Euro Bund Future December 2008
Trading Metrics calculated at close of trading on 23-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2008 |
23-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
110.22 |
109.71 |
-0.51 |
-0.5% |
111.46 |
High |
110.25 |
109.81 |
-0.44 |
-0.4% |
112.49 |
Low |
109.89 |
109.55 |
-0.34 |
-0.3% |
110.42 |
Close |
109.94 |
109.69 |
-0.25 |
-0.2% |
110.60 |
Range |
0.36 |
0.26 |
-0.10 |
-27.8% |
2.07 |
ATR |
0.64 |
0.62 |
-0.02 |
-2.8% |
0.00 |
Volume |
719 |
126 |
-593 |
-82.5% |
5,555 |
|
Daily Pivots for day following 23-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110.46 |
110.34 |
109.83 |
|
R3 |
110.20 |
110.08 |
109.76 |
|
R2 |
109.94 |
109.94 |
109.74 |
|
R1 |
109.82 |
109.82 |
109.71 |
109.75 |
PP |
109.68 |
109.68 |
109.68 |
109.65 |
S1 |
109.56 |
109.56 |
109.67 |
109.49 |
S2 |
109.42 |
109.42 |
109.64 |
|
S3 |
109.16 |
109.30 |
109.62 |
|
S4 |
108.90 |
109.04 |
109.55 |
|
|
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 |
110.92 |
2.618 |
110.49 |
1.618 |
110.23 |
1.000 |
110.07 |
0.618 |
109.97 |
HIGH |
109.81 |
0.618 |
109.71 |
0.500 |
109.68 |
0.382 |
109.65 |
LOW |
109.55 |
0.618 |
109.39 |
1.000 |
109.29 |
1.618 |
109.13 |
2.618 |
108.87 |
4.250 |
108.45 |
|
|
Fisher Pivots for day following 23-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
109.69 |
110.05 |
PP |
109.68 |
109.93 |
S1 |
109.68 |
109.81 |
|