Euro Bund Future March 2008
| Trading Metrics calculated at close of trading on 29-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2007 |
29-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
110.39 |
110.69 |
0.30 |
0.3% |
109.84 |
| High |
110.39 |
110.72 |
0.33 |
0.3% |
110.72 |
| Low |
110.39 |
110.66 |
0.27 |
0.2% |
109.84 |
| Close |
110.60 |
110.41 |
-0.19 |
-0.2% |
110.41 |
| Range |
0.00 |
0.06 |
0.06 |
|
0.88 |
| ATR |
0.18 |
0.17 |
0.00 |
-2.3% |
0.00 |
| Volume |
892 |
280 |
-612 |
-68.6% |
4,912 |
|
| Daily Pivots for day following 29-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.78 |
110.65 |
110.44 |
|
| R3 |
110.72 |
110.59 |
110.43 |
|
| R2 |
110.66 |
110.66 |
110.42 |
|
| R1 |
110.53 |
110.53 |
110.42 |
110.57 |
| PP |
110.60 |
110.60 |
110.60 |
110.61 |
| S1 |
110.47 |
110.47 |
110.40 |
110.51 |
| S2 |
110.54 |
110.54 |
110.40 |
|
| S3 |
110.48 |
110.41 |
110.39 |
|
| S4 |
110.42 |
110.35 |
110.38 |
|
|
| Weekly Pivots for week ending 29-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.96 |
112.57 |
110.89 |
|
| R3 |
112.08 |
111.69 |
110.65 |
|
| R2 |
111.20 |
111.20 |
110.57 |
|
| R1 |
110.81 |
110.81 |
110.49 |
111.01 |
| PP |
110.32 |
110.32 |
110.32 |
110.42 |
| S1 |
109.93 |
109.93 |
110.33 |
110.13 |
| S2 |
109.44 |
109.44 |
110.25 |
|
| S3 |
108.56 |
109.05 |
110.17 |
|
| S4 |
107.68 |
108.17 |
109.93 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.98 |
|
2.618 |
110.88 |
|
1.618 |
110.82 |
|
1.000 |
110.78 |
|
0.618 |
110.76 |
|
HIGH |
110.72 |
|
0.618 |
110.70 |
|
0.500 |
110.69 |
|
0.382 |
110.68 |
|
LOW |
110.66 |
|
0.618 |
110.62 |
|
1.000 |
110.60 |
|
1.618 |
110.56 |
|
2.618 |
110.50 |
|
4.250 |
110.41 |
|
|
| Fisher Pivots for day following 29-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
110.69 |
110.56 |
| PP |
110.60 |
110.51 |
| S1 |
110.50 |
110.46 |
|