Euro Bund Future March 2008
Trading Metrics calculated at close of trading on 12-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2007 |
12-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
110.37 |
110.07 |
-0.30 |
-0.3% |
111.05 |
High |
110.37 |
110.07 |
-0.30 |
-0.3% |
111.05 |
Low |
110.37 |
110.07 |
-0.30 |
-0.3% |
109.67 |
Close |
110.37 |
110.07 |
-0.30 |
-0.3% |
109.67 |
Range |
|
|
|
|
|
ATR |
0.21 |
0.22 |
0.01 |
3.0% |
0.00 |
Volume |
216 |
227 |
11 |
5.1% |
3,297 |
|
Daily Pivots for day following 12-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110.07 |
110.07 |
110.07 |
|
R3 |
110.07 |
110.07 |
110.07 |
|
R2 |
110.07 |
110.07 |
110.07 |
|
R1 |
110.07 |
110.07 |
110.07 |
110.07 |
PP |
110.07 |
110.07 |
110.07 |
110.07 |
S1 |
110.07 |
110.07 |
110.07 |
110.07 |
S2 |
110.07 |
110.07 |
110.07 |
|
S3 |
110.07 |
110.07 |
110.07 |
|
S4 |
110.07 |
110.07 |
110.07 |
|
|
Weekly Pivots for week ending 06-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114.27 |
113.35 |
110.43 |
|
R3 |
112.89 |
111.97 |
110.05 |
|
R2 |
111.51 |
111.51 |
109.92 |
|
R1 |
110.59 |
110.59 |
109.80 |
110.36 |
PP |
110.13 |
110.13 |
110.13 |
110.02 |
S1 |
109.21 |
109.21 |
109.54 |
108.98 |
S2 |
108.75 |
108.75 |
109.42 |
|
S3 |
107.37 |
107.83 |
109.29 |
|
S4 |
105.99 |
106.45 |
108.91 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
110.07 |
2.618 |
110.07 |
1.618 |
110.07 |
1.000 |
110.07 |
0.618 |
110.07 |
HIGH |
110.07 |
0.618 |
110.07 |
0.500 |
110.07 |
0.382 |
110.07 |
LOW |
110.07 |
0.618 |
110.07 |
1.000 |
110.07 |
1.618 |
110.07 |
2.618 |
110.07 |
4.250 |
110.07 |
|
|
Fisher Pivots for day following 12-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
110.07 |
110.09 |
PP |
110.07 |
110.08 |
S1 |
110.07 |
110.08 |
|