Euro Bund Future December 2007
Trading Metrics calculated at close of trading on 20-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2007 |
20-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
110.45 |
110.72 |
0.27 |
0.2% |
110.17 |
High |
110.73 |
111.62 |
0.89 |
0.8% |
111.62 |
Low |
110.40 |
110.72 |
0.32 |
0.3% |
110.05 |
Close |
110.70 |
111.53 |
0.83 |
0.7% |
111.53 |
Range |
0.33 |
0.90 |
0.57 |
172.7% |
1.57 |
ATR |
0.47 |
0.50 |
0.03 |
6.9% |
0.00 |
Volume |
882 |
1,637 |
755 |
85.6% |
5,609 |
|
Daily Pivots for day following 20-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.99 |
113.66 |
112.03 |
|
R3 |
113.09 |
112.76 |
111.78 |
|
R2 |
112.19 |
112.19 |
111.70 |
|
R1 |
111.86 |
111.86 |
111.61 |
112.03 |
PP |
111.29 |
111.29 |
111.29 |
111.37 |
S1 |
110.96 |
110.96 |
111.45 |
111.13 |
S2 |
110.39 |
110.39 |
111.37 |
|
S3 |
109.49 |
110.06 |
111.28 |
|
S4 |
108.59 |
109.16 |
111.04 |
|
|
Weekly Pivots for week ending 20-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115.78 |
115.22 |
112.39 |
|
R3 |
114.21 |
113.65 |
111.96 |
|
R2 |
112.64 |
112.64 |
111.82 |
|
R1 |
112.08 |
112.08 |
111.67 |
112.36 |
PP |
111.07 |
111.07 |
111.07 |
111.21 |
S1 |
110.51 |
110.51 |
111.39 |
110.79 |
S2 |
109.50 |
109.50 |
111.24 |
|
S3 |
107.93 |
108.94 |
111.10 |
|
S4 |
106.36 |
107.37 |
110.67 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
111.62 |
110.05 |
1.57 |
1.4% |
0.49 |
0.4% |
94% |
True |
False |
1,121 |
10 |
111.62 |
109.40 |
2.22 |
2.0% |
0.52 |
0.5% |
96% |
True |
False |
885 |
20 |
111.62 |
109.40 |
2.22 |
2.0% |
0.43 |
0.4% |
96% |
True |
False |
1,247 |
40 |
112.14 |
109.30 |
2.84 |
2.5% |
0.37 |
0.3% |
79% |
False |
False |
1,227 |
60 |
113.69 |
109.30 |
4.39 |
3.9% |
0.25 |
0.2% |
51% |
False |
False |
944 |
80 |
115.04 |
109.30 |
5.74 |
5.1% |
0.19 |
0.2% |
39% |
False |
False |
872 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
115.45 |
2.618 |
113.98 |
1.618 |
113.08 |
1.000 |
112.52 |
0.618 |
112.18 |
HIGH |
111.62 |
0.618 |
111.28 |
0.500 |
111.17 |
0.382 |
111.06 |
LOW |
110.72 |
0.618 |
110.16 |
1.000 |
109.82 |
1.618 |
109.26 |
2.618 |
108.36 |
4.250 |
106.90 |
|
|
Fisher Pivots for day following 20-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
111.41 |
111.35 |
PP |
111.29 |
111.17 |
S1 |
111.17 |
111.00 |
|