Euro Bund Future June 2008
| Trading Metrics calculated at close of trading on 11-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2008 |
11-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
114.78 |
114.78 |
0.00 |
0.0% |
114.42 |
| High |
114.88 |
114.95 |
0.07 |
0.1% |
114.97 |
| Low |
114.77 |
114.51 |
-0.26 |
-0.2% |
114.18 |
| Close |
114.89 |
114.85 |
-0.04 |
0.0% |
114.85 |
| Range |
0.11 |
0.44 |
0.33 |
300.0% |
0.79 |
| ATR |
0.52 |
0.51 |
-0.01 |
-1.0% |
0.00 |
| Volume |
26 |
487 |
461 |
1,773.1% |
1,708 |
|
| Daily Pivots for day following 11-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.09 |
115.91 |
115.09 |
|
| R3 |
115.65 |
115.47 |
114.97 |
|
| R2 |
115.21 |
115.21 |
114.93 |
|
| R1 |
115.03 |
115.03 |
114.89 |
115.12 |
| PP |
114.77 |
114.77 |
114.77 |
114.82 |
| S1 |
114.59 |
114.59 |
114.81 |
114.68 |
| S2 |
114.33 |
114.33 |
114.77 |
|
| S3 |
113.89 |
114.15 |
114.73 |
|
| S4 |
113.45 |
113.71 |
114.61 |
|
|
| Weekly Pivots for week ending 11-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.04 |
116.73 |
115.28 |
|
| R3 |
116.25 |
115.94 |
115.07 |
|
| R2 |
115.46 |
115.46 |
114.99 |
|
| R1 |
115.15 |
115.15 |
114.92 |
115.31 |
| PP |
114.67 |
114.67 |
114.67 |
114.74 |
| S1 |
114.36 |
114.36 |
114.78 |
114.52 |
| S2 |
113.88 |
113.88 |
114.71 |
|
| S3 |
113.09 |
113.57 |
114.63 |
|
| S4 |
112.30 |
112.78 |
114.42 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.82 |
|
2.618 |
116.10 |
|
1.618 |
115.66 |
|
1.000 |
115.39 |
|
0.618 |
115.22 |
|
HIGH |
114.95 |
|
0.618 |
114.78 |
|
0.500 |
114.73 |
|
0.382 |
114.68 |
|
LOW |
114.51 |
|
0.618 |
114.24 |
|
1.000 |
114.07 |
|
1.618 |
113.80 |
|
2.618 |
113.36 |
|
4.250 |
112.64 |
|
|
| Fisher Pivots for day following 11-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114.81 |
114.81 |
| PP |
114.77 |
114.78 |
| S1 |
114.73 |
114.74 |
|