Euro Bund Future March 2008
Trading Metrics calculated at close of trading on 10-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2007 |
10-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
109.74 |
109.80 |
0.06 |
0.1% |
111.05 |
High |
109.74 |
109.86 |
0.12 |
0.1% |
111.05 |
Low |
109.74 |
109.80 |
0.06 |
0.1% |
109.67 |
Close |
109.74 |
110.29 |
0.55 |
0.5% |
109.67 |
Range |
0.00 |
0.06 |
0.06 |
|
1.38 |
ATR |
0.23 |
0.22 |
-0.01 |
-3.4% |
0.00 |
Volume |
446 |
49 |
-397 |
-89.0% |
3,297 |
|
Daily Pivots for day following 10-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110.16 |
110.29 |
110.32 |
|
R3 |
110.10 |
110.23 |
110.31 |
|
R2 |
110.04 |
110.04 |
110.30 |
|
R1 |
110.17 |
110.17 |
110.30 |
110.11 |
PP |
109.98 |
109.98 |
109.98 |
109.95 |
S1 |
110.11 |
110.11 |
110.28 |
110.05 |
S2 |
109.92 |
109.92 |
110.28 |
|
S3 |
109.86 |
110.05 |
110.27 |
|
S4 |
109.80 |
109.99 |
110.26 |
|
|
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 |
110.12 |
2.618 |
110.02 |
1.618 |
109.96 |
1.000 |
109.92 |
0.618 |
109.90 |
HIGH |
109.86 |
0.618 |
109.84 |
0.500 |
109.83 |
0.382 |
109.82 |
LOW |
109.80 |
0.618 |
109.76 |
1.000 |
109.74 |
1.618 |
109.70 |
2.618 |
109.64 |
4.250 |
109.55 |
|
|
Fisher Pivots for day following 10-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
110.14 |
110.12 |
PP |
109.98 |
109.94 |
S1 |
109.83 |
109.77 |
|