Euro Bund Future December 2008
Trading Metrics calculated at close of trading on 04-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2008 |
04-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
112.37 |
112.62 |
0.25 |
0.2% |
110.27 |
High |
112.51 |
112.62 |
0.11 |
0.1% |
112.51 |
Low |
112.06 |
112.21 |
0.15 |
0.1% |
110.27 |
Close |
112.26 |
112.53 |
0.27 |
0.2% |
112.26 |
Range |
0.45 |
0.41 |
-0.04 |
-8.9% |
2.24 |
ATR |
0.66 |
0.64 |
-0.02 |
-2.7% |
0.00 |
Volume |
1,457 |
74 |
-1,383 |
-94.9% |
6,286 |
|
Daily Pivots for day following 04-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.68 |
113.52 |
112.76 |
|
R3 |
113.27 |
113.11 |
112.64 |
|
R2 |
112.86 |
112.86 |
112.61 |
|
R1 |
112.70 |
112.70 |
112.57 |
112.58 |
PP |
112.45 |
112.45 |
112.45 |
112.39 |
S1 |
112.29 |
112.29 |
112.49 |
112.17 |
S2 |
112.04 |
112.04 |
112.45 |
|
S3 |
111.63 |
111.88 |
112.42 |
|
S4 |
111.22 |
111.47 |
112.30 |
|
|
Weekly Pivots for week ending 01-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118.40 |
117.57 |
113.49 |
|
R3 |
116.16 |
115.33 |
112.88 |
|
R2 |
113.92 |
113.92 |
112.67 |
|
R1 |
113.09 |
113.09 |
112.47 |
113.51 |
PP |
111.68 |
111.68 |
111.68 |
111.89 |
S1 |
110.85 |
110.85 |
112.05 |
111.27 |
S2 |
109.44 |
109.44 |
111.85 |
|
S3 |
107.20 |
108.61 |
111.64 |
|
S4 |
104.96 |
106.37 |
111.03 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
114.36 |
2.618 |
113.69 |
1.618 |
113.28 |
1.000 |
113.03 |
0.618 |
112.87 |
HIGH |
112.62 |
0.618 |
112.46 |
0.500 |
112.42 |
0.382 |
112.37 |
LOW |
112.21 |
0.618 |
111.96 |
1.000 |
111.80 |
1.618 |
111.55 |
2.618 |
111.14 |
4.250 |
110.47 |
|
|
Fisher Pivots for day following 04-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
112.49 |
112.39 |
PP |
112.45 |
112.24 |
S1 |
112.42 |
112.10 |
|