Euro Bund Future June 2008
| Trading Metrics calculated at close of trading on 23-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2008 |
23-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
116.61 |
116.00 |
-0.61 |
-0.5% |
115.06 |
| High |
117.65 |
117.03 |
-0.62 |
-0.5% |
116.14 |
| Low |
115.73 |
116.00 |
0.27 |
0.2% |
115.05 |
| Close |
115.66 |
116.65 |
0.99 |
0.9% |
115.91 |
| Range |
1.92 |
1.03 |
-0.89 |
-46.4% |
1.09 |
| ATR |
0.60 |
0.66 |
0.05 |
9.1% |
0.00 |
| Volume |
555 |
96 |
-459 |
-82.7% |
2,906 |
|
| Daily Pivots for day following 23-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.65 |
119.18 |
117.22 |
|
| R3 |
118.62 |
118.15 |
116.93 |
|
| R2 |
117.59 |
117.59 |
116.84 |
|
| R1 |
117.12 |
117.12 |
116.74 |
117.36 |
| PP |
116.56 |
116.56 |
116.56 |
116.68 |
| S1 |
116.09 |
116.09 |
116.56 |
116.33 |
| S2 |
115.53 |
115.53 |
116.46 |
|
| S3 |
114.50 |
115.06 |
116.37 |
|
| S4 |
113.47 |
114.03 |
116.08 |
|
|
| 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 |
121.41 |
|
2.618 |
119.73 |
|
1.618 |
118.70 |
|
1.000 |
118.06 |
|
0.618 |
117.67 |
|
HIGH |
117.03 |
|
0.618 |
116.64 |
|
0.500 |
116.52 |
|
0.382 |
116.39 |
|
LOW |
116.00 |
|
0.618 |
115.36 |
|
1.000 |
114.97 |
|
1.618 |
114.33 |
|
2.618 |
113.30 |
|
4.250 |
111.62 |
|
|
| Fisher Pivots for day following 23-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116.61 |
116.69 |
| PP |
116.56 |
116.68 |
| S1 |
116.52 |
116.66 |
|