Euro Bund Future December 2007
Trading Metrics calculated at close of trading on 23-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2007 |
23-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
110.72 |
111.51 |
0.79 |
0.7% |
110.17 |
High |
111.62 |
111.81 |
0.19 |
0.2% |
111.62 |
Low |
110.72 |
111.41 |
0.69 |
0.6% |
110.05 |
Close |
111.53 |
111.56 |
0.03 |
0.0% |
111.53 |
Range |
0.90 |
0.40 |
-0.50 |
-55.6% |
1.57 |
ATR |
0.50 |
0.49 |
-0.01 |
-1.4% |
0.00 |
Volume |
1,637 |
2,986 |
1,349 |
82.4% |
5,609 |
|
Daily Pivots for day following 23-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112.79 |
112.58 |
111.78 |
|
R3 |
112.39 |
112.18 |
111.67 |
|
R2 |
111.99 |
111.99 |
111.63 |
|
R1 |
111.78 |
111.78 |
111.60 |
111.89 |
PP |
111.59 |
111.59 |
111.59 |
111.65 |
S1 |
111.38 |
111.38 |
111.52 |
111.49 |
S2 |
111.19 |
111.19 |
111.49 |
|
S3 |
110.79 |
110.98 |
111.45 |
|
S4 |
110.39 |
110.58 |
111.34 |
|
|
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 |
111.81 |
110.05 |
1.76 |
1.6% |
0.50 |
0.4% |
86% |
True |
False |
1,593 |
10 |
111.81 |
109.61 |
2.20 |
2.0% |
0.53 |
0.5% |
89% |
True |
False |
1,160 |
20 |
111.81 |
109.40 |
2.41 |
2.2% |
0.44 |
0.4% |
90% |
True |
False |
1,395 |
40 |
111.94 |
109.30 |
2.64 |
2.4% |
0.38 |
0.3% |
86% |
False |
False |
1,299 |
60 |
113.69 |
109.30 |
4.39 |
3.9% |
0.26 |
0.2% |
51% |
False |
False |
986 |
80 |
115.00 |
109.30 |
5.70 |
5.1% |
0.19 |
0.2% |
40% |
False |
False |
889 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113.51 |
2.618 |
112.86 |
1.618 |
112.46 |
1.000 |
112.21 |
0.618 |
112.06 |
HIGH |
111.81 |
0.618 |
111.66 |
0.500 |
111.61 |
0.382 |
111.56 |
LOW |
111.41 |
0.618 |
111.16 |
1.000 |
111.01 |
1.618 |
110.76 |
2.618 |
110.36 |
4.250 |
109.71 |
|
|
Fisher Pivots for day following 23-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
111.61 |
111.41 |
PP |
111.59 |
111.26 |
S1 |
111.58 |
111.11 |
|