Euro Bund Future December 2007
Trading Metrics calculated at close of trading on 25-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2007 |
25-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
111.53 |
111.74 |
0.21 |
0.2% |
110.17 |
High |
111.82 |
111.94 |
0.12 |
0.1% |
111.62 |
Low |
111.49 |
111.69 |
0.20 |
0.2% |
110.05 |
Close |
111.62 |
111.85 |
0.23 |
0.2% |
111.53 |
Range |
0.33 |
0.25 |
-0.08 |
-24.2% |
1.57 |
ATR |
0.48 |
0.47 |
-0.01 |
-2.4% |
0.00 |
Volume |
1,547 |
856 |
-691 |
-44.7% |
5,609 |
|
Daily Pivots for day following 25-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112.58 |
112.46 |
111.99 |
|
R3 |
112.33 |
112.21 |
111.92 |
|
R2 |
112.08 |
112.08 |
111.90 |
|
R1 |
111.96 |
111.96 |
111.87 |
112.02 |
PP |
111.83 |
111.83 |
111.83 |
111.86 |
S1 |
111.71 |
111.71 |
111.83 |
111.77 |
S2 |
111.58 |
111.58 |
111.80 |
|
S3 |
111.33 |
111.46 |
111.78 |
|
S4 |
111.08 |
111.21 |
111.71 |
|
|
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 |
111.94 |
110.40 |
1.54 |
1.4% |
0.44 |
0.4% |
94% |
True |
False |
1,581 |
10 |
111.94 |
109.73 |
2.21 |
2.0% |
0.46 |
0.4% |
96% |
True |
False |
1,171 |
20 |
111.94 |
109.40 |
2.54 |
2.3% |
0.45 |
0.4% |
96% |
True |
False |
1,494 |
40 |
111.94 |
109.30 |
2.64 |
2.4% |
0.40 |
0.4% |
97% |
True |
False |
1,349 |
60 |
113.37 |
109.30 |
4.07 |
3.6% |
0.27 |
0.2% |
63% |
False |
False |
1,024 |
80 |
114.56 |
109.30 |
5.26 |
4.7% |
0.20 |
0.2% |
48% |
False |
False |
906 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113.00 |
2.618 |
112.59 |
1.618 |
112.34 |
1.000 |
112.19 |
0.618 |
112.09 |
HIGH |
111.94 |
0.618 |
111.84 |
0.500 |
111.82 |
0.382 |
111.79 |
LOW |
111.69 |
0.618 |
111.54 |
1.000 |
111.44 |
1.618 |
111.29 |
2.618 |
111.04 |
4.250 |
110.63 |
|
|
Fisher Pivots for day following 25-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
111.84 |
111.79 |
PP |
111.83 |
111.73 |
S1 |
111.82 |
111.68 |
|