Euro Bund Future June 2008
| Trading Metrics calculated at close of trading on 16-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2008 |
16-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
115.18 |
115.63 |
0.45 |
0.4% |
114.42 |
| High |
115.38 |
115.86 |
0.48 |
0.4% |
114.97 |
| Low |
115.18 |
115.39 |
0.21 |
0.2% |
114.18 |
| Close |
115.41 |
115.84 |
0.43 |
0.4% |
114.85 |
| Range |
0.20 |
0.47 |
0.27 |
135.0% |
0.79 |
| ATR |
0.49 |
0.49 |
0.00 |
-0.3% |
0.00 |
| Volume |
849 |
164 |
-685 |
-80.7% |
1,708 |
|
| Daily Pivots for day following 16-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.11 |
116.94 |
116.10 |
|
| R3 |
116.64 |
116.47 |
115.97 |
|
| R2 |
116.17 |
116.17 |
115.93 |
|
| R1 |
116.00 |
116.00 |
115.88 |
116.09 |
| PP |
115.70 |
115.70 |
115.70 |
115.74 |
| S1 |
115.53 |
115.53 |
115.80 |
115.62 |
| S2 |
115.23 |
115.23 |
115.75 |
|
| S3 |
114.76 |
115.06 |
115.71 |
|
| S4 |
114.29 |
114.59 |
115.58 |
|
|
| 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 |
117.86 |
|
2.618 |
117.09 |
|
1.618 |
116.62 |
|
1.000 |
116.33 |
|
0.618 |
116.15 |
|
HIGH |
115.86 |
|
0.618 |
115.68 |
|
0.500 |
115.63 |
|
0.382 |
115.57 |
|
LOW |
115.39 |
|
0.618 |
115.10 |
|
1.000 |
114.92 |
|
1.618 |
114.63 |
|
2.618 |
114.16 |
|
4.250 |
113.39 |
|
|
| Fisher Pivots for day following 16-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115.77 |
115.71 |
| PP |
115.70 |
115.58 |
| S1 |
115.63 |
115.46 |
|