Euro Bund Future June 2008
| Trading Metrics calculated at close of trading on 22-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2008 |
22-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
116.16 |
116.61 |
0.45 |
0.4% |
115.06 |
| High |
116.50 |
117.65 |
1.15 |
1.0% |
116.14 |
| Low |
116.16 |
115.73 |
-0.43 |
-0.4% |
115.05 |
| Close |
116.46 |
115.66 |
-0.80 |
-0.7% |
115.91 |
| Range |
0.34 |
1.92 |
1.58 |
464.7% |
1.09 |
| ATR |
0.50 |
0.60 |
0.10 |
20.2% |
0.00 |
| Volume |
21 |
555 |
534 |
2,542.9% |
2,906 |
|
| Daily Pivots for day following 22-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.11 |
120.80 |
116.72 |
|
| R3 |
120.19 |
118.88 |
116.19 |
|
| R2 |
118.27 |
118.27 |
116.01 |
|
| R1 |
116.96 |
116.96 |
115.84 |
116.66 |
| PP |
116.35 |
116.35 |
116.35 |
116.19 |
| S1 |
115.04 |
115.04 |
115.48 |
114.74 |
| S2 |
114.43 |
114.43 |
115.31 |
|
| S3 |
112.51 |
113.12 |
115.13 |
|
| S4 |
110.59 |
111.20 |
114.60 |
|
|
| 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 |
125.81 |
|
2.618 |
122.68 |
|
1.618 |
120.76 |
|
1.000 |
119.57 |
|
0.618 |
118.84 |
|
HIGH |
117.65 |
|
0.618 |
116.92 |
|
0.500 |
116.69 |
|
0.382 |
116.46 |
|
LOW |
115.73 |
|
0.618 |
114.54 |
|
1.000 |
113.81 |
|
1.618 |
112.62 |
|
2.618 |
110.70 |
|
4.250 |
107.57 |
|
|
| Fisher Pivots for day following 22-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116.69 |
116.65 |
| PP |
116.35 |
116.32 |
| S1 |
116.00 |
115.99 |
|