Euro Bund Future December 2008
Trading Metrics calculated at close of trading on 13-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2008 |
13-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
113.38 |
113.45 |
0.07 |
0.1% |
112.62 |
High |
113.65 |
113.83 |
0.18 |
0.2% |
113.49 |
Low |
113.38 |
113.41 |
0.03 |
0.0% |
112.21 |
Close |
113.52 |
113.73 |
0.21 |
0.2% |
113.30 |
Range |
0.27 |
0.42 |
0.15 |
55.6% |
1.28 |
ATR |
0.58 |
0.57 |
-0.01 |
-2.0% |
0.00 |
Volume |
664 |
2,261 |
1,597 |
240.5% |
4,797 |
|
Daily Pivots for day following 13-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114.92 |
114.74 |
113.96 |
|
R3 |
114.50 |
114.32 |
113.85 |
|
R2 |
114.08 |
114.08 |
113.81 |
|
R1 |
113.90 |
113.90 |
113.77 |
113.99 |
PP |
113.66 |
113.66 |
113.66 |
113.70 |
S1 |
113.48 |
113.48 |
113.69 |
113.57 |
S2 |
113.24 |
113.24 |
113.65 |
|
S3 |
112.82 |
113.06 |
113.61 |
|
S4 |
112.40 |
112.64 |
113.50 |
|
|
Weekly Pivots for week ending 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116.84 |
116.35 |
114.00 |
|
R3 |
115.56 |
115.07 |
113.65 |
|
R2 |
114.28 |
114.28 |
113.53 |
|
R1 |
113.79 |
113.79 |
113.42 |
114.04 |
PP |
113.00 |
113.00 |
113.00 |
113.12 |
S1 |
112.51 |
112.51 |
113.18 |
112.76 |
S2 |
111.72 |
111.72 |
113.07 |
|
S3 |
110.44 |
111.23 |
112.95 |
|
S4 |
109.16 |
109.95 |
112.60 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
115.62 |
2.618 |
114.93 |
1.618 |
114.51 |
1.000 |
114.25 |
0.618 |
114.09 |
HIGH |
113.83 |
0.618 |
113.67 |
0.500 |
113.62 |
0.382 |
113.57 |
LOW |
113.41 |
0.618 |
113.15 |
1.000 |
112.99 |
1.618 |
112.73 |
2.618 |
112.31 |
4.250 |
111.63 |
|
|
Fisher Pivots for day following 13-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
113.69 |
113.64 |
PP |
113.66 |
113.55 |
S1 |
113.62 |
113.47 |
|