Euro Bund Future December 2008
Trading Metrics calculated at close of trading on 18-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2008 |
18-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
113.69 |
114.06 |
0.37 |
0.3% |
113.31 |
High |
114.18 |
114.27 |
0.09 |
0.1% |
114.18 |
Low |
113.69 |
113.96 |
0.27 |
0.2% |
113.10 |
Close |
113.90 |
114.12 |
0.22 |
0.2% |
113.90 |
Range |
0.49 |
0.31 |
-0.18 |
-36.7% |
1.08 |
ATR |
0.55 |
0.54 |
-0.01 |
-2.4% |
0.00 |
Volume |
198 |
433 |
235 |
118.7% |
4,310 |
|
Daily Pivots for day following 18-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115.05 |
114.89 |
114.29 |
|
R3 |
114.74 |
114.58 |
114.21 |
|
R2 |
114.43 |
114.43 |
114.18 |
|
R1 |
114.27 |
114.27 |
114.15 |
114.35 |
PP |
114.12 |
114.12 |
114.12 |
114.16 |
S1 |
113.96 |
113.96 |
114.09 |
114.04 |
S2 |
113.81 |
113.81 |
114.06 |
|
S3 |
113.50 |
113.65 |
114.03 |
|
S4 |
113.19 |
113.34 |
113.95 |
|
|
Weekly Pivots for week ending 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116.97 |
116.51 |
114.49 |
|
R3 |
115.89 |
115.43 |
114.20 |
|
R2 |
114.81 |
114.81 |
114.10 |
|
R1 |
114.35 |
114.35 |
114.00 |
114.58 |
PP |
113.73 |
113.73 |
113.73 |
113.84 |
S1 |
113.27 |
113.27 |
113.80 |
113.50 |
S2 |
112.65 |
112.65 |
113.70 |
|
S3 |
111.57 |
112.19 |
113.60 |
|
S4 |
110.49 |
111.11 |
113.31 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
115.59 |
2.618 |
115.08 |
1.618 |
114.77 |
1.000 |
114.58 |
0.618 |
114.46 |
HIGH |
114.27 |
0.618 |
114.15 |
0.500 |
114.12 |
0.382 |
114.08 |
LOW |
113.96 |
0.618 |
113.77 |
1.000 |
113.65 |
1.618 |
113.46 |
2.618 |
113.15 |
4.250 |
112.64 |
|
|
Fisher Pivots for day following 18-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
114.12 |
114.03 |
PP |
114.12 |
113.93 |
S1 |
114.12 |
113.84 |
|