Euro Bund Future December 2008
Trading Metrics calculated at close of trading on 11-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2008 |
11-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
110.97 |
110.61 |
-0.36 |
-0.3% |
111.98 |
High |
111.07 |
111.00 |
-0.07 |
-0.1% |
111.98 |
Low |
110.60 |
110.31 |
-0.29 |
-0.3% |
110.99 |
Close |
110.89 |
110.59 |
-0.30 |
-0.3% |
111.60 |
Range |
0.47 |
0.69 |
0.22 |
46.8% |
0.99 |
ATR |
0.47 |
0.49 |
0.02 |
3.3% |
0.00 |
Volume |
227 |
284 |
57 |
25.1% |
127 |
|
Daily Pivots for day following 11-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112.70 |
112.34 |
110.97 |
|
R3 |
112.01 |
111.65 |
110.78 |
|
R2 |
111.32 |
111.32 |
110.72 |
|
R1 |
110.96 |
110.96 |
110.65 |
110.80 |
PP |
110.63 |
110.63 |
110.63 |
110.55 |
S1 |
110.27 |
110.27 |
110.53 |
110.11 |
S2 |
109.94 |
109.94 |
110.46 |
|
S3 |
109.25 |
109.58 |
110.40 |
|
S4 |
108.56 |
108.89 |
110.21 |
|
|
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 |
113.93 |
2.618 |
112.81 |
1.618 |
112.12 |
1.000 |
111.69 |
0.618 |
111.43 |
HIGH |
111.00 |
0.618 |
110.74 |
0.500 |
110.66 |
0.382 |
110.57 |
LOW |
110.31 |
0.618 |
109.88 |
1.000 |
109.62 |
1.618 |
109.19 |
2.618 |
108.50 |
4.250 |
107.38 |
|
|
Fisher Pivots for day following 11-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
110.66 |
111.65 |
PP |
110.63 |
111.29 |
S1 |
110.61 |
110.94 |
|