Euro Bund Future December 2008
Trading Metrics calculated at close of trading on 27-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2008 |
27-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
110.20 |
111.18 |
0.98 |
0.9% |
110.36 |
High |
111.14 |
111.18 |
0.04 |
0.0% |
111.18 |
Low |
110.17 |
110.84 |
0.67 |
0.6% |
110.01 |
Close |
110.93 |
111.07 |
0.14 |
0.1% |
111.07 |
Range |
0.97 |
0.34 |
-0.63 |
-64.9% |
1.17 |
ATR |
0.47 |
0.46 |
-0.01 |
-2.0% |
0.00 |
Volume |
241 |
201 |
-40 |
-16.6% |
539 |
|
Daily Pivots for day following 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112.05 |
111.90 |
111.26 |
|
R3 |
111.71 |
111.56 |
111.16 |
|
R2 |
111.37 |
111.37 |
111.13 |
|
R1 |
111.22 |
111.22 |
111.10 |
111.13 |
PP |
111.03 |
111.03 |
111.03 |
110.98 |
S1 |
110.88 |
110.88 |
111.04 |
110.79 |
S2 |
110.69 |
110.69 |
111.01 |
|
S3 |
110.35 |
110.54 |
110.98 |
|
S4 |
110.01 |
110.20 |
110.88 |
|
|
Weekly Pivots for week ending 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114.26 |
113.84 |
111.71 |
|
R3 |
113.09 |
112.67 |
111.39 |
|
R2 |
111.92 |
111.92 |
111.28 |
|
R1 |
111.50 |
111.50 |
111.18 |
111.71 |
PP |
110.75 |
110.75 |
110.75 |
110.86 |
S1 |
110.33 |
110.33 |
110.96 |
110.54 |
S2 |
109.58 |
109.58 |
110.86 |
|
S3 |
108.41 |
109.16 |
110.75 |
|
S4 |
107.24 |
107.99 |
110.43 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
112.63 |
2.618 |
112.07 |
1.618 |
111.73 |
1.000 |
111.52 |
0.618 |
111.39 |
HIGH |
111.18 |
0.618 |
111.05 |
0.500 |
111.01 |
0.382 |
110.97 |
LOW |
110.84 |
0.618 |
110.63 |
1.000 |
110.50 |
1.618 |
110.29 |
2.618 |
109.95 |
4.250 |
109.40 |
|
|
Fisher Pivots for day following 27-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
111.05 |
110.91 |
PP |
111.03 |
110.75 |
S1 |
111.01 |
110.60 |
|