Euro Bund Future December 2008
Trading Metrics calculated at close of trading on 17-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2008 |
17-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
112.16 |
111.89 |
-0.27 |
-0.2% |
111.19 |
High |
112.45 |
111.89 |
-0.56 |
-0.5% |
112.25 |
Low |
111.90 |
111.34 |
-0.56 |
-0.5% |
111.19 |
Close |
112.03 |
111.65 |
-0.38 |
-0.3% |
111.79 |
Range |
0.55 |
0.55 |
0.00 |
0.0% |
1.06 |
ATR |
0.61 |
0.62 |
0.01 |
0.9% |
0.00 |
Volume |
3,658 |
109 |
-3,549 |
-97.0% |
4,802 |
|
Daily Pivots for day following 17-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.28 |
113.01 |
111.95 |
|
R3 |
112.73 |
112.46 |
111.80 |
|
R2 |
112.18 |
112.18 |
111.75 |
|
R1 |
111.91 |
111.91 |
111.70 |
111.77 |
PP |
111.63 |
111.63 |
111.63 |
111.56 |
S1 |
111.36 |
111.36 |
111.60 |
111.22 |
S2 |
111.08 |
111.08 |
111.55 |
|
S3 |
110.53 |
110.81 |
111.50 |
|
S4 |
109.98 |
110.26 |
111.35 |
|
|
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 |
114.23 |
2.618 |
113.33 |
1.618 |
112.78 |
1.000 |
112.44 |
0.618 |
112.23 |
HIGH |
111.89 |
0.618 |
111.68 |
0.500 |
111.62 |
0.382 |
111.55 |
LOW |
111.34 |
0.618 |
111.00 |
1.000 |
110.79 |
1.618 |
110.45 |
2.618 |
109.90 |
4.250 |
109.00 |
|
|
Fisher Pivots for day following 17-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
111.64 |
111.92 |
PP |
111.63 |
111.83 |
S1 |
111.62 |
111.74 |
|