Euro Bund Future December 2007
Trading Metrics calculated at close of trading on 03-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2007 |
03-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
112.14 |
112.15 |
0.01 |
0.0% |
112.50 |
High |
112.25 |
112.67 |
0.42 |
0.4% |
112.96 |
Low |
112.03 |
112.15 |
0.12 |
0.1% |
112.03 |
Close |
112.17 |
112.58 |
0.41 |
0.4% |
112.58 |
Range |
0.22 |
0.52 |
0.30 |
136.4% |
0.93 |
ATR |
0.49 |
0.49 |
0.00 |
0.5% |
0.00 |
Volume |
1,163 |
257 |
-906 |
-77.9% |
13,970 |
|
Daily Pivots for day following 03-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114.03 |
113.82 |
112.87 |
|
R3 |
113.51 |
113.30 |
112.72 |
|
R2 |
112.99 |
112.99 |
112.68 |
|
R1 |
112.78 |
112.78 |
112.63 |
112.89 |
PP |
112.47 |
112.47 |
112.47 |
112.52 |
S1 |
112.26 |
112.26 |
112.53 |
112.37 |
S2 |
111.95 |
111.95 |
112.48 |
|
S3 |
111.43 |
111.74 |
112.44 |
|
S4 |
110.91 |
111.22 |
112.29 |
|
|
Weekly Pivots for week ending 03-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115.31 |
114.88 |
113.09 |
|
R3 |
114.38 |
113.95 |
112.84 |
|
R2 |
113.45 |
113.45 |
112.75 |
|
R1 |
113.02 |
113.02 |
112.67 |
113.24 |
PP |
112.52 |
112.52 |
112.52 |
112.63 |
S1 |
112.09 |
112.09 |
112.49 |
112.31 |
S2 |
111.59 |
111.59 |
112.41 |
|
S3 |
110.66 |
111.16 |
112.32 |
|
S4 |
109.73 |
110.23 |
112.07 |
|
|
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% |
0.47 |
0.4% |
59% |
False |
False |
2,794 |
10 |
112.96 |
111.41 |
1.55 |
1.4% |
0.45 |
0.4% |
75% |
False |
False |
2,620 |
20 |
112.96 |
109.40 |
3.56 |
3.2% |
0.48 |
0.4% |
89% |
False |
False |
1,752 |
40 |
112.96 |
109.30 |
3.66 |
3.3% |
0.43 |
0.4% |
90% |
False |
False |
1,561 |
60 |
113.29 |
109.30 |
3.99 |
3.5% |
0.33 |
0.3% |
82% |
False |
False |
1,307 |
80 |
113.69 |
109.30 |
4.39 |
3.9% |
0.24 |
0.2% |
75% |
False |
False |
1,130 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114.88 |
2.618 |
114.03 |
1.618 |
113.51 |
1.000 |
113.19 |
0.618 |
112.99 |
HIGH |
112.67 |
0.618 |
112.47 |
0.500 |
112.41 |
0.382 |
112.35 |
LOW |
112.15 |
0.618 |
111.83 |
1.000 |
111.63 |
1.618 |
111.31 |
2.618 |
110.79 |
4.250 |
109.94 |
|
|
Fisher Pivots for day following 03-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
112.52 |
112.55 |
PP |
112.47 |
112.52 |
S1 |
112.41 |
112.50 |
|