Euro Bund Future December 2007
| Trading Metrics calculated at close of trading on 17-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2007 |
17-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
110.17 |
110.54 |
0.37 |
0.3% |
109.40 |
| High |
110.51 |
110.54 |
0.03 |
0.0% |
110.81 |
| Low |
110.17 |
110.05 |
-0.12 |
-0.1% |
109.40 |
| Close |
110.32 |
110.15 |
-0.17 |
-0.2% |
109.95 |
| Range |
0.34 |
0.49 |
0.15 |
44.1% |
1.41 |
| ATR |
0.47 |
0.47 |
0.00 |
0.4% |
0.00 |
| Volume |
626 |
484 |
-142 |
-22.7% |
3,243 |
|
| Daily Pivots for day following 17-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.72 |
111.42 |
110.42 |
|
| R3 |
111.23 |
110.93 |
110.28 |
|
| R2 |
110.74 |
110.74 |
110.24 |
|
| R1 |
110.44 |
110.44 |
110.19 |
110.35 |
| PP |
110.25 |
110.25 |
110.25 |
110.20 |
| S1 |
109.95 |
109.95 |
110.11 |
109.86 |
| S2 |
109.76 |
109.76 |
110.06 |
|
| S3 |
109.27 |
109.46 |
110.02 |
|
| S4 |
108.78 |
108.97 |
109.88 |
|
|
| 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 |
109.73 |
1.08 |
1.0% |
0.51 |
0.5% |
39% |
False |
False |
576 |
| 10 |
110.81 |
109.40 |
1.41 |
1.3% |
0.46 |
0.4% |
53% |
False |
False |
1,665 |
| 20 |
111.14 |
109.40 |
1.74 |
1.6% |
0.42 |
0.4% |
43% |
False |
False |
1,060 |
| 40 |
112.26 |
109.30 |
2.96 |
2.7% |
0.34 |
0.3% |
29% |
False |
False |
1,147 |
| 60 |
113.69 |
109.30 |
4.39 |
4.0% |
0.22 |
0.2% |
19% |
False |
False |
881 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.62 |
|
2.618 |
111.82 |
|
1.618 |
111.33 |
|
1.000 |
111.03 |
|
0.618 |
110.84 |
|
HIGH |
110.54 |
|
0.618 |
110.35 |
|
0.500 |
110.30 |
|
0.382 |
110.24 |
|
LOW |
110.05 |
|
0.618 |
109.75 |
|
1.000 |
109.56 |
|
1.618 |
109.26 |
|
2.618 |
108.77 |
|
4.250 |
107.97 |
|
|
| Fisher Pivots for day following 17-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
110.30 |
110.15 |
| PP |
110.25 |
110.14 |
| S1 |
110.20 |
110.14 |
|