Euro Bund Future June 2008
Trading Metrics calculated at close of trading on 19-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2007 |
19-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
112.88 |
113.03 |
0.15 |
0.1% |
113.84 |
High |
112.89 |
113.13 |
0.24 |
0.2% |
113.84 |
Low |
112.56 |
112.67 |
0.11 |
0.1% |
112.46 |
Close |
112.78 |
112.70 |
-0.08 |
-0.1% |
112.59 |
Range |
0.33 |
0.46 |
0.13 |
39.4% |
1.38 |
ATR |
|
|
|
|
|
Volume |
161 |
23 |
-138 |
-85.7% |
859 |
|
Daily Pivots for day following 19-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114.21 |
113.92 |
112.95 |
|
R3 |
113.75 |
113.46 |
112.83 |
|
R2 |
113.29 |
113.29 |
112.78 |
|
R1 |
113.00 |
113.00 |
112.74 |
112.92 |
PP |
112.83 |
112.83 |
112.83 |
112.79 |
S1 |
112.54 |
112.54 |
112.66 |
112.46 |
S2 |
112.37 |
112.37 |
112.62 |
|
S3 |
111.91 |
112.08 |
112.57 |
|
S4 |
111.45 |
111.62 |
112.45 |
|
|
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 |
115.09 |
2.618 |
114.33 |
1.618 |
113.87 |
1.000 |
113.59 |
0.618 |
113.41 |
HIGH |
113.13 |
0.618 |
112.95 |
0.500 |
112.90 |
0.382 |
112.85 |
LOW |
112.67 |
0.618 |
112.39 |
1.000 |
112.21 |
1.618 |
111.93 |
2.618 |
111.47 |
4.250 |
110.72 |
|
|
Fisher Pivots for day following 19-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
112.90 |
112.85 |
PP |
112.83 |
112.80 |
S1 |
112.77 |
112.75 |
|