Euro Bund Future June 2008
| Trading Metrics calculated at close of trading on 07-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2008 |
07-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
114.06 |
114.42 |
0.36 |
0.3% |
112.76 |
| High |
114.55 |
114.63 |
0.08 |
0.1% |
114.55 |
| Low |
114.00 |
114.32 |
0.32 |
0.3% |
112.51 |
| Close |
114.48 |
114.61 |
0.13 |
0.1% |
114.48 |
| Range |
0.55 |
0.31 |
-0.24 |
-43.6% |
2.04 |
| ATR |
0.56 |
0.54 |
-0.02 |
-3.2% |
0.00 |
| Volume |
145 |
18 |
-127 |
-87.6% |
1,432 |
|
| Daily Pivots for day following 07-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.45 |
115.34 |
114.78 |
|
| R3 |
115.14 |
115.03 |
114.70 |
|
| R2 |
114.83 |
114.83 |
114.67 |
|
| R1 |
114.72 |
114.72 |
114.64 |
114.78 |
| PP |
114.52 |
114.52 |
114.52 |
114.55 |
| S1 |
114.41 |
114.41 |
114.58 |
114.47 |
| S2 |
114.21 |
114.21 |
114.55 |
|
| S3 |
113.90 |
114.10 |
114.52 |
|
| S4 |
113.59 |
113.79 |
114.44 |
|
|
| Weekly Pivots for week ending 04-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.97 |
119.26 |
115.60 |
|
| R3 |
117.93 |
117.22 |
115.04 |
|
| R2 |
115.89 |
115.89 |
114.85 |
|
| R1 |
115.18 |
115.18 |
114.67 |
115.54 |
| PP |
113.85 |
113.85 |
113.85 |
114.02 |
| S1 |
113.14 |
113.14 |
114.29 |
113.50 |
| S2 |
111.81 |
111.81 |
114.11 |
|
| S3 |
109.77 |
111.10 |
113.92 |
|
| S4 |
107.73 |
109.06 |
113.36 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.95 |
|
2.618 |
115.44 |
|
1.618 |
115.13 |
|
1.000 |
114.94 |
|
0.618 |
114.82 |
|
HIGH |
114.63 |
|
0.618 |
114.51 |
|
0.500 |
114.48 |
|
0.382 |
114.44 |
|
LOW |
114.32 |
|
0.618 |
114.13 |
|
1.000 |
114.01 |
|
1.618 |
113.82 |
|
2.618 |
113.51 |
|
4.250 |
113.00 |
|
|
| Fisher Pivots for day following 07-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114.57 |
114.46 |
| PP |
114.52 |
114.31 |
| S1 |
114.48 |
114.16 |
|