Euro Bund Future December 2008
Trading Metrics calculated at close of trading on 02-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2008 |
02-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
110.17 |
109.67 |
-0.50 |
-0.5% |
110.36 |
High |
110.84 |
109.96 |
-0.88 |
-0.8% |
111.18 |
Low |
110.17 |
109.59 |
-0.58 |
-0.5% |
110.01 |
Close |
110.10 |
109.87 |
-0.23 |
-0.2% |
111.07 |
Range |
0.67 |
0.37 |
-0.30 |
-44.8% |
1.17 |
ATR |
0.50 |
0.50 |
0.00 |
0.1% |
0.00 |
Volume |
107 |
353 |
246 |
229.9% |
539 |
|
Daily Pivots for day following 02-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110.92 |
110.76 |
110.07 |
|
R3 |
110.55 |
110.39 |
109.97 |
|
R2 |
110.18 |
110.18 |
109.94 |
|
R1 |
110.02 |
110.02 |
109.90 |
110.10 |
PP |
109.81 |
109.81 |
109.81 |
109.85 |
S1 |
109.65 |
109.65 |
109.84 |
109.73 |
S2 |
109.44 |
109.44 |
109.80 |
|
S3 |
109.07 |
109.28 |
109.77 |
|
S4 |
108.70 |
108.91 |
109.67 |
|
|
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 |
111.53 |
2.618 |
110.93 |
1.618 |
110.56 |
1.000 |
110.33 |
0.618 |
110.19 |
HIGH |
109.96 |
0.618 |
109.82 |
0.500 |
109.78 |
0.382 |
109.73 |
LOW |
109.59 |
0.618 |
109.36 |
1.000 |
109.22 |
1.618 |
108.99 |
2.618 |
108.62 |
4.250 |
108.02 |
|
|
Fisher Pivots for day following 02-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
109.84 |
110.22 |
PP |
109.81 |
110.10 |
S1 |
109.78 |
109.99 |
|