Euro Bund Future December 2007
Trading Metrics calculated at close of trading on 27-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2007 |
27-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
111.82 |
112.57 |
0.75 |
0.7% |
111.51 |
High |
112.69 |
112.67 |
-0.02 |
0.0% |
112.69 |
Low |
111.82 |
112.37 |
0.55 |
0.5% |
111.41 |
Close |
112.39 |
112.52 |
0.13 |
0.1% |
112.52 |
Range |
0.87 |
0.30 |
-0.57 |
-65.5% |
1.28 |
ATR |
0.50 |
0.48 |
-0.01 |
-2.8% |
0.00 |
Volume |
1,062 |
5,782 |
4,720 |
444.4% |
12,233 |
|
Daily Pivots for day following 27-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.42 |
113.27 |
112.69 |
|
R3 |
113.12 |
112.97 |
112.60 |
|
R2 |
112.82 |
112.82 |
112.58 |
|
R1 |
112.67 |
112.67 |
112.55 |
112.60 |
PP |
112.52 |
112.52 |
112.52 |
112.48 |
S1 |
112.37 |
112.37 |
112.49 |
112.30 |
S2 |
112.22 |
112.22 |
112.47 |
|
S3 |
111.92 |
112.07 |
112.44 |
|
S4 |
111.62 |
111.77 |
112.36 |
|
|
Weekly Pivots for week ending 27-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116.05 |
115.56 |
113.22 |
|
R3 |
114.77 |
114.28 |
112.87 |
|
R2 |
113.49 |
113.49 |
112.75 |
|
R1 |
113.00 |
113.00 |
112.64 |
113.25 |
PP |
112.21 |
112.21 |
112.21 |
112.33 |
S1 |
111.72 |
111.72 |
112.40 |
111.97 |
S2 |
110.93 |
110.93 |
112.29 |
|
S3 |
109.65 |
110.44 |
112.17 |
|
S4 |
108.37 |
109.16 |
111.82 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
112.69 |
111.41 |
1.28 |
1.1% |
0.43 |
0.4% |
87% |
False |
False |
2,446 |
10 |
112.69 |
110.05 |
2.64 |
2.3% |
0.46 |
0.4% |
94% |
False |
False |
1,784 |
20 |
112.69 |
109.40 |
3.29 |
2.9% |
0.47 |
0.4% |
95% |
False |
False |
1,795 |
40 |
112.69 |
109.30 |
3.39 |
3.0% |
0.42 |
0.4% |
95% |
False |
False |
1,482 |
60 |
113.37 |
109.30 |
4.07 |
3.6% |
0.29 |
0.3% |
79% |
False |
False |
1,130 |
80 |
114.52 |
109.30 |
5.22 |
4.6% |
0.21 |
0.2% |
62% |
False |
False |
981 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113.95 |
2.618 |
113.46 |
1.618 |
113.16 |
1.000 |
112.97 |
0.618 |
112.86 |
HIGH |
112.67 |
0.618 |
112.56 |
0.500 |
112.52 |
0.382 |
112.48 |
LOW |
112.37 |
0.618 |
112.18 |
1.000 |
112.07 |
1.618 |
111.88 |
2.618 |
111.58 |
4.250 |
111.10 |
|
|
Fisher Pivots for day following 27-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
112.52 |
112.41 |
PP |
112.52 |
112.30 |
S1 |
112.52 |
112.19 |
|