Euro Bund Future December 2008
| Trading Metrics calculated at close of trading on 30-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2008 |
30-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
111.18 |
110.34 |
-0.84 |
-0.8% |
110.36 |
| High |
111.18 |
110.47 |
-0.71 |
-0.6% |
111.18 |
| Low |
110.84 |
110.29 |
-0.55 |
-0.5% |
110.01 |
| Close |
111.07 |
110.29 |
-0.78 |
-0.7% |
111.07 |
| Range |
0.34 |
0.18 |
-0.16 |
-47.1% |
1.17 |
| ATR |
0.46 |
0.49 |
0.02 |
4.9% |
0.00 |
| Volume |
201 |
370 |
169 |
84.1% |
539 |
|
| Daily Pivots for day following 30-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.89 |
110.77 |
110.39 |
|
| R3 |
110.71 |
110.59 |
110.34 |
|
| R2 |
110.53 |
110.53 |
110.32 |
|
| R1 |
110.41 |
110.41 |
110.31 |
110.38 |
| PP |
110.35 |
110.35 |
110.35 |
110.34 |
| S1 |
110.23 |
110.23 |
110.27 |
110.20 |
| S2 |
110.17 |
110.17 |
110.26 |
|
| S3 |
109.99 |
110.05 |
110.24 |
|
| S4 |
109.81 |
109.87 |
110.19 |
|
|
| 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 |
111.24 |
|
2.618 |
110.94 |
|
1.618 |
110.76 |
|
1.000 |
110.65 |
|
0.618 |
110.58 |
|
HIGH |
110.47 |
|
0.618 |
110.40 |
|
0.500 |
110.38 |
|
0.382 |
110.36 |
|
LOW |
110.29 |
|
0.618 |
110.18 |
|
1.000 |
110.11 |
|
1.618 |
110.00 |
|
2.618 |
109.82 |
|
4.250 |
109.53 |
|
|
| Fisher Pivots for day following 30-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
110.38 |
110.68 |
| PP |
110.35 |
110.55 |
| S1 |
110.32 |
110.42 |
|