Euro Bund Future December 2008
Trading Metrics calculated at close of trading on 11-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2008 |
11-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
112.04 |
111.74 |
-0.30 |
-0.3% |
111.19 |
High |
112.05 |
112.25 |
0.20 |
0.2% |
112.25 |
Low |
111.70 |
111.45 |
-0.25 |
-0.2% |
111.19 |
Close |
112.03 |
111.79 |
-0.24 |
-0.2% |
111.79 |
Range |
0.35 |
0.80 |
0.45 |
128.6% |
1.06 |
ATR |
0.60 |
0.61 |
0.01 |
2.4% |
0.00 |
Volume |
2,016 |
2,143 |
127 |
6.3% |
4,802 |
|
Daily Pivots for day following 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114.23 |
113.81 |
112.23 |
|
R3 |
113.43 |
113.01 |
112.01 |
|
R2 |
112.63 |
112.63 |
111.94 |
|
R1 |
112.21 |
112.21 |
111.86 |
112.42 |
PP |
111.83 |
111.83 |
111.83 |
111.94 |
S1 |
111.41 |
111.41 |
111.72 |
111.62 |
S2 |
111.03 |
111.03 |
111.64 |
|
S3 |
110.23 |
110.61 |
111.57 |
|
S4 |
109.43 |
109.81 |
111.35 |
|
|
Weekly Pivots for week ending 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114.92 |
114.42 |
112.37 |
|
R3 |
113.86 |
113.36 |
112.08 |
|
R2 |
112.80 |
112.80 |
111.98 |
|
R1 |
112.30 |
112.30 |
111.89 |
112.55 |
PP |
111.74 |
111.74 |
111.74 |
111.87 |
S1 |
111.24 |
111.24 |
111.69 |
111.49 |
S2 |
110.68 |
110.68 |
111.60 |
|
S3 |
109.62 |
110.18 |
111.50 |
|
S4 |
108.56 |
109.12 |
111.21 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
115.65 |
2.618 |
114.34 |
1.618 |
113.54 |
1.000 |
113.05 |
0.618 |
112.74 |
HIGH |
112.25 |
0.618 |
111.94 |
0.500 |
111.85 |
0.382 |
111.76 |
LOW |
111.45 |
0.618 |
110.96 |
1.000 |
110.65 |
1.618 |
110.16 |
2.618 |
109.36 |
4.250 |
108.05 |
|
|
Fisher Pivots for day following 11-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
111.85 |
111.85 |
PP |
111.83 |
111.83 |
S1 |
111.81 |
111.81 |
|