Euro Bund Future June 2008
| Trading Metrics calculated at close of trading on 18-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2007 |
18-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
112.77 |
112.88 |
0.11 |
0.1% |
113.84 |
| High |
112.82 |
112.89 |
0.07 |
0.1% |
113.84 |
| Low |
112.66 |
112.56 |
-0.10 |
-0.1% |
112.46 |
| Close |
112.73 |
112.78 |
0.05 |
0.0% |
112.59 |
| Range |
0.16 |
0.33 |
0.17 |
106.3% |
1.38 |
| ATR |
|
|
|
|
|
| Volume |
101 |
161 |
60 |
59.4% |
859 |
|
| Daily Pivots for day following 18-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.73 |
113.59 |
112.96 |
|
| R3 |
113.40 |
113.26 |
112.87 |
|
| R2 |
113.07 |
113.07 |
112.84 |
|
| R1 |
112.93 |
112.93 |
112.81 |
112.84 |
| PP |
112.74 |
112.74 |
112.74 |
112.70 |
| S1 |
112.60 |
112.60 |
112.75 |
112.51 |
| S2 |
112.41 |
112.41 |
112.72 |
|
| S3 |
112.08 |
112.27 |
112.69 |
|
| S4 |
111.75 |
111.94 |
112.60 |
|
|
| Weekly Pivots for week ending 14-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.10 |
116.23 |
113.35 |
|
| R3 |
115.72 |
114.85 |
112.97 |
|
| R2 |
114.34 |
114.34 |
112.84 |
|
| R1 |
113.47 |
113.47 |
112.72 |
113.22 |
| PP |
112.96 |
112.96 |
112.96 |
112.84 |
| S1 |
112.09 |
112.09 |
112.46 |
111.84 |
| S2 |
111.58 |
111.58 |
112.34 |
|
| S3 |
110.20 |
110.71 |
112.21 |
|
| S4 |
108.82 |
109.33 |
111.83 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.29 |
|
2.618 |
113.75 |
|
1.618 |
113.42 |
|
1.000 |
113.22 |
|
0.618 |
113.09 |
|
HIGH |
112.89 |
|
0.618 |
112.76 |
|
0.500 |
112.73 |
|
0.382 |
112.69 |
|
LOW |
112.56 |
|
0.618 |
112.36 |
|
1.000 |
112.23 |
|
1.618 |
112.03 |
|
2.618 |
111.70 |
|
4.250 |
111.16 |
|
|
| Fisher Pivots for day following 18-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
112.76 |
112.76 |
| PP |
112.74 |
112.74 |
| S1 |
112.73 |
112.72 |
|