Euro Bund Future December 2007
Trading Metrics calculated at close of trading on 09-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2007 |
09-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
109.60 |
109.40 |
-0.20 |
-0.2% |
110.65 |
High |
109.73 |
109.66 |
-0.07 |
-0.1% |
111.14 |
Low |
109.40 |
109.40 |
0.00 |
0.0% |
109.40 |
Close |
109.53 |
109.60 |
0.07 |
0.1% |
109.53 |
Range |
0.33 |
0.26 |
-0.07 |
-21.2% |
1.74 |
ATR |
0.42 |
0.41 |
-0.01 |
-2.7% |
0.00 |
Volume |
2,612 |
236 |
-2,376 |
-91.0% |
14,819 |
|
Daily Pivots for day following 09-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110.33 |
110.23 |
109.74 |
|
R3 |
110.07 |
109.97 |
109.67 |
|
R2 |
109.81 |
109.81 |
109.65 |
|
R1 |
109.71 |
109.71 |
109.62 |
109.76 |
PP |
109.55 |
109.55 |
109.55 |
109.58 |
S1 |
109.45 |
109.45 |
109.58 |
109.50 |
S2 |
109.29 |
109.29 |
109.55 |
|
S3 |
109.03 |
109.19 |
109.53 |
|
S4 |
108.77 |
108.93 |
109.46 |
|
|
Weekly Pivots for week ending 06-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115.24 |
114.13 |
110.49 |
|
R3 |
113.50 |
112.39 |
110.01 |
|
R2 |
111.76 |
111.76 |
109.85 |
|
R1 |
110.65 |
110.65 |
109.69 |
110.34 |
PP |
110.02 |
110.02 |
110.02 |
109.87 |
S1 |
108.91 |
108.91 |
109.37 |
108.60 |
S2 |
108.28 |
108.28 |
109.21 |
|
S3 |
106.54 |
107.17 |
109.05 |
|
S4 |
104.80 |
105.43 |
108.57 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
110.92 |
109.40 |
1.52 |
1.4% |
0.36 |
0.3% |
13% |
False |
True |
2,959 |
10 |
111.14 |
109.40 |
1.74 |
1.6% |
0.35 |
0.3% |
11% |
False |
True |
1,631 |
20 |
111.14 |
109.30 |
1.84 |
1.7% |
0.38 |
0.3% |
16% |
False |
False |
1,292 |
40 |
112.81 |
109.30 |
3.51 |
3.2% |
0.25 |
0.2% |
9% |
False |
False |
1,081 |
60 |
113.69 |
109.30 |
4.39 |
4.0% |
0.17 |
0.2% |
7% |
False |
False |
914 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
110.77 |
2.618 |
110.34 |
1.618 |
110.08 |
1.000 |
109.92 |
0.618 |
109.82 |
HIGH |
109.66 |
0.618 |
109.56 |
0.500 |
109.53 |
0.382 |
109.50 |
LOW |
109.40 |
0.618 |
109.24 |
1.000 |
109.14 |
1.618 |
108.98 |
2.618 |
108.72 |
4.250 |
108.30 |
|
|
Fisher Pivots for day following 09-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
109.58 |
109.71 |
PP |
109.55 |
109.67 |
S1 |
109.53 |
109.64 |
|