Euro Bund Future December 2008
Trading Metrics calculated at close of trading on 18-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2008 |
18-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
111.89 |
111.20 |
-0.69 |
-0.6% |
111.46 |
High |
111.89 |
111.20 |
-0.69 |
-0.6% |
112.49 |
Low |
111.34 |
110.42 |
-0.92 |
-0.8% |
110.42 |
Close |
111.65 |
110.60 |
-1.05 |
-0.9% |
110.60 |
Range |
0.55 |
0.78 |
0.23 |
41.8% |
2.07 |
ATR |
0.62 |
0.66 |
0.04 |
7.1% |
0.00 |
Volume |
109 |
354 |
245 |
224.8% |
5,555 |
|
Daily Pivots for day following 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.08 |
112.62 |
111.03 |
|
R3 |
112.30 |
111.84 |
110.81 |
|
R2 |
111.52 |
111.52 |
110.74 |
|
R1 |
111.06 |
111.06 |
110.67 |
110.90 |
PP |
110.74 |
110.74 |
110.74 |
110.66 |
S1 |
110.28 |
110.28 |
110.53 |
110.12 |
S2 |
109.96 |
109.96 |
110.46 |
|
S3 |
109.18 |
109.50 |
110.39 |
|
S4 |
108.40 |
108.72 |
110.17 |
|
|
Weekly Pivots for week ending 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117.38 |
116.06 |
111.74 |
|
R3 |
115.31 |
113.99 |
111.17 |
|
R2 |
113.24 |
113.24 |
110.98 |
|
R1 |
111.92 |
111.92 |
110.79 |
111.55 |
PP |
111.17 |
111.17 |
111.17 |
110.98 |
S1 |
109.85 |
109.85 |
110.41 |
109.48 |
S2 |
109.10 |
109.10 |
110.22 |
|
S3 |
107.03 |
107.78 |
110.03 |
|
S4 |
104.96 |
105.71 |
109.46 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
114.52 |
2.618 |
113.24 |
1.618 |
112.46 |
1.000 |
111.98 |
0.618 |
111.68 |
HIGH |
111.20 |
0.618 |
110.90 |
0.500 |
110.81 |
0.382 |
110.72 |
LOW |
110.42 |
0.618 |
109.94 |
1.000 |
109.64 |
1.618 |
109.16 |
2.618 |
108.38 |
4.250 |
107.11 |
|
|
Fisher Pivots for day following 18-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
110.81 |
111.44 |
PP |
110.74 |
111.16 |
S1 |
110.67 |
110.88 |
|