Euro Bund Future December 2007
| Trading Metrics calculated at close of trading on 29-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2007 |
29-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
110.37 |
110.47 |
0.10 |
0.1% |
110.07 |
| High |
110.58 |
110.72 |
0.14 |
0.1% |
110.72 |
| Low |
110.26 |
110.31 |
0.05 |
0.0% |
109.98 |
| Close |
110.55 |
110.36 |
-0.19 |
-0.2% |
110.36 |
| Range |
0.32 |
0.41 |
0.09 |
28.1% |
0.74 |
| ATR |
0.37 |
0.37 |
0.00 |
0.8% |
0.00 |
| Volume |
490 |
335 |
-155 |
-31.6% |
1,285 |
|
| Daily Pivots for day following 29-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.69 |
111.44 |
110.59 |
|
| R3 |
111.28 |
111.03 |
110.47 |
|
| R2 |
110.87 |
110.87 |
110.44 |
|
| R1 |
110.62 |
110.62 |
110.40 |
110.54 |
| PP |
110.46 |
110.46 |
110.46 |
110.43 |
| S1 |
110.21 |
110.21 |
110.32 |
110.13 |
| S2 |
110.05 |
110.05 |
110.28 |
|
| S3 |
109.64 |
109.80 |
110.25 |
|
| S4 |
109.23 |
109.39 |
110.13 |
|
|
| Weekly Pivots for week ending 29-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.57 |
112.21 |
110.77 |
|
| R3 |
111.83 |
111.47 |
110.56 |
|
| R2 |
111.09 |
111.09 |
110.50 |
|
| R1 |
110.73 |
110.73 |
110.43 |
110.91 |
| PP |
110.35 |
110.35 |
110.35 |
110.45 |
| S1 |
109.99 |
109.99 |
110.29 |
110.17 |
| S2 |
109.61 |
109.61 |
110.22 |
|
| S3 |
108.87 |
109.25 |
110.16 |
|
| S4 |
108.13 |
108.51 |
109.95 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110.72 |
109.98 |
0.74 |
0.7% |
0.28 |
0.3% |
51% |
True |
False |
257 |
| 10 |
110.72 |
109.53 |
1.19 |
1.1% |
0.36 |
0.3% |
70% |
True |
False |
224 |
| 20 |
111.48 |
109.30 |
2.18 |
2.0% |
0.37 |
0.3% |
49% |
False |
False |
1,170 |
| 40 |
113.37 |
109.30 |
4.07 |
3.7% |
0.19 |
0.2% |
26% |
False |
False |
797 |
| 60 |
114.52 |
109.30 |
5.22 |
4.7% |
0.13 |
0.1% |
20% |
False |
False |
709 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.46 |
|
2.618 |
111.79 |
|
1.618 |
111.38 |
|
1.000 |
111.13 |
|
0.618 |
110.97 |
|
HIGH |
110.72 |
|
0.618 |
110.56 |
|
0.500 |
110.52 |
|
0.382 |
110.47 |
|
LOW |
110.31 |
|
0.618 |
110.06 |
|
1.000 |
109.90 |
|
1.618 |
109.65 |
|
2.618 |
109.24 |
|
4.250 |
108.57 |
|
|
| Fisher Pivots for day following 29-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
110.52 |
110.49 |
| PP |
110.46 |
110.45 |
| S1 |
110.41 |
110.40 |
|