Euro Bund Future June 2008
Trading Metrics calculated at close of trading on 21-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2008 |
21-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
115.89 |
116.16 |
0.27 |
0.2% |
115.06 |
High |
116.04 |
116.50 |
0.46 |
0.4% |
116.14 |
Low |
115.65 |
116.16 |
0.51 |
0.4% |
115.05 |
Close |
115.91 |
116.46 |
0.55 |
0.5% |
115.91 |
Range |
0.39 |
0.34 |
-0.05 |
-12.8% |
1.09 |
ATR |
0.50 |
0.50 |
0.01 |
1.4% |
0.00 |
Volume |
34 |
21 |
-13 |
-38.2% |
2,906 |
|
Daily Pivots for day following 21-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117.39 |
117.27 |
116.65 |
|
R3 |
117.05 |
116.93 |
116.55 |
|
R2 |
116.71 |
116.71 |
116.52 |
|
R1 |
116.59 |
116.59 |
116.49 |
116.65 |
PP |
116.37 |
116.37 |
116.37 |
116.41 |
S1 |
116.25 |
116.25 |
116.43 |
116.31 |
S2 |
116.03 |
116.03 |
116.40 |
|
S3 |
115.69 |
115.91 |
116.37 |
|
S4 |
115.35 |
115.57 |
116.27 |
|
|
Weekly Pivots for week ending 18-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118.97 |
118.53 |
116.51 |
|
R3 |
117.88 |
117.44 |
116.21 |
|
R2 |
116.79 |
116.79 |
116.11 |
|
R1 |
116.35 |
116.35 |
116.01 |
116.57 |
PP |
115.70 |
115.70 |
115.70 |
115.81 |
S1 |
115.26 |
115.26 |
115.81 |
115.48 |
S2 |
114.61 |
114.61 |
115.71 |
|
S3 |
113.52 |
114.17 |
115.61 |
|
S4 |
112.43 |
113.08 |
115.31 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
117.95 |
2.618 |
117.39 |
1.618 |
117.05 |
1.000 |
116.84 |
0.618 |
116.71 |
HIGH |
116.50 |
0.618 |
116.37 |
0.500 |
116.33 |
0.382 |
116.29 |
LOW |
116.16 |
0.618 |
115.95 |
1.000 |
115.82 |
1.618 |
115.61 |
2.618 |
115.27 |
4.250 |
114.72 |
|
|
Fisher Pivots for day following 21-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
116.42 |
116.29 |
PP |
116.37 |
116.12 |
S1 |
116.33 |
115.96 |
|