Euro Bund Future December 2007
Trading Metrics calculated at close of trading on 31-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2007 |
31-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
112.50 |
112.42 |
-0.08 |
-0.1% |
111.51 |
High |
112.90 |
112.75 |
-0.15 |
-0.1% |
112.69 |
Low |
112.46 |
112.17 |
-0.29 |
-0.3% |
111.41 |
Close |
112.75 |
112.38 |
-0.37 |
-0.3% |
112.52 |
Range |
0.44 |
0.58 |
0.14 |
31.8% |
1.28 |
ATR |
0.48 |
0.49 |
0.01 |
1.5% |
0.00 |
Volume |
2,131 |
2,179 |
48 |
2.3% |
12,233 |
|
Daily Pivots for day following 31-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114.17 |
113.86 |
112.70 |
|
R3 |
113.59 |
113.28 |
112.54 |
|
R2 |
113.01 |
113.01 |
112.49 |
|
R1 |
112.70 |
112.70 |
112.43 |
112.57 |
PP |
112.43 |
112.43 |
112.43 |
112.37 |
S1 |
112.12 |
112.12 |
112.33 |
111.99 |
S2 |
111.85 |
111.85 |
112.27 |
|
S3 |
111.27 |
111.54 |
112.22 |
|
S4 |
110.69 |
110.96 |
112.06 |
|
|
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 |
111.69 |
1.21 |
1.1% |
0.49 |
0.4% |
57% |
False |
False |
2,402 |
10 |
112.90 |
110.37 |
2.53 |
2.3% |
0.48 |
0.4% |
79% |
False |
False |
2,104 |
20 |
112.90 |
109.40 |
3.50 |
3.1% |
0.47 |
0.4% |
85% |
False |
False |
1,884 |
40 |
112.90 |
109.30 |
3.60 |
3.2% |
0.44 |
0.4% |
86% |
False |
False |
1,524 |
60 |
113.37 |
109.30 |
4.07 |
3.6% |
0.30 |
0.3% |
76% |
False |
False |
1,198 |
80 |
114.31 |
109.30 |
5.01 |
4.5% |
0.23 |
0.2% |
61% |
False |
False |
1,032 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
115.22 |
2.618 |
114.27 |
1.618 |
113.69 |
1.000 |
113.33 |
0.618 |
113.11 |
HIGH |
112.75 |
0.618 |
112.53 |
0.500 |
112.46 |
0.382 |
112.39 |
LOW |
112.17 |
0.618 |
111.81 |
1.000 |
111.59 |
1.618 |
111.23 |
2.618 |
110.65 |
4.250 |
109.71 |
|
|
Fisher Pivots for day following 31-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
112.46 |
112.54 |
PP |
112.43 |
112.48 |
S1 |
112.41 |
112.43 |
|