Euro Bund Future March 2008
| Trading Metrics calculated at close of trading on 21-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2007 |
21-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
109.69 |
109.60 |
-0.09 |
-0.1% |
110.57 |
| High |
109.69 |
109.60 |
-0.09 |
-0.1% |
110.57 |
| Low |
109.69 |
109.60 |
-0.09 |
-0.1% |
109.62 |
| Close |
109.69 |
109.60 |
-0.09 |
-0.1% |
109.62 |
| Range |
|
|
|
|
|
| ATR |
|
|
|
|
|
| Volume |
659 |
493 |
-166 |
-25.2% |
2,651 |
|
| Daily Pivots for day following 21-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.60 |
109.60 |
109.60 |
|
| R3 |
109.60 |
109.60 |
109.60 |
|
| R2 |
109.60 |
109.60 |
109.60 |
|
| R1 |
109.60 |
109.60 |
109.60 |
109.60 |
| PP |
109.60 |
109.60 |
109.60 |
109.60 |
| S1 |
109.60 |
109.60 |
109.60 |
109.60 |
| S2 |
109.60 |
109.60 |
109.60 |
|
| S3 |
109.60 |
109.60 |
109.60 |
|
| S4 |
109.60 |
109.60 |
109.60 |
|
|
| Weekly Pivots for week ending 15-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.79 |
112.15 |
110.14 |
|
| R3 |
111.84 |
111.20 |
109.88 |
|
| R2 |
110.89 |
110.89 |
109.79 |
|
| R1 |
110.25 |
110.25 |
109.71 |
110.10 |
| PP |
109.94 |
109.94 |
109.94 |
109.86 |
| S1 |
109.30 |
109.30 |
109.53 |
109.15 |
| S2 |
108.99 |
108.99 |
109.45 |
|
| S3 |
108.04 |
108.35 |
109.36 |
|
| S4 |
107.09 |
107.40 |
109.10 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.60 |
|
2.618 |
109.60 |
|
1.618 |
109.60 |
|
1.000 |
109.60 |
|
0.618 |
109.60 |
|
HIGH |
109.60 |
|
0.618 |
109.60 |
|
0.500 |
109.60 |
|
0.382 |
109.60 |
|
LOW |
109.60 |
|
0.618 |
109.60 |
|
1.000 |
109.60 |
|
1.618 |
109.60 |
|
2.618 |
109.60 |
|
4.250 |
109.60 |
|
|
| Fisher Pivots for day following 21-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
109.60 |
109.69 |
| PP |
109.60 |
109.66 |
| S1 |
109.60 |
109.63 |
|