Euro Bund Future December 2008
Trading Metrics calculated at close of trading on 05-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2008 |
05-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
112.62 |
112.52 |
-0.10 |
-0.1% |
110.27 |
High |
112.62 |
112.71 |
0.09 |
0.1% |
112.51 |
Low |
112.21 |
112.34 |
0.13 |
0.1% |
110.27 |
Close |
112.53 |
112.63 |
0.10 |
0.1% |
112.26 |
Range |
0.41 |
0.37 |
-0.04 |
-9.8% |
2.24 |
ATR |
0.64 |
0.62 |
-0.02 |
-3.0% |
0.00 |
Volume |
74 |
344 |
270 |
364.9% |
6,286 |
|
Daily Pivots for day following 05-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.67 |
113.52 |
112.83 |
|
R3 |
113.30 |
113.15 |
112.73 |
|
R2 |
112.93 |
112.93 |
112.70 |
|
R1 |
112.78 |
112.78 |
112.66 |
112.86 |
PP |
112.56 |
112.56 |
112.56 |
112.60 |
S1 |
112.41 |
112.41 |
112.60 |
112.49 |
S2 |
112.19 |
112.19 |
112.56 |
|
S3 |
111.82 |
112.04 |
112.53 |
|
S4 |
111.45 |
111.67 |
112.43 |
|
|
Weekly Pivots for week ending 01-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118.40 |
117.57 |
113.49 |
|
R3 |
116.16 |
115.33 |
112.88 |
|
R2 |
113.92 |
113.92 |
112.67 |
|
R1 |
113.09 |
113.09 |
112.47 |
113.51 |
PP |
111.68 |
111.68 |
111.68 |
111.89 |
S1 |
110.85 |
110.85 |
112.05 |
111.27 |
S2 |
109.44 |
109.44 |
111.85 |
|
S3 |
107.20 |
108.61 |
111.64 |
|
S4 |
104.96 |
106.37 |
111.03 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
114.28 |
2.618 |
113.68 |
1.618 |
113.31 |
1.000 |
113.08 |
0.618 |
112.94 |
HIGH |
112.71 |
0.618 |
112.57 |
0.500 |
112.53 |
0.382 |
112.48 |
LOW |
112.34 |
0.618 |
112.11 |
1.000 |
111.97 |
1.618 |
111.74 |
2.618 |
111.37 |
4.250 |
110.77 |
|
|
Fisher Pivots for day following 05-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
112.60 |
112.55 |
PP |
112.56 |
112.47 |
S1 |
112.53 |
112.39 |
|