Euro Bund Future March 2008
Trading Metrics calculated at close of trading on 19-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2007 |
19-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
110.60 |
110.80 |
0.20 |
0.2% |
109.74 |
High |
110.60 |
110.80 |
0.20 |
0.2% |
110.37 |
Low |
110.60 |
110.80 |
0.20 |
0.2% |
109.74 |
Close |
110.69 |
110.80 |
0.11 |
0.1% |
109.97 |
Range |
|
|
|
|
|
ATR |
0.23 |
0.22 |
-0.01 |
-3.8% |
0.00 |
Volume |
10 |
675 |
665 |
6,650.0% |
1,449 |
|
Daily Pivots for day following 19-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110.80 |
110.80 |
110.80 |
|
R3 |
110.80 |
110.80 |
110.80 |
|
R2 |
110.80 |
110.80 |
110.80 |
|
R1 |
110.80 |
110.80 |
110.80 |
110.80 |
PP |
110.80 |
110.80 |
110.80 |
110.80 |
S1 |
110.80 |
110.80 |
110.80 |
110.80 |
S2 |
110.80 |
110.80 |
110.80 |
|
S3 |
110.80 |
110.80 |
110.80 |
|
S4 |
110.80 |
110.80 |
110.80 |
|
|
Weekly Pivots for week ending 13-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111.92 |
111.57 |
110.32 |
|
R3 |
111.29 |
110.94 |
110.14 |
|
R2 |
110.66 |
110.66 |
110.09 |
|
R1 |
110.31 |
110.31 |
110.03 |
110.49 |
PP |
110.03 |
110.03 |
110.03 |
110.11 |
S1 |
109.68 |
109.68 |
109.91 |
109.86 |
S2 |
109.40 |
109.40 |
109.85 |
|
S3 |
108.77 |
109.05 |
109.80 |
|
S4 |
108.14 |
108.42 |
109.62 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
110.80 |
2.618 |
110.80 |
1.618 |
110.80 |
1.000 |
110.80 |
0.618 |
110.80 |
HIGH |
110.80 |
0.618 |
110.80 |
0.500 |
110.80 |
0.382 |
110.80 |
LOW |
110.80 |
0.618 |
110.80 |
1.000 |
110.80 |
1.618 |
110.80 |
2.618 |
110.80 |
4.250 |
110.80 |
|
|
Fisher Pivots for day following 19-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
110.80 |
110.70 |
PP |
110.80 |
110.59 |
S1 |
110.80 |
110.49 |
|