Euro Bund Future December 2007
| Trading Metrics calculated at close of trading on 27-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2007 |
27-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
110.14 |
110.30 |
0.16 |
0.1% |
109.72 |
| High |
110.23 |
110.68 |
0.45 |
0.4% |
110.36 |
| Low |
110.14 |
110.28 |
0.14 |
0.1% |
109.53 |
| Close |
110.19 |
110.63 |
0.44 |
0.4% |
109.70 |
| Range |
0.09 |
0.40 |
0.31 |
344.4% |
0.83 |
| ATR |
0.36 |
0.37 |
0.01 |
2.5% |
0.00 |
| Volume |
27 |
406 |
379 |
1,403.7% |
963 |
|
| Daily Pivots for day following 27-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.73 |
111.58 |
110.85 |
|
| R3 |
111.33 |
111.18 |
110.74 |
|
| R2 |
110.93 |
110.93 |
110.70 |
|
| R1 |
110.78 |
110.78 |
110.67 |
110.86 |
| PP |
110.53 |
110.53 |
110.53 |
110.57 |
| S1 |
110.38 |
110.38 |
110.59 |
110.46 |
| S2 |
110.13 |
110.13 |
110.56 |
|
| S3 |
109.73 |
109.98 |
110.52 |
|
| S4 |
109.33 |
109.58 |
110.41 |
|
|
| 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 |
110.68 |
109.55 |
1.13 |
1.0% |
0.28 |
0.3% |
96% |
True |
False |
168 |
| 10 |
110.68 |
109.50 |
1.18 |
1.1% |
0.35 |
0.3% |
96% |
True |
False |
368 |
| 20 |
111.89 |
109.30 |
2.59 |
2.3% |
0.35 |
0.3% |
51% |
False |
False |
1,205 |
| 40 |
113.37 |
109.30 |
4.07 |
3.7% |
0.18 |
0.2% |
33% |
False |
False |
789 |
| 60 |
114.56 |
109.30 |
5.26 |
4.8% |
0.12 |
0.1% |
25% |
False |
False |
710 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.38 |
|
2.618 |
111.73 |
|
1.618 |
111.33 |
|
1.000 |
111.08 |
|
0.618 |
110.93 |
|
HIGH |
110.68 |
|
0.618 |
110.53 |
|
0.500 |
110.48 |
|
0.382 |
110.43 |
|
LOW |
110.28 |
|
0.618 |
110.03 |
|
1.000 |
109.88 |
|
1.618 |
109.63 |
|
2.618 |
109.23 |
|
4.250 |
108.58 |
|
|
| Fisher Pivots for day following 27-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
110.58 |
110.53 |
| PP |
110.53 |
110.43 |
| S1 |
110.48 |
110.33 |
|