Euro Bund Future December 2008
Trading Metrics calculated at close of trading on 06-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2008 |
06-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
111.53 |
111.20 |
-0.33 |
-0.3% |
111.98 |
High |
111.53 |
111.35 |
-0.18 |
-0.2% |
111.98 |
Low |
110.99 |
111.10 |
0.11 |
0.1% |
110.99 |
Close |
111.15 |
111.60 |
0.45 |
0.4% |
111.60 |
Range |
0.54 |
0.25 |
-0.29 |
-53.7% |
0.99 |
ATR |
0.36 |
0.35 |
-0.01 |
-2.2% |
0.00 |
Volume |
14 |
5 |
-9 |
-64.3% |
127 |
|
Daily Pivots for day following 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112.10 |
112.10 |
111.74 |
|
R3 |
111.85 |
111.85 |
111.67 |
|
R2 |
111.60 |
111.60 |
111.65 |
|
R1 |
111.60 |
111.60 |
111.62 |
111.60 |
PP |
111.35 |
111.35 |
111.35 |
111.35 |
S1 |
111.35 |
111.35 |
111.58 |
111.35 |
S2 |
111.10 |
111.10 |
111.55 |
|
S3 |
110.85 |
111.10 |
111.53 |
|
S4 |
110.60 |
110.85 |
111.46 |
|
|
Weekly Pivots for week ending 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114.49 |
114.04 |
112.14 |
|
R3 |
113.50 |
113.05 |
111.87 |
|
R2 |
112.51 |
112.51 |
111.78 |
|
R1 |
112.06 |
112.06 |
111.69 |
111.79 |
PP |
111.52 |
111.52 |
111.52 |
111.39 |
S1 |
111.07 |
111.07 |
111.51 |
110.80 |
S2 |
110.53 |
110.53 |
111.42 |
|
S3 |
109.54 |
110.08 |
111.33 |
|
S4 |
108.55 |
109.09 |
111.06 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
112.41 |
2.618 |
112.00 |
1.618 |
111.75 |
1.000 |
111.60 |
0.618 |
111.50 |
HIGH |
111.35 |
0.618 |
111.25 |
0.500 |
111.23 |
0.382 |
111.20 |
LOW |
111.10 |
0.618 |
110.95 |
1.000 |
110.85 |
1.618 |
110.70 |
2.618 |
110.45 |
4.250 |
110.04 |
|
|
Fisher Pivots for day following 06-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
111.48 |
111.53 |
PP |
111.35 |
111.47 |
S1 |
111.23 |
111.40 |
|