Euro Bund Future December 2008
| Trading Metrics calculated at close of trading on 12-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2008 |
12-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
110.61 |
110.31 |
-0.30 |
-0.3% |
111.98 |
| High |
111.00 |
110.31 |
-0.69 |
-0.6% |
111.98 |
| Low |
110.31 |
110.18 |
-0.13 |
-0.1% |
110.99 |
| Close |
110.59 |
110.13 |
-0.46 |
-0.4% |
111.60 |
| Range |
0.69 |
0.13 |
-0.56 |
-81.2% |
0.99 |
| ATR |
0.49 |
0.48 |
-0.01 |
-1.1% |
0.00 |
| Volume |
284 |
65 |
-219 |
-77.1% |
127 |
|
| Daily Pivots for day following 12-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.60 |
110.49 |
110.20 |
|
| R3 |
110.47 |
110.36 |
110.17 |
|
| R2 |
110.34 |
110.34 |
110.15 |
|
| R1 |
110.23 |
110.23 |
110.14 |
110.22 |
| PP |
110.21 |
110.21 |
110.21 |
110.20 |
| S1 |
110.10 |
110.10 |
110.12 |
110.09 |
| S2 |
110.08 |
110.08 |
110.11 |
|
| S3 |
109.95 |
109.97 |
110.09 |
|
| S4 |
109.82 |
109.84 |
110.06 |
|
|
| 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 |
110.86 |
|
2.618 |
110.65 |
|
1.618 |
110.52 |
|
1.000 |
110.44 |
|
0.618 |
110.39 |
|
HIGH |
110.31 |
|
0.618 |
110.26 |
|
0.500 |
110.25 |
|
0.382 |
110.23 |
|
LOW |
110.18 |
|
0.618 |
110.10 |
|
1.000 |
110.05 |
|
1.618 |
109.97 |
|
2.618 |
109.84 |
|
4.250 |
109.63 |
|
|
| Fisher Pivots for day following 12-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
110.25 |
110.63 |
| PP |
110.21 |
110.46 |
| S1 |
110.17 |
110.30 |
|