Euro Bund Future December 2008
Trading Metrics calculated at close of trading on 15-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2008 |
15-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
111.46 |
112.10 |
0.64 |
0.6% |
111.19 |
High |
112.13 |
112.49 |
0.36 |
0.3% |
112.25 |
Low |
111.33 |
111.97 |
0.64 |
0.6% |
111.19 |
Close |
112.01 |
112.15 |
0.14 |
0.1% |
111.79 |
Range |
0.80 |
0.52 |
-0.28 |
-35.0% |
1.06 |
ATR |
0.62 |
0.62 |
-0.01 |
-1.2% |
0.00 |
Volume |
789 |
645 |
-144 |
-18.3% |
4,802 |
|
Daily Pivots for day following 15-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.76 |
113.48 |
112.44 |
|
R3 |
113.24 |
112.96 |
112.29 |
|
R2 |
112.72 |
112.72 |
112.25 |
|
R1 |
112.44 |
112.44 |
112.20 |
112.58 |
PP |
112.20 |
112.20 |
112.20 |
112.28 |
S1 |
111.92 |
111.92 |
112.10 |
112.06 |
S2 |
111.68 |
111.68 |
112.05 |
|
S3 |
111.16 |
111.40 |
112.01 |
|
S4 |
110.64 |
110.88 |
111.86 |
|
|
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 |
114.70 |
2.618 |
113.85 |
1.618 |
113.33 |
1.000 |
113.01 |
0.618 |
112.81 |
HIGH |
112.49 |
0.618 |
112.29 |
0.500 |
112.23 |
0.382 |
112.17 |
LOW |
111.97 |
0.618 |
111.65 |
1.000 |
111.45 |
1.618 |
111.13 |
2.618 |
110.61 |
4.250 |
109.76 |
|
|
Fisher Pivots for day following 15-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
112.23 |
112.07 |
PP |
112.20 |
111.99 |
S1 |
112.18 |
111.91 |
|