Euro Bund Future December 2008
Trading Metrics calculated at close of trading on 29-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2008 |
29-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
110.27 |
111.02 |
0.75 |
0.7% |
110.49 |
High |
110.95 |
111.43 |
0.48 |
0.4% |
111.06 |
Low |
110.27 |
110.81 |
0.54 |
0.5% |
109.55 |
Close |
110.87 |
111.37 |
0.50 |
0.5% |
110.34 |
Range |
0.68 |
0.62 |
-0.06 |
-8.8% |
1.51 |
ATR |
0.67 |
0.67 |
0.00 |
-0.6% |
0.00 |
Volume |
224 |
1,619 |
1,395 |
622.8% |
2,163 |
|
Daily Pivots for day following 29-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.06 |
112.84 |
111.71 |
|
R3 |
112.44 |
112.22 |
111.54 |
|
R2 |
111.82 |
111.82 |
111.48 |
|
R1 |
111.60 |
111.60 |
111.43 |
111.71 |
PP |
111.20 |
111.20 |
111.20 |
111.26 |
S1 |
110.98 |
110.98 |
111.31 |
111.09 |
S2 |
110.58 |
110.58 |
111.26 |
|
S3 |
109.96 |
110.36 |
111.20 |
|
S4 |
109.34 |
109.74 |
111.03 |
|
|
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 |
114.07 |
2.618 |
113.05 |
1.618 |
112.43 |
1.000 |
112.05 |
0.618 |
111.81 |
HIGH |
111.43 |
0.618 |
111.19 |
0.500 |
111.12 |
0.382 |
111.05 |
LOW |
110.81 |
0.618 |
110.43 |
1.000 |
110.19 |
1.618 |
109.81 |
2.618 |
109.19 |
4.250 |
108.18 |
|
|
Fisher Pivots for day following 29-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
111.29 |
111.17 |
PP |
111.20 |
110.97 |
S1 |
111.12 |
110.77 |
|