Euro Bund Future December 2007
| Trading Metrics calculated at close of trading on 26-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2007 |
26-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
110.07 |
110.14 |
0.07 |
0.1% |
109.72 |
| High |
110.14 |
110.23 |
0.09 |
0.1% |
110.36 |
| Low |
109.98 |
110.14 |
0.16 |
0.1% |
109.53 |
| Close |
109.99 |
110.19 |
0.20 |
0.2% |
109.70 |
| Range |
0.16 |
0.09 |
-0.07 |
-43.8% |
0.83 |
| ATR |
0.37 |
0.36 |
-0.01 |
-2.5% |
0.00 |
| Volume |
27 |
27 |
0 |
0.0% |
963 |
|
| Daily Pivots for day following 26-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.46 |
110.41 |
110.24 |
|
| R3 |
110.37 |
110.32 |
110.21 |
|
| R2 |
110.28 |
110.28 |
110.21 |
|
| R1 |
110.23 |
110.23 |
110.20 |
110.26 |
| PP |
110.19 |
110.19 |
110.19 |
110.20 |
| S1 |
110.14 |
110.14 |
110.18 |
110.17 |
| S2 |
110.10 |
110.10 |
110.17 |
|
| S3 |
110.01 |
110.05 |
110.17 |
|
| S4 |
109.92 |
109.96 |
110.14 |
|
|
| Weekly Pivots for week ending 22-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.35 |
111.86 |
110.16 |
|
| R3 |
111.52 |
111.03 |
109.93 |
|
| R2 |
110.69 |
110.69 |
109.85 |
|
| R1 |
110.20 |
110.20 |
109.78 |
110.03 |
| PP |
109.86 |
109.86 |
109.86 |
109.78 |
| S1 |
109.37 |
109.37 |
109.62 |
109.20 |
| S2 |
109.03 |
109.03 |
109.55 |
|
| S3 |
108.20 |
108.54 |
109.47 |
|
| S4 |
107.37 |
107.71 |
109.24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110.36 |
109.55 |
0.81 |
0.7% |
0.33 |
0.3% |
79% |
False |
False |
159 |
| 10 |
110.36 |
109.30 |
1.06 |
1.0% |
0.37 |
0.3% |
84% |
False |
False |
459 |
| 20 |
111.94 |
109.30 |
2.64 |
2.4% |
0.33 |
0.3% |
34% |
False |
False |
1,198 |
| 40 |
113.69 |
109.30 |
4.39 |
4.0% |
0.17 |
0.2% |
20% |
False |
False |
782 |
| 60 |
114.71 |
109.30 |
5.41 |
4.9% |
0.11 |
0.1% |
16% |
False |
False |
719 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.61 |
|
2.618 |
110.47 |
|
1.618 |
110.38 |
|
1.000 |
110.32 |
|
0.618 |
110.29 |
|
HIGH |
110.23 |
|
0.618 |
110.20 |
|
0.500 |
110.19 |
|
0.382 |
110.17 |
|
LOW |
110.14 |
|
0.618 |
110.08 |
|
1.000 |
110.05 |
|
1.618 |
109.99 |
|
2.618 |
109.90 |
|
4.250 |
109.76 |
|
|
| Fisher Pivots for day following 26-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
110.19 |
110.10 |
| PP |
110.19 |
110.01 |
| S1 |
110.19 |
109.92 |
|