Euro Bund Future December 2008
Trading Metrics calculated at close of trading on 16-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2008 |
16-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
112.10 |
112.16 |
0.06 |
0.1% |
111.19 |
High |
112.49 |
112.45 |
-0.04 |
0.0% |
112.25 |
Low |
111.97 |
111.90 |
-0.07 |
-0.1% |
111.19 |
Close |
112.15 |
112.03 |
-0.12 |
-0.1% |
111.79 |
Range |
0.52 |
0.55 |
0.03 |
5.8% |
1.06 |
ATR |
0.62 |
0.61 |
0.00 |
-0.8% |
0.00 |
Volume |
645 |
3,658 |
3,013 |
467.1% |
4,802 |
|
Daily Pivots for day following 16-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.78 |
113.45 |
112.33 |
|
R3 |
113.23 |
112.90 |
112.18 |
|
R2 |
112.68 |
112.68 |
112.13 |
|
R1 |
112.35 |
112.35 |
112.08 |
112.24 |
PP |
112.13 |
112.13 |
112.13 |
112.07 |
S1 |
111.80 |
111.80 |
111.98 |
111.69 |
S2 |
111.58 |
111.58 |
111.93 |
|
S3 |
111.03 |
111.25 |
111.88 |
|
S4 |
110.48 |
110.70 |
111.73 |
|
|
Weekly Pivots for week ending 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114.92 |
114.42 |
112.37 |
|
R3 |
113.86 |
113.36 |
112.08 |
|
R2 |
112.80 |
112.80 |
111.98 |
|
R1 |
112.30 |
112.30 |
111.89 |
112.55 |
PP |
111.74 |
111.74 |
111.74 |
111.87 |
S1 |
111.24 |
111.24 |
111.69 |
111.49 |
S2 |
110.68 |
110.68 |
111.60 |
|
S3 |
109.62 |
110.18 |
111.50 |
|
S4 |
108.56 |
109.12 |
111.21 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
114.79 |
2.618 |
113.89 |
1.618 |
113.34 |
1.000 |
113.00 |
0.618 |
112.79 |
HIGH |
112.45 |
0.618 |
112.24 |
0.500 |
112.18 |
0.382 |
112.11 |
LOW |
111.90 |
0.618 |
111.56 |
1.000 |
111.35 |
1.618 |
111.01 |
2.618 |
110.46 |
4.250 |
109.56 |
|
|
Fisher Pivots for day following 16-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
112.18 |
111.99 |
PP |
112.13 |
111.95 |
S1 |
112.08 |
111.91 |
|