Euro Bund Future December 2008
Trading Metrics calculated at close of trading on 19-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2008 |
19-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
109.95 |
110.17 |
0.22 |
0.2% |
112.98 |
High |
110.03 |
110.33 |
0.30 |
0.3% |
112.98 |
Low |
109.95 |
109.40 |
-0.55 |
-0.5% |
109.65 |
Close |
109.98 |
109.52 |
-0.46 |
-0.4% |
109.60 |
Range |
0.08 |
0.93 |
0.85 |
1,062.5% |
3.33 |
ATR |
0.43 |
0.47 |
0.04 |
8.2% |
0.00 |
Volume |
1,772 |
121 |
-1,651 |
-93.2% |
701 |
|
Daily Pivots for day following 19-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112.54 |
111.96 |
110.03 |
|
R3 |
111.61 |
111.03 |
109.78 |
|
R2 |
110.68 |
110.68 |
109.69 |
|
R1 |
110.10 |
110.10 |
109.61 |
109.93 |
PP |
109.75 |
109.75 |
109.75 |
109.66 |
S1 |
109.17 |
109.17 |
109.43 |
109.00 |
S2 |
108.82 |
108.82 |
109.35 |
|
S3 |
107.89 |
108.24 |
109.26 |
|
S4 |
106.96 |
107.31 |
109.01 |
|
|
Weekly Pivots for week ending 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120.73 |
118.50 |
111.43 |
|
R3 |
117.40 |
115.17 |
110.52 |
|
R2 |
114.07 |
114.07 |
110.21 |
|
R1 |
111.84 |
111.84 |
109.91 |
111.29 |
PP |
110.74 |
110.74 |
110.74 |
110.47 |
S1 |
108.51 |
108.51 |
109.29 |
107.96 |
S2 |
107.41 |
107.41 |
108.99 |
|
S3 |
104.08 |
105.18 |
108.68 |
|
S4 |
100.75 |
101.85 |
107.77 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
114.28 |
2.618 |
112.76 |
1.618 |
111.83 |
1.000 |
111.26 |
0.618 |
110.90 |
HIGH |
110.33 |
0.618 |
109.97 |
0.500 |
109.87 |
0.382 |
109.76 |
LOW |
109.40 |
0.618 |
108.83 |
1.000 |
108.47 |
1.618 |
107.90 |
2.618 |
106.97 |
4.250 |
105.45 |
|
|
Fisher Pivots for day following 19-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
109.87 |
109.87 |
PP |
109.75 |
109.75 |
S1 |
109.64 |
109.64 |
|