Euro Bund Future March 2008
Trading Metrics calculated at close of trading on 28-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2007 |
28-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
110.47 |
110.39 |
-0.08 |
-0.1% |
109.45 |
High |
110.47 |
110.39 |
-0.08 |
-0.1% |
109.78 |
Low |
110.47 |
110.39 |
-0.08 |
-0.1% |
109.45 |
Close |
110.47 |
110.60 |
0.13 |
0.1% |
109.51 |
Range |
|
|
|
|
|
ATR |
0.18 |
0.18 |
-0.01 |
-4.0% |
0.00 |
Volume |
976 |
892 |
-84 |
-8.6% |
3,460 |
|
Daily Pivots for day following 28-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110.46 |
110.53 |
110.60 |
|
R3 |
110.46 |
110.53 |
110.60 |
|
R2 |
110.46 |
110.46 |
110.60 |
|
R1 |
110.53 |
110.53 |
110.60 |
110.50 |
PP |
110.46 |
110.46 |
110.46 |
110.44 |
S1 |
110.53 |
110.53 |
110.60 |
110.50 |
S2 |
110.46 |
110.46 |
110.60 |
|
S3 |
110.46 |
110.53 |
110.60 |
|
S4 |
110.46 |
110.53 |
110.60 |
|
|
Weekly Pivots for week ending 22-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110.57 |
110.37 |
109.69 |
|
R3 |
110.24 |
110.04 |
109.60 |
|
R2 |
109.91 |
109.91 |
109.57 |
|
R1 |
109.71 |
109.71 |
109.54 |
109.81 |
PP |
109.58 |
109.58 |
109.58 |
109.63 |
S1 |
109.38 |
109.38 |
109.48 |
109.48 |
S2 |
109.25 |
109.25 |
109.45 |
|
S3 |
108.92 |
109.05 |
109.42 |
|
S4 |
108.59 |
108.72 |
109.33 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
110.39 |
2.618 |
110.39 |
1.618 |
110.39 |
1.000 |
110.39 |
0.618 |
110.39 |
HIGH |
110.39 |
0.618 |
110.39 |
0.500 |
110.39 |
0.382 |
110.39 |
LOW |
110.39 |
0.618 |
110.39 |
1.000 |
110.39 |
1.618 |
110.39 |
2.618 |
110.39 |
4.250 |
110.39 |
|
|
Fisher Pivots for day following 28-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
110.53 |
110.49 |
PP |
110.46 |
110.37 |
S1 |
110.39 |
110.26 |
|