Euro Bund Future June 2008
| Trading Metrics calculated at close of trading on 20-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2007 |
20-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
113.03 |
112.99 |
-0.04 |
0.0% |
113.84 |
| High |
113.13 |
113.19 |
0.06 |
0.1% |
113.84 |
| Low |
112.67 |
112.99 |
0.32 |
0.3% |
112.46 |
| Close |
112.70 |
113.10 |
0.40 |
0.4% |
112.59 |
| Range |
0.46 |
0.20 |
-0.26 |
-56.5% |
1.38 |
| ATR |
0.00 |
0.52 |
0.52 |
|
0.00 |
| Volume |
23 |
95 |
72 |
313.0% |
859 |
|
| Daily Pivots for day following 20-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.69 |
113.60 |
113.21 |
|
| R3 |
113.49 |
113.40 |
113.16 |
|
| R2 |
113.29 |
113.29 |
113.14 |
|
| R1 |
113.20 |
113.20 |
113.12 |
113.25 |
| PP |
113.09 |
113.09 |
113.09 |
113.12 |
| S1 |
113.00 |
113.00 |
113.08 |
113.05 |
| S2 |
112.89 |
112.89 |
113.06 |
|
| S3 |
112.69 |
112.80 |
113.05 |
|
| S4 |
112.49 |
112.60 |
112.99 |
|
|
| 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 |
114.04 |
|
2.618 |
113.71 |
|
1.618 |
113.51 |
|
1.000 |
113.39 |
|
0.618 |
113.31 |
|
HIGH |
113.19 |
|
0.618 |
113.11 |
|
0.500 |
113.09 |
|
0.382 |
113.07 |
|
LOW |
112.99 |
|
0.618 |
112.87 |
|
1.000 |
112.79 |
|
1.618 |
112.67 |
|
2.618 |
112.47 |
|
4.250 |
112.14 |
|
|
| Fisher Pivots for day following 20-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
113.10 |
113.03 |
| PP |
113.09 |
112.95 |
| S1 |
113.09 |
112.88 |
|