Euro Bund Future December 2007
Trading Metrics calculated at close of trading on 26-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2007 |
26-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
111.74 |
111.82 |
0.08 |
0.1% |
110.17 |
High |
111.94 |
112.69 |
0.75 |
0.7% |
111.62 |
Low |
111.69 |
111.82 |
0.13 |
0.1% |
110.05 |
Close |
111.85 |
112.39 |
0.54 |
0.5% |
111.53 |
Range |
0.25 |
0.87 |
0.62 |
248.0% |
1.57 |
ATR |
0.47 |
0.50 |
0.03 |
6.1% |
0.00 |
Volume |
856 |
1,062 |
206 |
24.1% |
5,609 |
|
Daily Pivots for day following 26-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114.91 |
114.52 |
112.87 |
|
R3 |
114.04 |
113.65 |
112.63 |
|
R2 |
113.17 |
113.17 |
112.55 |
|
R1 |
112.78 |
112.78 |
112.47 |
112.98 |
PP |
112.30 |
112.30 |
112.30 |
112.40 |
S1 |
111.91 |
111.91 |
112.31 |
112.11 |
S2 |
111.43 |
111.43 |
112.23 |
|
S3 |
110.56 |
111.04 |
112.15 |
|
S4 |
109.69 |
110.17 |
111.91 |
|
|
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 |
112.69 |
110.72 |
1.97 |
1.8% |
0.55 |
0.5% |
85% |
True |
False |
1,617 |
10 |
112.69 |
109.73 |
2.96 |
2.6% |
0.49 |
0.4% |
90% |
True |
False |
1,229 |
20 |
112.69 |
109.40 |
3.29 |
2.9% |
0.47 |
0.4% |
91% |
True |
False |
1,522 |
40 |
112.69 |
109.30 |
3.39 |
3.0% |
0.42 |
0.4% |
91% |
True |
False |
1,352 |
60 |
113.37 |
109.30 |
4.07 |
3.6% |
0.28 |
0.3% |
76% |
False |
False |
1,038 |
80 |
114.54 |
109.30 |
5.24 |
4.7% |
0.21 |
0.2% |
59% |
False |
False |
913 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
116.39 |
2.618 |
114.97 |
1.618 |
114.10 |
1.000 |
113.56 |
0.618 |
113.23 |
HIGH |
112.69 |
0.618 |
112.36 |
0.500 |
112.26 |
0.382 |
112.15 |
LOW |
111.82 |
0.618 |
111.28 |
1.000 |
110.95 |
1.618 |
110.41 |
2.618 |
109.54 |
4.250 |
108.12 |
|
|
Fisher Pivots for day following 26-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
112.35 |
112.29 |
PP |
112.30 |
112.19 |
S1 |
112.26 |
112.09 |
|