Euro Bund Future December 2007
| Trading Metrics calculated at close of trading on 04-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2007 |
04-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
110.90 |
110.44 |
-0.46 |
-0.4% |
110.07 |
| High |
110.92 |
110.44 |
-0.48 |
-0.4% |
110.72 |
| Low |
110.42 |
110.00 |
-0.42 |
-0.4% |
109.98 |
| Close |
110.46 |
110.17 |
-0.29 |
-0.3% |
110.36 |
| Range |
0.50 |
0.44 |
-0.06 |
-12.0% |
0.74 |
| ATR |
0.41 |
0.41 |
0.00 |
0.9% |
0.00 |
| Volume |
2,265 |
3,020 |
755 |
33.3% |
1,285 |
|
| Daily Pivots for day following 04-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.52 |
111.29 |
110.41 |
|
| R3 |
111.08 |
110.85 |
110.29 |
|
| R2 |
110.64 |
110.64 |
110.25 |
|
| R1 |
110.41 |
110.41 |
110.21 |
110.31 |
| PP |
110.20 |
110.20 |
110.20 |
110.15 |
| S1 |
109.97 |
109.97 |
110.13 |
109.87 |
| S2 |
109.76 |
109.76 |
110.09 |
|
| S3 |
109.32 |
109.53 |
110.05 |
|
| S4 |
108.88 |
109.09 |
109.93 |
|
|
| 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 |
110.00 |
1.14 |
1.0% |
0.44 |
0.4% |
15% |
False |
True |
1,273 |
| 10 |
111.14 |
109.55 |
1.59 |
1.4% |
0.36 |
0.3% |
39% |
False |
False |
720 |
| 20 |
111.14 |
109.30 |
1.84 |
1.7% |
0.40 |
0.4% |
47% |
False |
False |
1,136 |
| 40 |
113.29 |
109.30 |
3.99 |
3.6% |
0.23 |
0.2% |
22% |
False |
False |
906 |
| 60 |
114.03 |
109.30 |
4.73 |
4.3% |
0.15 |
0.1% |
18% |
False |
False |
787 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.31 |
|
2.618 |
111.59 |
|
1.618 |
111.15 |
|
1.000 |
110.88 |
|
0.618 |
110.71 |
|
HIGH |
110.44 |
|
0.618 |
110.27 |
|
0.500 |
110.22 |
|
0.382 |
110.17 |
|
LOW |
110.00 |
|
0.618 |
109.73 |
|
1.000 |
109.56 |
|
1.618 |
109.29 |
|
2.618 |
108.85 |
|
4.250 |
108.13 |
|
|
| Fisher Pivots for day following 04-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
110.22 |
110.57 |
| PP |
110.20 |
110.44 |
| S1 |
110.19 |
110.30 |
|