Euro Bund Future December 2008
Trading Metrics calculated at close of trading on 24-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2008 |
24-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
109.71 |
109.87 |
0.16 |
0.1% |
111.46 |
High |
109.81 |
110.68 |
0.87 |
0.8% |
112.49 |
Low |
109.55 |
109.87 |
0.32 |
0.3% |
110.42 |
Close |
109.69 |
110.50 |
0.81 |
0.7% |
110.60 |
Range |
0.26 |
0.81 |
0.55 |
211.5% |
2.07 |
ATR |
0.62 |
0.65 |
0.03 |
4.2% |
0.00 |
Volume |
126 |
674 |
548 |
434.9% |
5,555 |
|
Daily Pivots for day following 24-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112.78 |
112.45 |
110.95 |
|
R3 |
111.97 |
111.64 |
110.72 |
|
R2 |
111.16 |
111.16 |
110.65 |
|
R1 |
110.83 |
110.83 |
110.57 |
111.00 |
PP |
110.35 |
110.35 |
110.35 |
110.43 |
S1 |
110.02 |
110.02 |
110.43 |
110.19 |
S2 |
109.54 |
109.54 |
110.35 |
|
S3 |
108.73 |
109.21 |
110.28 |
|
S4 |
107.92 |
108.40 |
110.05 |
|
|
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 |
114.12 |
2.618 |
112.80 |
1.618 |
111.99 |
1.000 |
111.49 |
0.618 |
111.18 |
HIGH |
110.68 |
0.618 |
110.37 |
0.500 |
110.28 |
0.382 |
110.18 |
LOW |
109.87 |
0.618 |
109.37 |
1.000 |
109.06 |
1.618 |
108.56 |
2.618 |
107.75 |
4.250 |
106.43 |
|
|
Fisher Pivots for day following 24-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
110.43 |
110.37 |
PP |
110.35 |
110.24 |
S1 |
110.28 |
110.12 |
|