Euro Bund Future December 2008
Trading Metrics calculated at close of trading on 03-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2008 |
03-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
109.67 |
109.94 |
0.27 |
0.2% |
110.36 |
High |
109.96 |
110.81 |
0.85 |
0.8% |
111.18 |
Low |
109.59 |
109.64 |
0.05 |
0.0% |
110.01 |
Close |
109.87 |
110.54 |
0.67 |
0.6% |
111.07 |
Range |
0.37 |
1.17 |
0.80 |
216.2% |
1.17 |
ATR |
0.50 |
0.55 |
0.05 |
9.5% |
0.00 |
Volume |
353 |
301 |
-52 |
-14.7% |
539 |
|
Daily Pivots for day following 03-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.84 |
113.36 |
111.18 |
|
R3 |
112.67 |
112.19 |
110.86 |
|
R2 |
111.50 |
111.50 |
110.75 |
|
R1 |
111.02 |
111.02 |
110.65 |
111.26 |
PP |
110.33 |
110.33 |
110.33 |
110.45 |
S1 |
109.85 |
109.85 |
110.43 |
110.09 |
S2 |
109.16 |
109.16 |
110.33 |
|
S3 |
107.99 |
108.68 |
110.22 |
|
S4 |
106.82 |
107.51 |
109.90 |
|
|
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 |
115.78 |
2.618 |
113.87 |
1.618 |
112.70 |
1.000 |
111.98 |
0.618 |
111.53 |
HIGH |
110.81 |
0.618 |
110.36 |
0.500 |
110.23 |
0.382 |
110.09 |
LOW |
109.64 |
0.618 |
108.92 |
1.000 |
108.47 |
1.618 |
107.75 |
2.618 |
106.58 |
4.250 |
104.67 |
|
|
Fisher Pivots for day following 03-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
110.44 |
110.43 |
PP |
110.33 |
110.32 |
S1 |
110.23 |
110.22 |
|