Euro Bund Future December 2007
| Trading Metrics calculated at close of trading on 16-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2007 |
16-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
109.80 |
110.17 |
0.37 |
0.3% |
109.40 |
| High |
110.31 |
110.51 |
0.20 |
0.2% |
110.81 |
| Low |
109.73 |
110.17 |
0.44 |
0.4% |
109.40 |
| Close |
109.95 |
110.32 |
0.37 |
0.3% |
109.95 |
| Range |
0.58 |
0.34 |
-0.24 |
-41.4% |
1.41 |
| ATR |
0.46 |
0.47 |
0.01 |
1.6% |
0.00 |
| Volume |
236 |
626 |
390 |
165.3% |
3,243 |
|
| Daily Pivots for day following 16-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.35 |
111.18 |
110.51 |
|
| R3 |
111.01 |
110.84 |
110.41 |
|
| R2 |
110.67 |
110.67 |
110.38 |
|
| R1 |
110.50 |
110.50 |
110.35 |
110.59 |
| PP |
110.33 |
110.33 |
110.33 |
110.38 |
| S1 |
110.16 |
110.16 |
110.29 |
110.25 |
| S2 |
109.99 |
109.99 |
110.26 |
|
| S3 |
109.65 |
109.82 |
110.23 |
|
| S4 |
109.31 |
109.48 |
110.13 |
|
|
| 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 |
109.61 |
1.20 |
1.1% |
0.56 |
0.5% |
59% |
False |
False |
726 |
| 10 |
110.92 |
109.40 |
1.52 |
1.4% |
0.46 |
0.4% |
61% |
False |
False |
1,843 |
| 20 |
111.14 |
109.40 |
1.74 |
1.6% |
0.42 |
0.4% |
53% |
False |
False |
1,039 |
| 40 |
112.37 |
109.30 |
3.07 |
2.8% |
0.32 |
0.3% |
33% |
False |
False |
1,156 |
| 60 |
113.69 |
109.30 |
4.39 |
4.0% |
0.22 |
0.2% |
23% |
False |
False |
876 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.96 |
|
2.618 |
111.40 |
|
1.618 |
111.06 |
|
1.000 |
110.85 |
|
0.618 |
110.72 |
|
HIGH |
110.51 |
|
0.618 |
110.38 |
|
0.500 |
110.34 |
|
0.382 |
110.30 |
|
LOW |
110.17 |
|
0.618 |
109.96 |
|
1.000 |
109.83 |
|
1.618 |
109.62 |
|
2.618 |
109.28 |
|
4.250 |
108.73 |
|
|
| Fisher Pivots for day following 16-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
110.34 |
110.25 |
| PP |
110.33 |
110.19 |
| S1 |
110.33 |
110.12 |
|