Euro Bund Future June 2008
| Trading Metrics calculated at close of trading on 21-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2007 |
21-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
112.99 |
112.99 |
0.00 |
0.0% |
112.77 |
| High |
113.19 |
113.02 |
-0.17 |
-0.2% |
113.19 |
| Low |
112.99 |
112.56 |
-0.43 |
-0.4% |
112.56 |
| Close |
113.10 |
112.55 |
-0.55 |
-0.5% |
112.55 |
| Range |
0.20 |
0.46 |
0.26 |
130.0% |
0.63 |
| ATR |
0.52 |
0.52 |
0.00 |
0.3% |
0.00 |
| Volume |
95 |
21 |
-74 |
-77.9% |
401 |
|
| Daily Pivots for day following 21-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.09 |
113.78 |
112.80 |
|
| R3 |
113.63 |
113.32 |
112.68 |
|
| R2 |
113.17 |
113.17 |
112.63 |
|
| R1 |
112.86 |
112.86 |
112.59 |
112.79 |
| PP |
112.71 |
112.71 |
112.71 |
112.67 |
| S1 |
112.40 |
112.40 |
112.51 |
112.33 |
| S2 |
112.25 |
112.25 |
112.47 |
|
| S3 |
111.79 |
111.94 |
112.42 |
|
| S4 |
111.33 |
111.48 |
112.30 |
|
|
| Weekly Pivots for week ending 21-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.66 |
114.23 |
112.90 |
|
| R3 |
114.03 |
113.60 |
112.72 |
|
| R2 |
113.40 |
113.40 |
112.67 |
|
| R1 |
112.97 |
112.97 |
112.61 |
112.87 |
| PP |
112.77 |
112.77 |
112.77 |
112.72 |
| S1 |
112.34 |
112.34 |
112.49 |
112.24 |
| S2 |
112.14 |
112.14 |
112.43 |
|
| S3 |
111.51 |
111.71 |
112.38 |
|
| S4 |
110.88 |
111.08 |
112.20 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.98 |
|
2.618 |
114.22 |
|
1.618 |
113.76 |
|
1.000 |
113.48 |
|
0.618 |
113.30 |
|
HIGH |
113.02 |
|
0.618 |
112.84 |
|
0.500 |
112.79 |
|
0.382 |
112.74 |
|
LOW |
112.56 |
|
0.618 |
112.28 |
|
1.000 |
112.10 |
|
1.618 |
111.82 |
|
2.618 |
111.36 |
|
4.250 |
110.61 |
|
|
| Fisher Pivots for day following 21-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
112.79 |
112.88 |
| PP |
112.71 |
112.77 |
| S1 |
112.63 |
112.66 |
|