Euro Bund Future March 2008
| Trading Metrics calculated at close of trading on 03-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2007 |
03-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
111.05 |
110.60 |
-0.45 |
-0.4% |
109.84 |
| High |
111.05 |
110.60 |
-0.45 |
-0.4% |
110.72 |
| Low |
111.05 |
110.60 |
-0.45 |
-0.4% |
109.84 |
| Close |
111.05 |
110.60 |
-0.45 |
-0.4% |
110.41 |
| Range |
|
|
|
|
|
| ATR |
0.21 |
0.22 |
0.02 |
8.5% |
0.00 |
| Volume |
353 |
894 |
541 |
153.3% |
4,912 |
|
| Daily Pivots for day following 03-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.60 |
110.60 |
110.60 |
|
| R3 |
110.60 |
110.60 |
110.60 |
|
| R2 |
110.60 |
110.60 |
110.60 |
|
| R1 |
110.60 |
110.60 |
110.60 |
110.60 |
| PP |
110.60 |
110.60 |
110.60 |
110.60 |
| S1 |
110.60 |
110.60 |
110.60 |
110.60 |
| S2 |
110.60 |
110.60 |
110.60 |
|
| S3 |
110.60 |
110.60 |
110.60 |
|
| S4 |
110.60 |
110.60 |
110.60 |
|
|
| Weekly Pivots for week ending 29-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.96 |
112.57 |
110.89 |
|
| R3 |
112.08 |
111.69 |
110.65 |
|
| R2 |
111.20 |
111.20 |
110.57 |
|
| R1 |
110.81 |
110.81 |
110.49 |
111.01 |
| PP |
110.32 |
110.32 |
110.32 |
110.42 |
| S1 |
109.93 |
109.93 |
110.33 |
110.13 |
| S2 |
109.44 |
109.44 |
110.25 |
|
| S3 |
108.56 |
109.05 |
110.17 |
|
| S4 |
107.68 |
108.17 |
109.93 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.60 |
|
2.618 |
110.60 |
|
1.618 |
110.60 |
|
1.000 |
110.60 |
|
0.618 |
110.60 |
|
HIGH |
110.60 |
|
0.618 |
110.60 |
|
0.500 |
110.60 |
|
0.382 |
110.60 |
|
LOW |
110.60 |
|
0.618 |
110.60 |
|
1.000 |
110.60 |
|
1.618 |
110.60 |
|
2.618 |
110.60 |
|
4.250 |
110.60 |
|
|
| Fisher Pivots for day following 03-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
110.60 |
110.83 |
| PP |
110.60 |
110.75 |
| S1 |
110.60 |
110.68 |
|