Euro Bund Future December 2008
Trading Metrics calculated at close of trading on 08-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2008 |
08-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
111.19 |
112.01 |
0.82 |
0.7% |
110.34 |
High |
112.01 |
112.11 |
0.10 |
0.1% |
111.75 |
Low |
111.19 |
111.62 |
0.43 |
0.4% |
109.59 |
Close |
111.75 |
111.86 |
0.11 |
0.1% |
111.13 |
Range |
0.82 |
0.49 |
-0.33 |
-40.2% |
2.16 |
ATR |
0.62 |
0.61 |
-0.01 |
-1.5% |
0.00 |
Volume |
26 |
573 |
547 |
2,103.8% |
1,145 |
|
Daily Pivots for day following 08-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.33 |
113.09 |
112.13 |
|
R3 |
112.84 |
112.60 |
111.99 |
|
R2 |
112.35 |
112.35 |
111.95 |
|
R1 |
112.11 |
112.11 |
111.90 |
111.99 |
PP |
111.86 |
111.86 |
111.86 |
111.80 |
S1 |
111.62 |
111.62 |
111.82 |
111.50 |
S2 |
111.37 |
111.37 |
111.77 |
|
S3 |
110.88 |
111.13 |
111.73 |
|
S4 |
110.39 |
110.64 |
111.59 |
|
|
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 |
114.19 |
2.618 |
113.39 |
1.618 |
112.90 |
1.000 |
112.60 |
0.618 |
112.41 |
HIGH |
112.11 |
0.618 |
111.92 |
0.500 |
111.87 |
0.382 |
111.81 |
LOW |
111.62 |
0.618 |
111.32 |
1.000 |
111.13 |
1.618 |
110.83 |
2.618 |
110.34 |
4.250 |
109.54 |
|
|
Fisher Pivots for day following 08-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
111.87 |
111.79 |
PP |
111.86 |
111.72 |
S1 |
111.86 |
111.65 |
|