Euro Bund Future December 2008
Trading Metrics calculated at close of trading on 07-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jul-2008 |
07-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
111.20 |
111.19 |
-0.01 |
0.0% |
110.34 |
High |
111.75 |
112.01 |
0.26 |
0.2% |
111.75 |
Low |
111.20 |
111.19 |
-0.01 |
0.0% |
109.59 |
Close |
111.13 |
111.75 |
0.62 |
0.6% |
111.13 |
Range |
0.55 |
0.82 |
0.27 |
49.1% |
2.16 |
ATR |
0.60 |
0.62 |
0.02 |
3.4% |
0.00 |
Volume |
14 |
26 |
12 |
85.7% |
1,145 |
|
Daily Pivots for day following 07-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114.11 |
113.75 |
112.20 |
|
R3 |
113.29 |
112.93 |
111.98 |
|
R2 |
112.47 |
112.47 |
111.90 |
|
R1 |
112.11 |
112.11 |
111.83 |
112.29 |
PP |
111.65 |
111.65 |
111.65 |
111.74 |
S1 |
111.29 |
111.29 |
111.67 |
111.47 |
S2 |
110.83 |
110.83 |
111.60 |
|
S3 |
110.01 |
110.47 |
111.52 |
|
S4 |
109.19 |
109.65 |
111.30 |
|
|
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 |
115.50 |
2.618 |
114.16 |
1.618 |
113.34 |
1.000 |
112.83 |
0.618 |
112.52 |
HIGH |
112.01 |
0.618 |
111.70 |
0.500 |
111.60 |
0.382 |
111.50 |
LOW |
111.19 |
0.618 |
110.68 |
1.000 |
110.37 |
1.618 |
109.86 |
2.618 |
109.04 |
4.250 |
107.71 |
|
|
Fisher Pivots for day following 07-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
111.70 |
111.44 |
PP |
111.65 |
111.13 |
S1 |
111.60 |
110.83 |
|