Euro Bund Future December 2007
| Trading Metrics calculated at close of trading on 19-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2007 |
19-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
110.63 |
110.45 |
-0.18 |
-0.2% |
109.40 |
| High |
110.76 |
110.73 |
-0.03 |
0.0% |
110.81 |
| Low |
110.37 |
110.40 |
0.03 |
0.0% |
109.40 |
| Close |
110.59 |
110.70 |
0.11 |
0.1% |
109.95 |
| Range |
0.39 |
0.33 |
-0.06 |
-15.4% |
1.41 |
| ATR |
0.48 |
0.47 |
-0.01 |
-2.2% |
0.00 |
| Volume |
1,980 |
882 |
-1,098 |
-55.5% |
3,243 |
|
| Daily Pivots for day following 19-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.60 |
111.48 |
110.88 |
|
| R3 |
111.27 |
111.15 |
110.79 |
|
| R2 |
110.94 |
110.94 |
110.76 |
|
| R1 |
110.82 |
110.82 |
110.73 |
110.88 |
| PP |
110.61 |
110.61 |
110.61 |
110.64 |
| S1 |
110.49 |
110.49 |
110.67 |
110.55 |
| S2 |
110.28 |
110.28 |
110.64 |
|
| S3 |
109.95 |
110.16 |
110.61 |
|
| S4 |
109.62 |
109.83 |
110.52 |
|
|
| 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 |
110.76 |
109.73 |
1.03 |
0.9% |
0.43 |
0.4% |
94% |
False |
False |
841 |
| 10 |
110.81 |
109.40 |
1.41 |
1.3% |
0.46 |
0.4% |
92% |
False |
False |
982 |
| 20 |
111.14 |
109.40 |
1.74 |
1.6% |
0.40 |
0.4% |
75% |
False |
False |
1,170 |
| 40 |
112.14 |
109.30 |
2.84 |
2.6% |
0.35 |
0.3% |
49% |
False |
False |
1,192 |
| 60 |
113.69 |
109.30 |
4.39 |
4.0% |
0.24 |
0.2% |
32% |
False |
False |
918 |
| 80 |
115.26 |
109.30 |
5.96 |
5.4% |
0.18 |
0.2% |
23% |
False |
False |
870 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.13 |
|
2.618 |
111.59 |
|
1.618 |
111.26 |
|
1.000 |
111.06 |
|
0.618 |
110.93 |
|
HIGH |
110.73 |
|
0.618 |
110.60 |
|
0.500 |
110.57 |
|
0.382 |
110.53 |
|
LOW |
110.40 |
|
0.618 |
110.20 |
|
1.000 |
110.07 |
|
1.618 |
109.87 |
|
2.618 |
109.54 |
|
4.250 |
109.00 |
|
|
| Fisher Pivots for day following 19-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
110.66 |
110.60 |
| PP |
110.61 |
110.50 |
| S1 |
110.57 |
110.41 |
|