Euro Bund Future December 2008
Trading Metrics calculated at close of trading on 01-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2008 |
01-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
110.34 |
110.17 |
-0.17 |
-0.2% |
110.36 |
High |
110.47 |
110.84 |
0.37 |
0.3% |
111.18 |
Low |
110.29 |
110.17 |
-0.12 |
-0.1% |
110.01 |
Close |
110.29 |
110.10 |
-0.19 |
-0.2% |
111.07 |
Range |
0.18 |
0.67 |
0.49 |
272.2% |
1.17 |
ATR |
0.49 |
0.50 |
0.01 |
2.7% |
0.00 |
Volume |
370 |
107 |
-263 |
-71.1% |
539 |
|
Daily Pivots for day following 01-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112.38 |
111.91 |
110.47 |
|
R3 |
111.71 |
111.24 |
110.28 |
|
R2 |
111.04 |
111.04 |
110.22 |
|
R1 |
110.57 |
110.57 |
110.16 |
110.47 |
PP |
110.37 |
110.37 |
110.37 |
110.32 |
S1 |
109.90 |
109.90 |
110.04 |
109.80 |
S2 |
109.70 |
109.70 |
109.98 |
|
S3 |
109.03 |
109.23 |
109.92 |
|
S4 |
108.36 |
108.56 |
109.73 |
|
|
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 |
113.69 |
2.618 |
112.59 |
1.618 |
111.92 |
1.000 |
111.51 |
0.618 |
111.25 |
HIGH |
110.84 |
0.618 |
110.58 |
0.500 |
110.51 |
0.382 |
110.43 |
LOW |
110.17 |
0.618 |
109.76 |
1.000 |
109.50 |
1.618 |
109.09 |
2.618 |
108.42 |
4.250 |
107.32 |
|
|
Fisher Pivots for day following 01-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
110.51 |
110.68 |
PP |
110.37 |
110.48 |
S1 |
110.24 |
110.29 |
|