Euro Bund Future December 2007
| Trading Metrics calculated at close of trading on 01-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2007 |
01-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
112.42 |
112.85 |
0.43 |
0.4% |
111.51 |
| High |
112.75 |
112.96 |
0.21 |
0.2% |
112.69 |
| Low |
112.17 |
112.36 |
0.19 |
0.2% |
111.41 |
| Close |
112.38 |
112.41 |
0.03 |
0.0% |
112.52 |
| Range |
0.58 |
0.60 |
0.02 |
3.4% |
1.28 |
| ATR |
0.49 |
0.50 |
0.01 |
1.6% |
0.00 |
| Volume |
2,179 |
8,240 |
6,061 |
278.2% |
12,233 |
|
| Daily Pivots for day following 01-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.38 |
113.99 |
112.74 |
|
| R3 |
113.78 |
113.39 |
112.58 |
|
| R2 |
113.18 |
113.18 |
112.52 |
|
| R1 |
112.79 |
112.79 |
112.47 |
112.69 |
| PP |
112.58 |
112.58 |
112.58 |
112.52 |
| S1 |
112.19 |
112.19 |
112.36 |
112.09 |
| S2 |
111.98 |
111.98 |
112.30 |
|
| S3 |
111.38 |
111.59 |
112.25 |
|
| S4 |
110.78 |
110.99 |
112.08 |
|
|
| 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 |
112.96 |
111.82 |
1.14 |
1.0% |
0.56 |
0.5% |
52% |
True |
False |
3,878 |
| 10 |
112.96 |
110.40 |
2.56 |
2.3% |
0.50 |
0.4% |
79% |
True |
False |
2,730 |
| 20 |
112.96 |
109.40 |
3.56 |
3.2% |
0.48 |
0.4% |
85% |
True |
False |
2,145 |
| 40 |
112.96 |
109.30 |
3.66 |
3.3% |
0.44 |
0.4% |
85% |
True |
False |
1,641 |
| 60 |
113.29 |
109.30 |
3.99 |
3.5% |
0.31 |
0.3% |
78% |
False |
False |
1,319 |
| 80 |
114.03 |
109.30 |
4.73 |
4.2% |
0.23 |
0.2% |
66% |
False |
False |
1,127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.51 |
|
2.618 |
114.53 |
|
1.618 |
113.93 |
|
1.000 |
113.56 |
|
0.618 |
113.33 |
|
HIGH |
112.96 |
|
0.618 |
112.73 |
|
0.500 |
112.66 |
|
0.382 |
112.59 |
|
LOW |
112.36 |
|
0.618 |
111.99 |
|
1.000 |
111.76 |
|
1.618 |
111.39 |
|
2.618 |
110.79 |
|
4.250 |
109.81 |
|
|
| Fisher Pivots for day following 01-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
112.66 |
112.57 |
| PP |
112.58 |
112.51 |
| S1 |
112.49 |
112.46 |
|