Euro Bund Future December 2008
Trading Metrics calculated at close of trading on 20-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2008 |
20-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
110.17 |
109.90 |
-0.27 |
-0.2% |
109.75 |
High |
110.33 |
110.00 |
-0.33 |
-0.3% |
110.33 |
Low |
109.40 |
109.90 |
0.50 |
0.5% |
109.40 |
Close |
109.52 |
109.98 |
0.46 |
0.4% |
109.98 |
Range |
0.93 |
0.10 |
-0.83 |
-89.2% |
0.93 |
ATR |
0.47 |
0.47 |
0.00 |
0.2% |
0.00 |
Volume |
121 |
36 |
-85 |
-70.2% |
1,987 |
|
Daily Pivots for day following 20-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110.26 |
110.22 |
110.04 |
|
R3 |
110.16 |
110.12 |
110.01 |
|
R2 |
110.06 |
110.06 |
110.00 |
|
R1 |
110.02 |
110.02 |
109.99 |
110.04 |
PP |
109.96 |
109.96 |
109.96 |
109.97 |
S1 |
109.92 |
109.92 |
109.97 |
109.94 |
S2 |
109.86 |
109.86 |
109.96 |
|
S3 |
109.76 |
109.82 |
109.95 |
|
S4 |
109.66 |
109.72 |
109.93 |
|
|
Weekly Pivots for week ending 20-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112.69 |
112.27 |
110.49 |
|
R3 |
111.76 |
111.34 |
110.24 |
|
R2 |
110.83 |
110.83 |
110.15 |
|
R1 |
110.41 |
110.41 |
110.07 |
110.62 |
PP |
109.90 |
109.90 |
109.90 |
110.01 |
S1 |
109.48 |
109.48 |
109.89 |
109.69 |
S2 |
108.97 |
108.97 |
109.81 |
|
S3 |
108.04 |
108.55 |
109.72 |
|
S4 |
107.11 |
107.62 |
109.47 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
110.43 |
2.618 |
110.26 |
1.618 |
110.16 |
1.000 |
110.10 |
0.618 |
110.06 |
HIGH |
110.00 |
0.618 |
109.96 |
0.500 |
109.95 |
0.382 |
109.94 |
LOW |
109.90 |
0.618 |
109.84 |
1.000 |
109.80 |
1.618 |
109.74 |
2.618 |
109.64 |
4.250 |
109.48 |
|
|
Fisher Pivots for day following 20-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
109.97 |
109.94 |
PP |
109.96 |
109.90 |
S1 |
109.95 |
109.87 |
|