Euro Bund Future December 2008
Trading Metrics calculated at close of trading on 09-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2008 |
09-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
111.20 |
112.98 |
1.78 |
1.6% |
111.98 |
High |
111.35 |
112.98 |
1.63 |
1.5% |
111.98 |
Low |
111.10 |
110.98 |
-0.12 |
-0.1% |
110.99 |
Close |
111.60 |
111.05 |
-0.55 |
-0.5% |
111.60 |
Range |
0.25 |
2.00 |
1.75 |
700.0% |
0.99 |
ATR |
0.35 |
0.47 |
0.12 |
33.3% |
0.00 |
Volume |
5 |
123 |
118 |
2,360.0% |
127 |
|
Daily Pivots for day following 09-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117.67 |
116.36 |
112.15 |
|
R3 |
115.67 |
114.36 |
111.60 |
|
R2 |
113.67 |
113.67 |
111.42 |
|
R1 |
112.36 |
112.36 |
111.23 |
112.02 |
PP |
111.67 |
111.67 |
111.67 |
111.50 |
S1 |
110.36 |
110.36 |
110.87 |
110.02 |
S2 |
109.67 |
109.67 |
110.68 |
|
S3 |
107.67 |
108.36 |
110.50 |
|
S4 |
105.67 |
106.36 |
109.95 |
|
|
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 |
121.48 |
2.618 |
118.22 |
1.618 |
116.22 |
1.000 |
114.98 |
0.618 |
114.22 |
HIGH |
112.98 |
0.618 |
112.22 |
0.500 |
111.98 |
0.382 |
111.74 |
LOW |
110.98 |
0.618 |
109.74 |
1.000 |
108.98 |
1.618 |
107.74 |
2.618 |
105.74 |
4.250 |
102.48 |
|
|
Fisher Pivots for day following 09-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
111.98 |
111.98 |
PP |
111.67 |
111.67 |
S1 |
111.36 |
111.36 |
|