Euro Bund Future December 2007
| Trading Metrics calculated at close of trading on 03-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2007 |
03-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
110.65 |
110.90 |
0.25 |
0.2% |
110.07 |
| High |
111.14 |
110.92 |
-0.22 |
-0.2% |
110.72 |
| Low |
110.62 |
110.42 |
-0.20 |
-0.2% |
109.98 |
| Close |
110.93 |
110.46 |
-0.47 |
-0.4% |
110.36 |
| Range |
0.52 |
0.50 |
-0.02 |
-3.8% |
0.74 |
| ATR |
0.40 |
0.41 |
0.01 |
1.9% |
0.00 |
| Volume |
256 |
2,265 |
2,009 |
784.8% |
1,285 |
|
| Daily Pivots for day following 03-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.10 |
111.78 |
110.74 |
|
| R3 |
111.60 |
111.28 |
110.60 |
|
| R2 |
111.10 |
111.10 |
110.55 |
|
| R1 |
110.78 |
110.78 |
110.51 |
110.69 |
| PP |
110.60 |
110.60 |
110.60 |
110.56 |
| S1 |
110.28 |
110.28 |
110.41 |
110.19 |
| S2 |
110.10 |
110.10 |
110.37 |
|
| S3 |
109.60 |
109.78 |
110.32 |
|
| S4 |
109.10 |
109.28 |
110.19 |
|
|
| 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 |
110.26 |
0.88 |
0.8% |
0.43 |
0.4% |
23% |
False |
False |
750 |
| 10 |
111.14 |
109.55 |
1.59 |
1.4% |
0.38 |
0.3% |
57% |
False |
False |
455 |
| 20 |
111.42 |
109.30 |
2.12 |
1.9% |
0.40 |
0.4% |
55% |
False |
False |
1,164 |
| 40 |
113.37 |
109.30 |
4.07 |
3.7% |
0.22 |
0.2% |
29% |
False |
False |
855 |
| 60 |
114.31 |
109.30 |
5.01 |
4.5% |
0.15 |
0.1% |
23% |
False |
False |
748 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.05 |
|
2.618 |
112.23 |
|
1.618 |
111.73 |
|
1.000 |
111.42 |
|
0.618 |
111.23 |
|
HIGH |
110.92 |
|
0.618 |
110.73 |
|
0.500 |
110.67 |
|
0.382 |
110.61 |
|
LOW |
110.42 |
|
0.618 |
110.11 |
|
1.000 |
109.92 |
|
1.618 |
109.61 |
|
2.618 |
109.11 |
|
4.250 |
108.30 |
|
|
| Fisher Pivots for day following 03-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
110.67 |
110.73 |
| PP |
110.60 |
110.64 |
| S1 |
110.53 |
110.55 |
|