Euro Bund Future December 2007
| Trading Metrics calculated at close of trading on 10-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2007 |
10-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
109.40 |
109.61 |
0.21 |
0.2% |
110.65 |
| High |
109.66 |
110.35 |
0.69 |
0.6% |
111.14 |
| Low |
109.40 |
109.61 |
0.21 |
0.2% |
109.40 |
| Close |
109.60 |
110.27 |
0.67 |
0.6% |
109.53 |
| Range |
0.26 |
0.74 |
0.48 |
184.6% |
1.74 |
| ATR |
0.41 |
0.43 |
0.02 |
6.1% |
0.00 |
| Volume |
236 |
1,237 |
1,001 |
424.2% |
14,819 |
|
| Daily Pivots for day following 10-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.30 |
112.02 |
110.68 |
|
| R3 |
111.56 |
111.28 |
110.47 |
|
| R2 |
110.82 |
110.82 |
110.41 |
|
| R1 |
110.54 |
110.54 |
110.34 |
110.68 |
| PP |
110.08 |
110.08 |
110.08 |
110.15 |
| S1 |
109.80 |
109.80 |
110.20 |
109.94 |
| S2 |
109.34 |
109.34 |
110.13 |
|
| S3 |
108.60 |
109.06 |
110.07 |
|
| S4 |
107.86 |
108.32 |
109.86 |
|
|
| 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 |
110.44 |
109.40 |
1.04 |
0.9% |
0.41 |
0.4% |
84% |
False |
False |
2,754 |
| 10 |
111.14 |
109.40 |
1.74 |
1.6% |
0.42 |
0.4% |
50% |
False |
False |
1,752 |
| 20 |
111.14 |
109.30 |
1.84 |
1.7% |
0.39 |
0.4% |
53% |
False |
False |
1,106 |
| 40 |
112.75 |
109.30 |
3.45 |
3.1% |
0.27 |
0.2% |
28% |
False |
False |
1,109 |
| 60 |
113.69 |
109.30 |
4.39 |
4.0% |
0.18 |
0.2% |
22% |
False |
False |
928 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.50 |
|
2.618 |
112.29 |
|
1.618 |
111.55 |
|
1.000 |
111.09 |
|
0.618 |
110.81 |
|
HIGH |
110.35 |
|
0.618 |
110.07 |
|
0.500 |
109.98 |
|
0.382 |
109.89 |
|
LOW |
109.61 |
|
0.618 |
109.15 |
|
1.000 |
108.87 |
|
1.618 |
108.41 |
|
2.618 |
107.67 |
|
4.250 |
106.47 |
|
|
| Fisher Pivots for day following 10-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
110.17 |
110.14 |
| PP |
110.08 |
110.01 |
| S1 |
109.98 |
109.88 |
|