Euro Bund Future December 2007
Trading Metrics calculated at close of trading on 02-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2007 |
02-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
112.85 |
112.14 |
-0.71 |
-0.6% |
111.51 |
High |
112.96 |
112.25 |
-0.71 |
-0.6% |
112.69 |
Low |
112.36 |
112.03 |
-0.33 |
-0.3% |
111.41 |
Close |
112.41 |
112.17 |
-0.24 |
-0.2% |
112.52 |
Range |
0.60 |
0.22 |
-0.38 |
-63.3% |
1.28 |
ATR |
0.50 |
0.49 |
-0.01 |
-1.7% |
0.00 |
Volume |
8,240 |
1,163 |
-7,077 |
-85.9% |
12,233 |
|
Daily Pivots for day following 02-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112.81 |
112.71 |
112.29 |
|
R3 |
112.59 |
112.49 |
112.23 |
|
R2 |
112.37 |
112.37 |
112.21 |
|
R1 |
112.27 |
112.27 |
112.19 |
112.32 |
PP |
112.15 |
112.15 |
112.15 |
112.18 |
S1 |
112.05 |
112.05 |
112.15 |
112.10 |
S2 |
111.93 |
111.93 |
112.13 |
|
S3 |
111.71 |
111.83 |
112.11 |
|
S4 |
111.49 |
111.61 |
112.05 |
|
|
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 |
112.03 |
0.93 |
0.8% |
0.43 |
0.4% |
15% |
False |
True |
3,899 |
10 |
112.96 |
110.72 |
2.24 |
2.0% |
0.49 |
0.4% |
65% |
False |
False |
2,758 |
20 |
112.96 |
109.40 |
3.56 |
3.2% |
0.47 |
0.4% |
78% |
False |
False |
1,870 |
40 |
112.96 |
109.30 |
3.66 |
3.3% |
0.43 |
0.4% |
78% |
False |
False |
1,622 |
60 |
113.29 |
109.30 |
3.99 |
3.6% |
0.32 |
0.3% |
72% |
False |
False |
1,321 |
80 |
113.90 |
109.30 |
4.60 |
4.1% |
0.24 |
0.2% |
62% |
False |
False |
1,134 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113.19 |
2.618 |
112.83 |
1.618 |
112.61 |
1.000 |
112.47 |
0.618 |
112.39 |
HIGH |
112.25 |
0.618 |
112.17 |
0.500 |
112.14 |
0.382 |
112.11 |
LOW |
112.03 |
0.618 |
111.89 |
1.000 |
111.81 |
1.618 |
111.67 |
2.618 |
111.45 |
4.250 |
111.10 |
|
|
Fisher Pivots for day following 02-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
112.16 |
112.50 |
PP |
112.15 |
112.39 |
S1 |
112.14 |
112.28 |
|