Euro Bund Future December 2008
| Trading Metrics calculated at close of trading on 23-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2008 |
23-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
109.90 |
110.36 |
0.46 |
0.4% |
109.75 |
| High |
110.00 |
110.38 |
0.38 |
0.3% |
110.33 |
| Low |
109.90 |
110.35 |
0.45 |
0.4% |
109.40 |
| Close |
109.98 |
110.20 |
0.22 |
0.2% |
109.98 |
| Range |
0.10 |
0.03 |
-0.07 |
-70.0% |
0.93 |
| ATR |
0.47 |
0.47 |
-0.01 |
-1.1% |
0.00 |
| Volume |
36 |
5 |
-31 |
-86.1% |
1,987 |
|
| Daily Pivots for day following 23-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.40 |
110.33 |
110.22 |
|
| R3 |
110.37 |
110.30 |
110.21 |
|
| R2 |
110.34 |
110.34 |
110.21 |
|
| R1 |
110.27 |
110.27 |
110.20 |
110.29 |
| PP |
110.31 |
110.31 |
110.31 |
110.32 |
| S1 |
110.24 |
110.24 |
110.20 |
110.26 |
| S2 |
110.28 |
110.28 |
110.19 |
|
| S3 |
110.25 |
110.21 |
110.19 |
|
| S4 |
110.22 |
110.18 |
110.18 |
|
|
| 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 |
110.51 |
|
2.618 |
110.46 |
|
1.618 |
110.43 |
|
1.000 |
110.41 |
|
0.618 |
110.40 |
|
HIGH |
110.38 |
|
0.618 |
110.37 |
|
0.500 |
110.37 |
|
0.382 |
110.36 |
|
LOW |
110.35 |
|
0.618 |
110.33 |
|
1.000 |
110.32 |
|
1.618 |
110.30 |
|
2.618 |
110.27 |
|
4.250 |
110.22 |
|
|
| Fisher Pivots for day following 23-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
110.37 |
110.10 |
| PP |
110.31 |
109.99 |
| S1 |
110.26 |
109.89 |
|