Euro Bund Future December 2008
Trading Metrics calculated at close of trading on 31-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2008 |
31-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
111.54 |
111.99 |
0.45 |
0.4% |
110.49 |
High |
112.04 |
112.36 |
0.32 |
0.3% |
111.06 |
Low |
111.36 |
111.57 |
0.21 |
0.2% |
109.55 |
Close |
111.78 |
112.23 |
0.45 |
0.4% |
110.34 |
Range |
0.68 |
0.79 |
0.11 |
16.2% |
1.51 |
ATR |
0.67 |
0.68 |
0.01 |
1.3% |
0.00 |
Volume |
673 |
2,313 |
1,640 |
243.7% |
2,163 |
|
Daily Pivots for day following 31-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114.42 |
114.12 |
112.66 |
|
R3 |
113.63 |
113.33 |
112.45 |
|
R2 |
112.84 |
112.84 |
112.37 |
|
R1 |
112.54 |
112.54 |
112.30 |
112.69 |
PP |
112.05 |
112.05 |
112.05 |
112.13 |
S1 |
111.75 |
111.75 |
112.16 |
111.90 |
S2 |
111.26 |
111.26 |
112.09 |
|
S3 |
110.47 |
110.96 |
112.01 |
|
S4 |
109.68 |
110.17 |
111.80 |
|
|
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 |
115.72 |
2.618 |
114.43 |
1.618 |
113.64 |
1.000 |
113.15 |
0.618 |
112.85 |
HIGH |
112.36 |
0.618 |
112.06 |
0.500 |
111.97 |
0.382 |
111.87 |
LOW |
111.57 |
0.618 |
111.08 |
1.000 |
110.78 |
1.618 |
110.29 |
2.618 |
109.50 |
4.250 |
108.21 |
|
|
Fisher Pivots for day following 31-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
112.14 |
112.02 |
PP |
112.05 |
111.80 |
S1 |
111.97 |
111.59 |
|