Euro Bund Future June 2008
| Trading Metrics calculated at close of trading on 02-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2007 |
02-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
112.42 |
112.76 |
0.34 |
0.3% |
112.36 |
| High |
112.77 |
113.88 |
1.11 |
1.0% |
112.77 |
| Low |
112.42 |
112.51 |
0.09 |
0.1% |
112.26 |
| Close |
112.71 |
113.71 |
1.00 |
0.9% |
112.71 |
| Range |
0.35 |
1.37 |
1.02 |
291.4% |
0.51 |
| ATR |
0.50 |
0.56 |
0.06 |
12.4% |
0.00 |
| Volume |
519 |
154 |
-365 |
-70.3% |
534 |
|
| Daily Pivots for day following 02-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.48 |
116.96 |
114.46 |
|
| R3 |
116.11 |
115.59 |
114.09 |
|
| R2 |
114.74 |
114.74 |
113.96 |
|
| R1 |
114.22 |
114.22 |
113.84 |
114.48 |
| PP |
113.37 |
113.37 |
113.37 |
113.50 |
| S1 |
112.85 |
112.85 |
113.58 |
113.11 |
| S2 |
112.00 |
112.00 |
113.46 |
|
| S3 |
110.63 |
111.48 |
113.33 |
|
| S4 |
109.26 |
110.11 |
112.96 |
|
|
| Weekly Pivots for week ending 28-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.11 |
113.92 |
112.99 |
|
| R3 |
113.60 |
113.41 |
112.85 |
|
| R2 |
113.09 |
113.09 |
112.80 |
|
| R1 |
112.90 |
112.90 |
112.76 |
113.00 |
| PP |
112.58 |
112.58 |
112.58 |
112.63 |
| S1 |
112.39 |
112.39 |
112.66 |
112.49 |
| S2 |
112.07 |
112.07 |
112.62 |
|
| S3 |
111.56 |
111.88 |
112.57 |
|
| S4 |
111.05 |
111.37 |
112.43 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119.70 |
|
2.618 |
117.47 |
|
1.618 |
116.10 |
|
1.000 |
115.25 |
|
0.618 |
114.73 |
|
HIGH |
113.88 |
|
0.618 |
113.36 |
|
0.500 |
113.20 |
|
0.382 |
113.03 |
|
LOW |
112.51 |
|
0.618 |
111.66 |
|
1.000 |
111.14 |
|
1.618 |
110.29 |
|
2.618 |
108.92 |
|
4.250 |
106.69 |
|
|
| Fisher Pivots for day following 02-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113.54 |
113.50 |
| PP |
113.37 |
113.28 |
| S1 |
113.20 |
113.07 |
|