Euro Bund Future December 2008
Trading Metrics calculated at close of trading on 22-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2008 |
22-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
110.49 |
110.22 |
-0.27 |
-0.2% |
111.46 |
High |
110.55 |
110.25 |
-0.30 |
-0.3% |
112.49 |
Low |
109.91 |
109.89 |
-0.02 |
0.0% |
110.42 |
Close |
109.93 |
109.94 |
0.01 |
0.0% |
110.60 |
Range |
0.64 |
0.36 |
-0.28 |
-43.8% |
2.07 |
ATR |
0.66 |
0.64 |
-0.02 |
-3.3% |
0.00 |
Volume |
50 |
719 |
669 |
1,338.0% |
5,555 |
|
Daily Pivots for day following 22-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111.11 |
110.88 |
110.14 |
|
R3 |
110.75 |
110.52 |
110.04 |
|
R2 |
110.39 |
110.39 |
110.01 |
|
R1 |
110.16 |
110.16 |
109.97 |
110.10 |
PP |
110.03 |
110.03 |
110.03 |
109.99 |
S1 |
109.80 |
109.80 |
109.91 |
109.74 |
S2 |
109.67 |
109.67 |
109.87 |
|
S3 |
109.31 |
109.44 |
109.84 |
|
S4 |
108.95 |
109.08 |
109.74 |
|
|
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 |
111.78 |
2.618 |
111.19 |
1.618 |
110.83 |
1.000 |
110.61 |
0.618 |
110.47 |
HIGH |
110.25 |
0.618 |
110.11 |
0.500 |
110.07 |
0.382 |
110.03 |
LOW |
109.89 |
0.618 |
109.67 |
1.000 |
109.53 |
1.618 |
109.31 |
2.618 |
108.95 |
4.250 |
108.36 |
|
|
Fisher Pivots for day following 22-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
110.07 |
110.55 |
PP |
110.03 |
110.34 |
S1 |
109.98 |
110.14 |
|