Euro Bund Future December 2007
| Trading Metrics calculated at close of trading on 12-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2007 |
12-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
110.65 |
110.29 |
-0.36 |
-0.3% |
110.65 |
| High |
110.81 |
110.35 |
-0.46 |
-0.4% |
111.14 |
| Low |
110.24 |
109.78 |
-0.46 |
-0.4% |
109.40 |
| Close |
110.35 |
110.05 |
-0.30 |
-0.3% |
109.53 |
| Range |
0.57 |
0.57 |
0.00 |
0.0% |
1.74 |
| ATR |
0.44 |
0.45 |
0.01 |
2.1% |
0.00 |
| Volume |
1,055 |
479 |
-576 |
-54.6% |
14,819 |
|
| Daily Pivots for day following 12-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.77 |
111.48 |
110.36 |
|
| R3 |
111.20 |
110.91 |
110.21 |
|
| R2 |
110.63 |
110.63 |
110.15 |
|
| R1 |
110.34 |
110.34 |
110.10 |
110.20 |
| PP |
110.06 |
110.06 |
110.06 |
109.99 |
| S1 |
109.77 |
109.77 |
110.00 |
109.63 |
| S2 |
109.49 |
109.49 |
109.95 |
|
| S3 |
108.92 |
109.20 |
109.89 |
|
| S4 |
108.35 |
108.63 |
109.74 |
|
|
| 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% |
0.49 |
0.4% |
46% |
False |
False |
1,123 |
| 10 |
111.14 |
109.40 |
1.74 |
1.6% |
0.46 |
0.4% |
37% |
False |
False |
1,816 |
| 20 |
111.14 |
109.40 |
1.74 |
1.6% |
0.40 |
0.4% |
37% |
False |
False |
1,006 |
| 40 |
112.47 |
109.30 |
3.17 |
2.9% |
0.30 |
0.3% |
24% |
False |
False |
1,143 |
| 60 |
113.69 |
109.30 |
4.39 |
4.0% |
0.20 |
0.2% |
17% |
False |
False |
932 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.77 |
|
2.618 |
111.84 |
|
1.618 |
111.27 |
|
1.000 |
110.92 |
|
0.618 |
110.70 |
|
HIGH |
110.35 |
|
0.618 |
110.13 |
|
0.500 |
110.07 |
|
0.382 |
110.00 |
|
LOW |
109.78 |
|
0.618 |
109.43 |
|
1.000 |
109.21 |
|
1.618 |
108.86 |
|
2.618 |
108.29 |
|
4.250 |
107.36 |
|
|
| Fisher Pivots for day following 12-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
110.07 |
110.21 |
| PP |
110.06 |
110.16 |
| S1 |
110.06 |
110.10 |
|