Euro Bund Future December 2008
Trading Metrics calculated at close of trading on 10-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2008 |
10-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
111.83 |
112.04 |
0.21 |
0.2% |
110.34 |
High |
112.19 |
112.05 |
-0.14 |
-0.1% |
111.75 |
Low |
111.46 |
111.70 |
0.24 |
0.2% |
109.59 |
Close |
111.92 |
112.03 |
0.11 |
0.1% |
111.13 |
Range |
0.73 |
0.35 |
-0.38 |
-52.1% |
2.16 |
ATR |
0.62 |
0.60 |
-0.02 |
-3.1% |
0.00 |
Volume |
44 |
2,016 |
1,972 |
4,481.8% |
1,145 |
|
Daily Pivots for day following 10-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112.98 |
112.85 |
112.22 |
|
R3 |
112.63 |
112.50 |
112.13 |
|
R2 |
112.28 |
112.28 |
112.09 |
|
R1 |
112.15 |
112.15 |
112.06 |
112.04 |
PP |
111.93 |
111.93 |
111.93 |
111.87 |
S1 |
111.80 |
111.80 |
112.00 |
111.69 |
S2 |
111.58 |
111.58 |
111.97 |
|
S3 |
111.23 |
111.45 |
111.93 |
|
S4 |
110.88 |
111.10 |
111.84 |
|
|
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 |
113.54 |
2.618 |
112.97 |
1.618 |
112.62 |
1.000 |
112.40 |
0.618 |
112.27 |
HIGH |
112.05 |
0.618 |
111.92 |
0.500 |
111.88 |
0.382 |
111.83 |
LOW |
111.70 |
0.618 |
111.48 |
1.000 |
111.35 |
1.618 |
111.13 |
2.618 |
110.78 |
4.250 |
110.21 |
|
|
Fisher Pivots for day following 10-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
111.98 |
111.96 |
PP |
111.93 |
111.89 |
S1 |
111.88 |
111.83 |
|