Euro Bund Future December 2008
Trading Metrics calculated at close of trading on 14-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2008 |
14-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
111.74 |
111.46 |
-0.28 |
-0.3% |
111.19 |
High |
112.25 |
112.13 |
-0.12 |
-0.1% |
112.25 |
Low |
111.45 |
111.33 |
-0.12 |
-0.1% |
111.19 |
Close |
111.79 |
112.01 |
0.22 |
0.2% |
111.79 |
Range |
0.80 |
0.80 |
0.00 |
0.0% |
1.06 |
ATR |
0.61 |
0.62 |
0.01 |
2.2% |
0.00 |
Volume |
2,143 |
789 |
-1,354 |
-63.2% |
4,802 |
|
Daily Pivots for day following 14-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114.22 |
113.92 |
112.45 |
|
R3 |
113.42 |
113.12 |
112.23 |
|
R2 |
112.62 |
112.62 |
112.16 |
|
R1 |
112.32 |
112.32 |
112.08 |
112.47 |
PP |
111.82 |
111.82 |
111.82 |
111.90 |
S1 |
111.52 |
111.52 |
111.94 |
111.67 |
S2 |
111.02 |
111.02 |
111.86 |
|
S3 |
110.22 |
110.72 |
111.79 |
|
S4 |
109.42 |
109.92 |
111.57 |
|
|
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 |
115.53 |
2.618 |
114.22 |
1.618 |
113.42 |
1.000 |
112.93 |
0.618 |
112.62 |
HIGH |
112.13 |
0.618 |
111.82 |
0.500 |
111.73 |
0.382 |
111.64 |
LOW |
111.33 |
0.618 |
110.84 |
1.000 |
110.53 |
1.618 |
110.04 |
2.618 |
109.24 |
4.250 |
107.93 |
|
|
Fisher Pivots for day following 14-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
111.92 |
111.94 |
PP |
111.82 |
111.86 |
S1 |
111.73 |
111.79 |
|