Euro Bund Future March 2008
| Trading Metrics calculated at close of trading on 23-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2007 |
23-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
111.63 |
111.70 |
0.07 |
0.1% |
110.34 |
| High |
111.63 |
111.70 |
0.07 |
0.1% |
111.63 |
| Low |
111.63 |
111.70 |
0.07 |
0.1% |
110.17 |
| Close |
111.63 |
111.70 |
0.07 |
0.1% |
111.63 |
| Range |
|
|
|
|
|
| ATR |
0.27 |
0.25 |
-0.01 |
-5.3% |
0.00 |
| Volume |
127 |
40 |
-87 |
-68.5% |
3,544 |
|
| Daily Pivots for day following 23-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.70 |
111.70 |
111.70 |
|
| R3 |
111.70 |
111.70 |
111.70 |
|
| R2 |
111.70 |
111.70 |
111.70 |
|
| R1 |
111.70 |
111.70 |
111.70 |
111.70 |
| PP |
111.70 |
111.70 |
111.70 |
111.70 |
| S1 |
111.70 |
111.70 |
111.70 |
111.70 |
| S2 |
111.70 |
111.70 |
111.70 |
|
| S3 |
111.70 |
111.70 |
111.70 |
|
| S4 |
111.70 |
111.70 |
111.70 |
|
|
| Weekly Pivots for week ending 20-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.52 |
115.04 |
112.43 |
|
| R3 |
114.06 |
113.58 |
112.03 |
|
| R2 |
112.60 |
112.60 |
111.90 |
|
| R1 |
112.12 |
112.12 |
111.76 |
112.36 |
| PP |
111.14 |
111.14 |
111.14 |
111.27 |
| S1 |
110.66 |
110.66 |
111.50 |
110.90 |
| S2 |
109.68 |
109.68 |
111.36 |
|
| S3 |
108.22 |
109.20 |
111.23 |
|
| S4 |
106.76 |
107.74 |
110.83 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.70 |
|
2.618 |
111.70 |
|
1.618 |
111.70 |
|
1.000 |
111.70 |
|
0.618 |
111.70 |
|
HIGH |
111.70 |
|
0.618 |
111.70 |
|
0.500 |
111.70 |
|
0.382 |
111.70 |
|
LOW |
111.70 |
|
0.618 |
111.70 |
|
1.000 |
111.70 |
|
1.618 |
111.70 |
|
2.618 |
111.70 |
|
4.250 |
111.70 |
|
|
| Fisher Pivots for day following 23-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
111.70 |
111.55 |
| PP |
111.70 |
111.40 |
| S1 |
111.70 |
111.25 |
|