Euro Bund Future December 2007
Trading Metrics calculated at close of trading on 13-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2007 |
13-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
110.29 |
109.80 |
-0.49 |
-0.4% |
109.40 |
High |
110.35 |
110.31 |
-0.04 |
0.0% |
110.81 |
Low |
109.78 |
109.73 |
-0.05 |
0.0% |
109.40 |
Close |
110.05 |
109.95 |
-0.10 |
-0.1% |
109.95 |
Range |
0.57 |
0.58 |
0.01 |
1.8% |
1.41 |
ATR |
0.45 |
0.46 |
0.01 |
2.1% |
0.00 |
Volume |
479 |
236 |
-243 |
-50.7% |
3,243 |
|
Daily Pivots for day following 13-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111.74 |
111.42 |
110.27 |
|
R3 |
111.16 |
110.84 |
110.11 |
|
R2 |
110.58 |
110.58 |
110.06 |
|
R1 |
110.26 |
110.26 |
110.00 |
110.42 |
PP |
110.00 |
110.00 |
110.00 |
110.08 |
S1 |
109.68 |
109.68 |
109.90 |
109.84 |
S2 |
109.42 |
109.42 |
109.84 |
|
S3 |
108.84 |
109.10 |
109.79 |
|
S4 |
108.26 |
108.52 |
109.63 |
|
|
Weekly Pivots for week ending 13-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114.28 |
113.53 |
110.73 |
|
R3 |
112.87 |
112.12 |
110.34 |
|
R2 |
111.46 |
111.46 |
110.21 |
|
R1 |
110.71 |
110.71 |
110.08 |
111.09 |
PP |
110.05 |
110.05 |
110.05 |
110.24 |
S1 |
109.30 |
109.30 |
109.82 |
109.68 |
S2 |
108.64 |
108.64 |
109.69 |
|
S3 |
107.23 |
107.89 |
109.56 |
|
S4 |
105.82 |
106.48 |
109.17 |
|
|
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% |
0.54 |
0.5% |
39% |
False |
False |
648 |
10 |
111.14 |
109.40 |
1.74 |
1.6% |
0.48 |
0.4% |
32% |
False |
False |
1,806 |
20 |
111.14 |
109.40 |
1.74 |
1.6% |
0.42 |
0.4% |
32% |
False |
False |
1,015 |
40 |
112.44 |
109.30 |
3.14 |
2.9% |
0.31 |
0.3% |
21% |
False |
False |
1,143 |
60 |
113.69 |
109.30 |
4.39 |
4.0% |
0.21 |
0.2% |
15% |
False |
False |
884 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
112.78 |
2.618 |
111.83 |
1.618 |
111.25 |
1.000 |
110.89 |
0.618 |
110.67 |
HIGH |
110.31 |
0.618 |
110.09 |
0.500 |
110.02 |
0.382 |
109.95 |
LOW |
109.73 |
0.618 |
109.37 |
1.000 |
109.15 |
1.618 |
108.79 |
2.618 |
108.21 |
4.250 |
107.27 |
|
|
Fisher Pivots for day following 13-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
110.02 |
110.27 |
PP |
110.00 |
110.16 |
S1 |
109.97 |
110.06 |
|