Euro Bund Future December 2008
Trading Metrics calculated at close of trading on 04-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2008 |
04-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
109.94 |
111.20 |
1.26 |
1.1% |
110.34 |
High |
110.81 |
111.75 |
0.94 |
0.8% |
111.75 |
Low |
109.64 |
111.20 |
1.56 |
1.4% |
109.59 |
Close |
110.54 |
111.13 |
0.59 |
0.5% |
111.13 |
Range |
1.17 |
0.55 |
-0.62 |
-53.0% |
2.16 |
ATR |
0.55 |
0.60 |
0.05 |
8.6% |
0.00 |
Volume |
301 |
14 |
-287 |
-95.3% |
1,145 |
|
Daily Pivots for day following 04-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.01 |
112.62 |
111.43 |
|
R3 |
112.46 |
112.07 |
111.28 |
|
R2 |
111.91 |
111.91 |
111.23 |
|
R1 |
111.52 |
111.52 |
111.18 |
111.44 |
PP |
111.36 |
111.36 |
111.36 |
111.32 |
S1 |
110.97 |
110.97 |
111.08 |
110.89 |
S2 |
110.81 |
110.81 |
111.03 |
|
S3 |
110.26 |
110.42 |
110.98 |
|
S4 |
109.71 |
109.87 |
110.83 |
|
|
Weekly Pivots for week ending 04-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117.30 |
116.38 |
112.32 |
|
R3 |
115.14 |
114.22 |
111.72 |
|
R2 |
112.98 |
112.98 |
111.53 |
|
R1 |
112.06 |
112.06 |
111.33 |
112.52 |
PP |
110.82 |
110.82 |
110.82 |
111.06 |
S1 |
109.90 |
109.90 |
110.93 |
110.36 |
S2 |
108.66 |
108.66 |
110.73 |
|
S3 |
106.50 |
107.74 |
110.54 |
|
S4 |
104.34 |
105.58 |
109.94 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
114.09 |
2.618 |
113.19 |
1.618 |
112.64 |
1.000 |
112.30 |
0.618 |
112.09 |
HIGH |
111.75 |
0.618 |
111.54 |
0.500 |
111.48 |
0.382 |
111.41 |
LOW |
111.20 |
0.618 |
110.86 |
1.000 |
110.65 |
1.618 |
110.31 |
2.618 |
109.76 |
4.250 |
108.86 |
|
|
Fisher Pivots for day following 04-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
111.48 |
110.98 |
PP |
111.36 |
110.82 |
S1 |
111.25 |
110.67 |
|