Euro Bund Future December 2007
| Trading Metrics calculated at close of trading on 11-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2007 |
11-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
109.61 |
110.65 |
1.04 |
0.9% |
110.65 |
| High |
110.35 |
110.81 |
0.46 |
0.4% |
111.14 |
| Low |
109.61 |
110.24 |
0.63 |
0.6% |
109.40 |
| Close |
110.27 |
110.35 |
0.08 |
0.1% |
109.53 |
| Range |
0.74 |
0.57 |
-0.17 |
-23.0% |
1.74 |
| ATR |
0.43 |
0.44 |
0.01 |
2.3% |
0.00 |
| Volume |
1,237 |
1,055 |
-182 |
-14.7% |
14,819 |
|
| Daily Pivots for day following 11-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.18 |
111.83 |
110.66 |
|
| R3 |
111.61 |
111.26 |
110.51 |
|
| R2 |
111.04 |
111.04 |
110.45 |
|
| R1 |
110.69 |
110.69 |
110.40 |
110.58 |
| PP |
110.47 |
110.47 |
110.47 |
110.41 |
| S1 |
110.12 |
110.12 |
110.30 |
110.01 |
| S2 |
109.90 |
109.90 |
110.25 |
|
| S3 |
109.33 |
109.55 |
110.19 |
|
| S4 |
108.76 |
108.98 |
110.04 |
|
|
| 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 |
110.81 |
109.40 |
1.41 |
1.3% |
0.43 |
0.4% |
67% |
True |
False |
2,361 |
| 10 |
111.14 |
109.40 |
1.74 |
1.6% |
0.44 |
0.4% |
55% |
False |
False |
1,817 |
| 20 |
111.14 |
109.40 |
1.74 |
1.6% |
0.39 |
0.4% |
55% |
False |
False |
1,093 |
| 40 |
112.61 |
109.30 |
3.31 |
3.0% |
0.29 |
0.3% |
32% |
False |
False |
1,134 |
| 60 |
113.69 |
109.30 |
4.39 |
4.0% |
0.19 |
0.2% |
24% |
False |
False |
928 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.23 |
|
2.618 |
112.30 |
|
1.618 |
111.73 |
|
1.000 |
111.38 |
|
0.618 |
111.16 |
|
HIGH |
110.81 |
|
0.618 |
110.59 |
|
0.500 |
110.53 |
|
0.382 |
110.46 |
|
LOW |
110.24 |
|
0.618 |
109.89 |
|
1.000 |
109.67 |
|
1.618 |
109.32 |
|
2.618 |
108.75 |
|
4.250 |
107.82 |
|
|
| Fisher Pivots for day following 11-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
110.53 |
110.27 |
| PP |
110.47 |
110.19 |
| S1 |
110.41 |
110.11 |
|