Euro Bund Future December 2008
Trading Metrics calculated at close of trading on 19-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2008 |
19-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
114.06 |
114.19 |
0.13 |
0.1% |
113.31 |
High |
114.27 |
114.60 |
0.33 |
0.3% |
114.18 |
Low |
113.96 |
113.90 |
-0.06 |
-0.1% |
113.10 |
Close |
114.12 |
114.03 |
-0.09 |
-0.1% |
113.90 |
Range |
0.31 |
0.70 |
0.39 |
125.8% |
1.08 |
ATR |
0.54 |
0.55 |
0.01 |
2.1% |
0.00 |
Volume |
433 |
1,813 |
1,380 |
318.7% |
4,310 |
|
Daily Pivots for day following 19-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116.28 |
115.85 |
114.42 |
|
R3 |
115.58 |
115.15 |
114.22 |
|
R2 |
114.88 |
114.88 |
114.16 |
|
R1 |
114.45 |
114.45 |
114.09 |
114.32 |
PP |
114.18 |
114.18 |
114.18 |
114.11 |
S1 |
113.75 |
113.75 |
113.97 |
113.62 |
S2 |
113.48 |
113.48 |
113.90 |
|
S3 |
112.78 |
113.05 |
113.84 |
|
S4 |
112.08 |
112.35 |
113.65 |
|
|
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 |
117.58 |
2.618 |
116.43 |
1.618 |
115.73 |
1.000 |
115.30 |
0.618 |
115.03 |
HIGH |
114.60 |
0.618 |
114.33 |
0.500 |
114.25 |
0.382 |
114.17 |
LOW |
113.90 |
0.618 |
113.47 |
1.000 |
113.20 |
1.618 |
112.77 |
2.618 |
112.07 |
4.250 |
110.93 |
|
|
Fisher Pivots for day following 19-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
114.25 |
114.15 |
PP |
114.18 |
114.11 |
S1 |
114.10 |
114.07 |
|