Euro Bund Future December 2007
| Trading Metrics calculated at close of trading on 05-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jul-2007 |
05-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
110.44 |
109.95 |
-0.49 |
-0.4% |
110.07 |
| High |
110.44 |
110.02 |
-0.42 |
-0.4% |
110.72 |
| Low |
110.00 |
109.75 |
-0.25 |
-0.2% |
109.98 |
| Close |
110.17 |
109.84 |
-0.33 |
-0.3% |
110.36 |
| Range |
0.44 |
0.27 |
-0.17 |
-38.6% |
0.74 |
| ATR |
0.41 |
0.41 |
0.00 |
0.1% |
0.00 |
| Volume |
3,020 |
6,666 |
3,646 |
120.7% |
1,285 |
|
| Daily Pivots for day following 05-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.68 |
110.53 |
109.99 |
|
| R3 |
110.41 |
110.26 |
109.91 |
|
| R2 |
110.14 |
110.14 |
109.89 |
|
| R1 |
109.99 |
109.99 |
109.86 |
109.93 |
| PP |
109.87 |
109.87 |
109.87 |
109.84 |
| S1 |
109.72 |
109.72 |
109.82 |
109.66 |
| S2 |
109.60 |
109.60 |
109.79 |
|
| S3 |
109.33 |
109.45 |
109.77 |
|
| S4 |
109.06 |
109.18 |
109.69 |
|
|
| 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 |
109.75 |
1.39 |
1.3% |
0.43 |
0.4% |
6% |
False |
True |
2,508 |
| 10 |
111.14 |
109.61 |
1.53 |
1.4% |
0.35 |
0.3% |
15% |
False |
False |
1,359 |
| 20 |
111.14 |
109.30 |
1.84 |
1.7% |
0.39 |
0.4% |
29% |
False |
False |
1,373 |
| 40 |
113.29 |
109.30 |
3.99 |
3.6% |
0.24 |
0.2% |
14% |
False |
False |
1,046 |
| 60 |
113.90 |
109.30 |
4.60 |
4.2% |
0.16 |
0.1% |
12% |
False |
False |
889 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.17 |
|
2.618 |
110.73 |
|
1.618 |
110.46 |
|
1.000 |
110.29 |
|
0.618 |
110.19 |
|
HIGH |
110.02 |
|
0.618 |
109.92 |
|
0.500 |
109.89 |
|
0.382 |
109.85 |
|
LOW |
109.75 |
|
0.618 |
109.58 |
|
1.000 |
109.48 |
|
1.618 |
109.31 |
|
2.618 |
109.04 |
|
4.250 |
108.60 |
|
|
| Fisher Pivots for day following 05-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
109.89 |
110.34 |
| PP |
109.87 |
110.17 |
| S1 |
109.86 |
110.01 |
|