Euro Bund Future December 2007
Trading Metrics calculated at close of trading on 07-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2007 |
07-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
112.81 |
112.27 |
-0.54 |
-0.5% |
112.50 |
High |
112.82 |
112.40 |
-0.42 |
-0.4% |
112.96 |
Low |
112.37 |
112.23 |
-0.14 |
-0.1% |
112.03 |
Close |
112.58 |
112.39 |
-0.19 |
-0.2% |
112.58 |
Range |
0.45 |
0.17 |
-0.28 |
-62.2% |
0.93 |
ATR |
0.49 |
0.48 |
-0.01 |
-2.0% |
0.00 |
Volume |
2,692 |
928 |
-1,764 |
-65.5% |
13,970 |
|
Daily Pivots for day following 07-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112.85 |
112.79 |
112.48 |
|
R3 |
112.68 |
112.62 |
112.44 |
|
R2 |
112.51 |
112.51 |
112.42 |
|
R1 |
112.45 |
112.45 |
112.41 |
112.48 |
PP |
112.34 |
112.34 |
112.34 |
112.36 |
S1 |
112.28 |
112.28 |
112.37 |
112.31 |
S2 |
112.17 |
112.17 |
112.36 |
|
S3 |
112.00 |
112.11 |
112.34 |
|
S4 |
111.83 |
111.94 |
112.30 |
|
|
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% |
0.39 |
0.3% |
39% |
False |
False |
2,656 |
10 |
112.96 |
111.69 |
1.27 |
1.1% |
0.44 |
0.4% |
55% |
False |
False |
2,529 |
20 |
112.96 |
109.73 |
3.23 |
2.9% |
0.47 |
0.4% |
82% |
False |
False |
1,860 |
40 |
112.96 |
109.30 |
3.66 |
3.3% |
0.43 |
0.4% |
84% |
False |
False |
1,483 |
60 |
112.96 |
109.30 |
3.66 |
3.3% |
0.34 |
0.3% |
84% |
False |
False |
1,359 |
80 |
113.69 |
109.30 |
4.39 |
3.9% |
0.25 |
0.2% |
70% |
False |
False |
1,161 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113.12 |
2.618 |
112.85 |
1.618 |
112.68 |
1.000 |
112.57 |
0.618 |
112.51 |
HIGH |
112.40 |
0.618 |
112.34 |
0.500 |
112.32 |
0.382 |
112.29 |
LOW |
112.23 |
0.618 |
112.12 |
1.000 |
112.06 |
1.618 |
111.95 |
2.618 |
111.78 |
4.250 |
111.51 |
|
|
Fisher Pivots for day following 07-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
112.37 |
112.49 |
PP |
112.34 |
112.45 |
S1 |
112.32 |
112.42 |
|