Euro Bund Future June 2008
Trading Metrics calculated at close of trading on 28-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2007 |
28-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
112.36 |
112.42 |
0.06 |
0.1% |
112.36 |
High |
112.37 |
112.77 |
0.40 |
0.4% |
112.77 |
Low |
112.26 |
112.42 |
0.16 |
0.1% |
112.26 |
Close |
112.31 |
112.71 |
0.40 |
0.4% |
112.71 |
Range |
0.11 |
0.35 |
0.24 |
218.2% |
0.51 |
ATR |
0.50 |
0.50 |
0.00 |
-0.6% |
0.00 |
Volume |
15 |
519 |
504 |
3,360.0% |
534 |
|
Daily Pivots for day following 28-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.68 |
113.55 |
112.90 |
|
R3 |
113.33 |
113.20 |
112.81 |
|
R2 |
112.98 |
112.98 |
112.77 |
|
R1 |
112.85 |
112.85 |
112.74 |
112.92 |
PP |
112.63 |
112.63 |
112.63 |
112.67 |
S1 |
112.50 |
112.50 |
112.68 |
112.57 |
S2 |
112.28 |
112.28 |
112.65 |
|
S3 |
111.93 |
112.15 |
112.61 |
|
S4 |
111.58 |
111.80 |
112.52 |
|
|
Weekly Pivots for week ending 28-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114.11 |
113.92 |
112.99 |
|
R3 |
113.60 |
113.41 |
112.85 |
|
R2 |
113.09 |
113.09 |
112.80 |
|
R1 |
112.90 |
112.90 |
112.76 |
113.00 |
PP |
112.58 |
112.58 |
112.58 |
112.63 |
S1 |
112.39 |
112.39 |
112.66 |
112.49 |
S2 |
112.07 |
112.07 |
112.62 |
|
S3 |
111.56 |
111.88 |
112.57 |
|
S4 |
111.05 |
111.37 |
112.43 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
114.26 |
2.618 |
113.69 |
1.618 |
113.34 |
1.000 |
113.12 |
0.618 |
112.99 |
HIGH |
112.77 |
0.618 |
112.64 |
0.500 |
112.60 |
0.382 |
112.55 |
LOW |
112.42 |
0.618 |
112.20 |
1.000 |
112.07 |
1.618 |
111.85 |
2.618 |
111.50 |
4.250 |
110.93 |
|
|
Fisher Pivots for day following 28-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
112.67 |
112.69 |
PP |
112.63 |
112.66 |
S1 |
112.60 |
112.64 |
|