Euro Bund Future December 2008
| Trading Metrics calculated at close of trading on 28-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2008 |
28-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
110.94 |
110.27 |
-0.67 |
-0.6% |
110.49 |
| High |
111.06 |
110.95 |
-0.11 |
-0.1% |
111.06 |
| Low |
110.11 |
110.27 |
0.16 |
0.1% |
109.55 |
| Close |
110.34 |
110.87 |
0.53 |
0.5% |
110.34 |
| Range |
0.95 |
0.68 |
-0.27 |
-28.4% |
1.51 |
| ATR |
0.67 |
0.67 |
0.00 |
0.1% |
0.00 |
| Volume |
594 |
224 |
-370 |
-62.3% |
2,163 |
|
| Daily Pivots for day following 28-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.74 |
112.48 |
111.24 |
|
| R3 |
112.06 |
111.80 |
111.06 |
|
| R2 |
111.38 |
111.38 |
110.99 |
|
| R1 |
111.12 |
111.12 |
110.93 |
111.25 |
| PP |
110.70 |
110.70 |
110.70 |
110.76 |
| S1 |
110.44 |
110.44 |
110.81 |
110.57 |
| S2 |
110.02 |
110.02 |
110.75 |
|
| S3 |
109.34 |
109.76 |
110.68 |
|
| S4 |
108.66 |
109.08 |
110.50 |
|
|
| Weekly Pivots for week ending 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.85 |
114.10 |
111.17 |
|
| R3 |
113.34 |
112.59 |
110.76 |
|
| R2 |
111.83 |
111.83 |
110.62 |
|
| R1 |
111.08 |
111.08 |
110.48 |
110.70 |
| PP |
110.32 |
110.32 |
110.32 |
110.13 |
| S1 |
109.57 |
109.57 |
110.20 |
109.19 |
| S2 |
108.81 |
108.81 |
110.06 |
|
| S3 |
107.30 |
108.06 |
109.92 |
|
| S4 |
105.79 |
106.55 |
109.51 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.84 |
|
2.618 |
112.73 |
|
1.618 |
112.05 |
|
1.000 |
111.63 |
|
0.618 |
111.37 |
|
HIGH |
110.95 |
|
0.618 |
110.69 |
|
0.500 |
110.61 |
|
0.382 |
110.53 |
|
LOW |
110.27 |
|
0.618 |
109.85 |
|
1.000 |
109.59 |
|
1.618 |
109.17 |
|
2.618 |
108.49 |
|
4.250 |
107.38 |
|
|
| Fisher Pivots for day following 28-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
110.78 |
110.74 |
| PP |
110.70 |
110.60 |
| S1 |
110.61 |
110.47 |
|