Euro Bund Future December 2008
Trading Metrics calculated at close of trading on 30-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2008 |
30-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
111.02 |
111.54 |
0.52 |
0.5% |
110.49 |
High |
111.43 |
112.04 |
0.61 |
0.5% |
111.06 |
Low |
110.81 |
111.36 |
0.55 |
0.5% |
109.55 |
Close |
111.37 |
111.78 |
0.41 |
0.4% |
110.34 |
Range |
0.62 |
0.68 |
0.06 |
9.7% |
1.51 |
ATR |
0.67 |
0.67 |
0.00 |
0.1% |
0.00 |
Volume |
1,619 |
673 |
-946 |
-58.4% |
2,163 |
|
Daily Pivots for day following 30-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.77 |
113.45 |
112.15 |
|
R3 |
113.09 |
112.77 |
111.97 |
|
R2 |
112.41 |
112.41 |
111.90 |
|
R1 |
112.09 |
112.09 |
111.84 |
112.25 |
PP |
111.73 |
111.73 |
111.73 |
111.81 |
S1 |
111.41 |
111.41 |
111.72 |
111.57 |
S2 |
111.05 |
111.05 |
111.66 |
|
S3 |
110.37 |
110.73 |
111.59 |
|
S4 |
109.69 |
110.05 |
111.41 |
|
|
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 |
114.93 |
2.618 |
113.82 |
1.618 |
113.14 |
1.000 |
112.72 |
0.618 |
112.46 |
HIGH |
112.04 |
0.618 |
111.78 |
0.500 |
111.70 |
0.382 |
111.62 |
LOW |
111.36 |
0.618 |
110.94 |
1.000 |
110.68 |
1.618 |
110.26 |
2.618 |
109.58 |
4.250 |
108.47 |
|
|
Fisher Pivots for day following 30-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
111.75 |
111.57 |
PP |
111.73 |
111.36 |
S1 |
111.70 |
111.16 |
|