
0.40 |
0.4% |
65% |
False |
False |
953 |
| 20 |
111.94 |
109.30 |
2.64 |
2.4% |
0.33 |
0.3% |
26% |
False |
False |
1,202 |
| 40 |
113.69 |
109.30 |
4.39 |
4.0% |
0.16 |
0.1% |
16% |
False |
False |
782 |
| 60 |
115.00 |
109.30 |
5.70 |
5.2% |
0.11 |
0.1% |
12% |
False |
False |
720 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.82 |
|
2.618 |
110.56 |
|
1.618 |
110.40 |
|
1.000 |
110.30 |
|
0.618 |
110.24 |
|
HIGH |
110.14 |
|
0.618 |
110.08 |
|
0.500 |
110.06 |
|
0.382 |
110.04 |
|
LOW |
109.98 |
|
0.618 |
109.88 |
|
1.000 |
109.82 |
|
1.618 |
109.72 |
|
2.618 |
109.56 |
|
4.250 |
109.30 |
|
|
| Fisher Pivots for day following 25-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
110.06 |
109.94 |
| PP |
110.04 |
109.89 |
| S1 |
110.01 |
109.85 |
|