Euro Bund Future March 2008
Trading Metrics calculated at close of trading on 01-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2007 |
01-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
112.52 |
112.56 |
0.04 |
0.0% |
111.70 |
High |
112.52 |
112.56 |
0.04 |
0.0% |
112.68 |
Low |
112.52 |
112.56 |
0.04 |
0.0% |
111.70 |
Close |
112.52 |
112.56 |
0.04 |
0.0% |
112.68 |
Range |
|
|
|
|
|
ATR |
0.26 |
0.25 |
-0.02 |
-6.1% |
0.00 |
Volume |
1,334 |
1,058 |
-276 |
-20.7% |
3,225 |
|
Daily Pivots for day following 01-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112.56 |
112.56 |
112.56 |
|
R3 |
112.56 |
112.56 |
112.56 |
|
R2 |
112.56 |
112.56 |
112.56 |
|
R1 |
112.56 |
112.56 |
112.56 |
112.56 |
PP |
112.56 |
112.56 |
112.56 |
112.56 |
S1 |
112.56 |
112.56 |
112.56 |
112.56 |
S2 |
112.56 |
112.56 |
112.56 |
|
S3 |
112.56 |
112.56 |
112.56 |
|
S4 |
112.56 |
112.56 |
112.56 |
|
|
Weekly Pivots for week ending 27-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115.29 |
114.97 |
113.22 |
|
R3 |
114.31 |
113.99 |
112.95 |
|
R2 |
113.33 |
113.33 |
112.86 |
|
R1 |
113.01 |
113.01 |
112.77 |
113.17 |
PP |
112.35 |
112.35 |
112.35 |
112.44 |
S1 |
112.03 |
112.03 |
112.59 |
112.19 |
S2 |
111.37 |
111.37 |
112.50 |
|
S3 |
110.39 |
111.05 |
112.41 |
|
S4 |
109.41 |
110.07 |
112.14 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
112.56 |
2.618 |
112.56 |
1.618 |
112.56 |
1.000 |
112.56 |
0.618 |
112.56 |
HIGH |
112.56 |
0.618 |
112.56 |
0.500 |
112.56 |
0.382 |
112.56 |
LOW |
112.56 |
0.618 |
112.56 |
1.000 |
112.56 |
1.618 |
112.56 |
2.618 |
112.56 |
4.250 |
112.56 |
|
|
Fisher Pivots for day following 01-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
112.56 |
112.72 |
PP |
112.56 |
112.67 |
S1 |
112.56 |
112.61 |
|