Euro Bund Future December 2008
Trading Metrics calculated at close of trading on 09-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2008 |
09-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
112.01 |
111.83 |
-0.18 |
-0.2% |
110.34 |
High |
112.11 |
112.19 |
0.08 |
0.1% |
111.75 |
Low |
111.62 |
111.46 |
-0.16 |
-0.1% |
109.59 |
Close |
111.86 |
111.92 |
0.06 |
0.1% |
111.13 |
Range |
0.49 |
0.73 |
0.24 |
49.0% |
2.16 |
ATR |
0.61 |
0.62 |
0.01 |
1.4% |
0.00 |
Volume |
573 |
44 |
-529 |
-92.3% |
1,145 |
|
Daily Pivots for day following 09-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114.05 |
113.71 |
112.32 |
|
R3 |
113.32 |
112.98 |
112.12 |
|
R2 |
112.59 |
112.59 |
112.05 |
|
R1 |
112.25 |
112.25 |
111.99 |
112.42 |
PP |
111.86 |
111.86 |
111.86 |
111.94 |
S1 |
111.52 |
111.52 |
111.85 |
111.69 |
S2 |
111.13 |
111.13 |
111.79 |
|
S3 |
110.40 |
110.79 |
111.72 |
|
S4 |
109.67 |
110.06 |
111.52 |
|
|
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 |
115.29 |
2.618 |
114.10 |
1.618 |
113.37 |
1.000 |
112.92 |
0.618 |
112.64 |
HIGH |
112.19 |
0.618 |
111.91 |
0.500 |
111.83 |
0.382 |
111.74 |
LOW |
111.46 |
0.618 |
111.01 |
1.000 |
110.73 |
1.618 |
110.28 |
2.618 |
109.55 |
4.250 |
108.36 |
|
|
Fisher Pivots for day following 09-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
111.89 |
111.84 |
PP |
111.86 |
111.77 |
S1 |
111.83 |
111.69 |
|