Euro Bund Future June 2008
| Trading Metrics calculated at close of trading on 08-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2008 |
08-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
114.42 |
114.50 |
0.08 |
0.1% |
112.76 |
| High |
114.63 |
114.50 |
-0.13 |
-0.1% |
114.55 |
| Low |
114.32 |
114.18 |
-0.14 |
-0.1% |
112.51 |
| Close |
114.61 |
114.26 |
-0.35 |
-0.3% |
114.48 |
| Range |
0.31 |
0.32 |
0.01 |
3.2% |
2.04 |
| ATR |
0.54 |
0.53 |
-0.01 |
-1.4% |
0.00 |
| Volume |
18 |
30 |
12 |
66.7% |
1,432 |
|
| Daily Pivots for day following 08-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.27 |
115.09 |
114.44 |
|
| R3 |
114.95 |
114.77 |
114.35 |
|
| R2 |
114.63 |
114.63 |
114.32 |
|
| R1 |
114.45 |
114.45 |
114.29 |
114.38 |
| PP |
114.31 |
114.31 |
114.31 |
114.28 |
| S1 |
114.13 |
114.13 |
114.23 |
114.06 |
| S2 |
113.99 |
113.99 |
114.20 |
|
| S3 |
113.67 |
113.81 |
114.17 |
|
| S4 |
113.35 |
113.49 |
114.08 |
|
|
| 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 |
115.86 |
|
2.618 |
115.34 |
|
1.618 |
115.02 |
|
1.000 |
114.82 |
|
0.618 |
114.70 |
|
HIGH |
114.50 |
|
0.618 |
114.38 |
|
0.500 |
114.34 |
|
0.382 |
114.30 |
|
LOW |
114.18 |
|
0.618 |
113.98 |
|
1.000 |
113.86 |
|
1.618 |
113.66 |
|
2.618 |
113.34 |
|
4.250 |
112.82 |
|
|
| Fisher Pivots for day following 08-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114.34 |
114.32 |
| PP |
114.31 |
114.30 |
| S1 |
114.29 |
114.28 |
|