Euro Bund Future December 2008
Trading Metrics calculated at close of trading on 21-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2008 |
21-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
111.20 |
110.49 |
-0.71 |
-0.6% |
111.46 |
High |
111.20 |
110.55 |
-0.65 |
-0.6% |
112.49 |
Low |
110.42 |
109.91 |
-0.51 |
-0.5% |
110.42 |
Close |
110.60 |
109.93 |
-0.67 |
-0.6% |
110.60 |
Range |
0.78 |
0.64 |
-0.14 |
-17.9% |
2.07 |
ATR |
0.66 |
0.66 |
0.00 |
0.3% |
0.00 |
Volume |
354 |
50 |
-304 |
-85.9% |
5,555 |
|
Daily Pivots for day following 21-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112.05 |
111.63 |
110.28 |
|
R3 |
111.41 |
110.99 |
110.11 |
|
R2 |
110.77 |
110.77 |
110.05 |
|
R1 |
110.35 |
110.35 |
109.99 |
110.24 |
PP |
110.13 |
110.13 |
110.13 |
110.08 |
S1 |
109.71 |
109.71 |
109.87 |
109.60 |
S2 |
109.49 |
109.49 |
109.81 |
|
S3 |
108.85 |
109.07 |
109.75 |
|
S4 |
108.21 |
108.43 |
109.58 |
|
|
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 |
113.27 |
2.618 |
112.23 |
1.618 |
111.59 |
1.000 |
111.19 |
0.618 |
110.95 |
HIGH |
110.55 |
0.618 |
110.31 |
0.500 |
110.23 |
0.382 |
110.15 |
LOW |
109.91 |
0.618 |
109.51 |
1.000 |
109.27 |
1.618 |
108.87 |
2.618 |
108.23 |
4.250 |
107.19 |
|
|
Fisher Pivots for day following 21-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
110.23 |
110.90 |
PP |
110.13 |
110.58 |
S1 |
110.03 |
110.25 |
|