Euro Bund Future December 2007
Trading Metrics calculated at close of trading on 30-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2007 |
30-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
112.57 |
112.50 |
-0.07 |
-0.1% |
111.51 |
High |
112.67 |
112.90 |
0.23 |
0.2% |
112.69 |
Low |
112.37 |
112.46 |
0.09 |
0.1% |
111.41 |
Close |
112.52 |
112.75 |
0.23 |
0.2% |
112.52 |
Range |
0.30 |
0.44 |
0.14 |
46.7% |
1.28 |
ATR |
0.48 |
0.48 |
0.00 |
-0.6% |
0.00 |
Volume |
5,782 |
2,131 |
-3,651 |
-63.1% |
12,233 |
|
Daily Pivots for day following 30-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114.02 |
113.83 |
112.99 |
|
R3 |
113.58 |
113.39 |
112.87 |
|
R2 |
113.14 |
113.14 |
112.83 |
|
R1 |
112.95 |
112.95 |
112.79 |
113.05 |
PP |
112.70 |
112.70 |
112.70 |
112.75 |
S1 |
112.51 |
112.51 |
112.71 |
112.61 |
S2 |
112.26 |
112.26 |
112.67 |
|
S3 |
111.82 |
112.07 |
112.63 |
|
S4 |
111.38 |
111.63 |
112.51 |
|
|
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 |
112.90 |
111.49 |
1.41 |
1.3% |
0.44 |
0.4% |
89% |
True |
False |
2,275 |
10 |
112.90 |
110.05 |
2.85 |
2.5% |
0.47 |
0.4% |
95% |
True |
False |
1,934 |
20 |
112.90 |
109.40 |
3.50 |
3.1% |
0.47 |
0.4% |
96% |
True |
False |
1,888 |
40 |
112.90 |
109.30 |
3.60 |
3.2% |
0.43 |
0.4% |
96% |
True |
False |
1,523 |
60 |
113.37 |
109.30 |
4.07 |
3.6% |
0.29 |
0.3% |
85% |
False |
False |
1,164 |
80 |
114.52 |
109.30 |
5.22 |
4.6% |
0.22 |
0.2% |
66% |
False |
False |
1,007 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114.77 |
2.618 |
114.05 |
1.618 |
113.61 |
1.000 |
113.34 |
0.618 |
113.17 |
HIGH |
112.90 |
0.618 |
112.73 |
0.500 |
112.68 |
0.382 |
112.63 |
LOW |
112.46 |
0.618 |
112.19 |
1.000 |
112.02 |
1.618 |
111.75 |
2.618 |
111.31 |
4.250 |
110.59 |
|
|
Fisher Pivots for day following 30-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
112.73 |
112.62 |
PP |
112.70 |
112.49 |
S1 |
112.68 |
112.36 |
|