Euro Bund Future June 2008
Trading Metrics calculated at close of trading on 17-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2007 |
17-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
112.70 |
112.77 |
0.07 |
0.1% |
113.84 |
High |
112.80 |
112.82 |
0.02 |
0.0% |
113.84 |
Low |
112.54 |
112.66 |
0.12 |
0.1% |
112.46 |
Close |
112.59 |
112.73 |
0.14 |
0.1% |
112.59 |
Range |
0.26 |
0.16 |
-0.10 |
-38.5% |
1.38 |
ATR |
|
|
|
|
|
Volume |
65 |
101 |
36 |
55.4% |
859 |
|
Daily Pivots for day following 17-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.22 |
113.13 |
112.82 |
|
R3 |
113.06 |
112.97 |
112.77 |
|
R2 |
112.90 |
112.90 |
112.76 |
|
R1 |
112.81 |
112.81 |
112.74 |
112.78 |
PP |
112.74 |
112.74 |
112.74 |
112.72 |
S1 |
112.65 |
112.65 |
112.72 |
112.62 |
S2 |
112.58 |
112.58 |
112.70 |
|
S3 |
112.42 |
112.49 |
112.69 |
|
S4 |
112.26 |
112.33 |
112.64 |
|
|
Weekly Pivots for week ending 14-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117.10 |
116.23 |
113.35 |
|
R3 |
115.72 |
114.85 |
112.97 |
|
R2 |
114.34 |
114.34 |
112.84 |
|
R1 |
113.47 |
113.47 |
112.72 |
113.22 |
PP |
112.96 |
112.96 |
112.96 |
112.84 |
S1 |
112.09 |
112.09 |
112.46 |
111.84 |
S2 |
111.58 |
111.58 |
112.34 |
|
S3 |
110.20 |
110.71 |
112.21 |
|
S4 |
108.82 |
109.33 |
111.83 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
113.50 |
2.618 |
113.24 |
1.618 |
113.08 |
1.000 |
112.98 |
0.618 |
112.92 |
HIGH |
112.82 |
0.618 |
112.76 |
0.500 |
112.74 |
0.382 |
112.72 |
LOW |
112.66 |
0.618 |
112.56 |
1.000 |
112.50 |
1.618 |
112.40 |
2.618 |
112.24 |
4.250 |
111.98 |
|
|
Fisher Pivots for day following 17-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
112.74 |
112.72 |
PP |
112.74 |
112.71 |
S1 |
112.73 |
112.70 |
|