Euro Bund Future December 2008
Trading Metrics calculated at close of trading on 06-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2008 |
06-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
112.52 |
112.60 |
0.08 |
0.1% |
110.27 |
High |
112.71 |
112.98 |
0.27 |
0.2% |
112.51 |
Low |
112.34 |
112.33 |
-0.01 |
0.0% |
110.27 |
Close |
112.63 |
112.57 |
-0.06 |
-0.1% |
112.26 |
Range |
0.37 |
0.65 |
0.28 |
75.7% |
2.24 |
ATR |
0.62 |
0.63 |
0.00 |
0.3% |
0.00 |
Volume |
344 |
2,519 |
2,175 |
632.3% |
6,286 |
|
Daily Pivots for day following 06-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114.58 |
114.22 |
112.93 |
|
R3 |
113.93 |
113.57 |
112.75 |
|
R2 |
113.28 |
113.28 |
112.69 |
|
R1 |
112.92 |
112.92 |
112.63 |
112.78 |
PP |
112.63 |
112.63 |
112.63 |
112.55 |
S1 |
112.27 |
112.27 |
112.51 |
112.13 |
S2 |
111.98 |
111.98 |
112.45 |
|
S3 |
111.33 |
111.62 |
112.39 |
|
S4 |
110.68 |
110.97 |
112.21 |
|
|
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 |
115.74 |
2.618 |
114.68 |
1.618 |
114.03 |
1.000 |
113.63 |
0.618 |
113.38 |
HIGH |
112.98 |
0.618 |
112.73 |
0.500 |
112.66 |
0.382 |
112.58 |
LOW |
112.33 |
0.618 |
111.93 |
1.000 |
111.68 |
1.618 |
111.28 |
2.618 |
110.63 |
4.250 |
109.57 |
|
|
Fisher Pivots for day following 06-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
112.66 |
112.60 |
PP |
112.63 |
112.59 |
S1 |
112.60 |
112.58 |
|