Euro Bund Future December 2007
Trading Metrics calculated at close of trading on 02-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2007 |
02-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
110.47 |
110.65 |
0.18 |
0.2% |
110.07 |
High |
110.72 |
111.14 |
0.42 |
0.4% |
110.72 |
Low |
110.31 |
110.62 |
0.31 |
0.3% |
109.98 |
Close |
110.36 |
110.93 |
0.57 |
0.5% |
110.36 |
Range |
0.41 |
0.52 |
0.11 |
26.8% |
0.74 |
ATR |
0.37 |
0.40 |
0.03 |
7.8% |
0.00 |
Volume |
335 |
256 |
-79 |
-23.6% |
1,285 |
|
Daily Pivots for day following 02-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112.46 |
112.21 |
111.22 |
|
R3 |
111.94 |
111.69 |
111.07 |
|
R2 |
111.42 |
111.42 |
111.03 |
|
R1 |
111.17 |
111.17 |
110.98 |
111.30 |
PP |
110.90 |
110.90 |
110.90 |
110.96 |
S1 |
110.65 |
110.65 |
110.88 |
110.78 |
S2 |
110.38 |
110.38 |
110.83 |
|
S3 |
109.86 |
110.13 |
110.79 |
|
S4 |
109.34 |
109.61 |
110.64 |
|
|
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 |
111.14 |
110.14 |
1.00 |
0.9% |
0.35 |
0.3% |
79% |
True |
False |
302 |
10 |
111.14 |
109.55 |
1.59 |
1.4% |
0.38 |
0.3% |
87% |
True |
False |
235 |
20 |
111.42 |
109.30 |
2.12 |
1.9% |
0.39 |
0.4% |
77% |
False |
False |
1,158 |
40 |
113.37 |
109.30 |
4.07 |
3.7% |
0.21 |
0.2% |
40% |
False |
False |
801 |
60 |
114.52 |
109.30 |
5.22 |
4.7% |
0.14 |
0.1% |
31% |
False |
False |
713 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113.35 |
2.618 |
112.50 |
1.618 |
111.98 |
1.000 |
111.66 |
0.618 |
111.46 |
HIGH |
111.14 |
0.618 |
110.94 |
0.500 |
110.88 |
0.382 |
110.82 |
LOW |
110.62 |
0.618 |
110.30 |
1.000 |
110.10 |
1.618 |
109.78 |
2.618 |
109.26 |
4.250 |
108.41 |
|
|
Fisher Pivots for day following 02-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
110.91 |
110.85 |
PP |
110.90 |
110.78 |
S1 |
110.88 |
110.70 |
|