Euro Bund Future June 2008
| Trading Metrics calculated at close of trading on 24-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2008 |
24-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
116.00 |
116.00 |
0.00 |
0.0% |
115.06 |
| High |
117.03 |
116.26 |
-0.77 |
-0.7% |
116.14 |
| Low |
116.00 |
115.58 |
-0.42 |
-0.4% |
115.05 |
| Close |
116.65 |
115.62 |
-1.03 |
-0.9% |
115.91 |
| Range |
1.03 |
0.68 |
-0.35 |
-34.0% |
1.09 |
| ATR |
0.66 |
0.69 |
0.03 |
4.5% |
0.00 |
| Volume |
96 |
167 |
71 |
74.0% |
2,906 |
|
| Daily Pivots for day following 24-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.86 |
117.42 |
115.99 |
|
| R3 |
117.18 |
116.74 |
115.81 |
|
| R2 |
116.50 |
116.50 |
115.74 |
|
| R1 |
116.06 |
116.06 |
115.68 |
115.94 |
| PP |
115.82 |
115.82 |
115.82 |
115.76 |
| S1 |
115.38 |
115.38 |
115.56 |
115.26 |
| S2 |
115.14 |
115.14 |
115.50 |
|
| S3 |
114.46 |
114.70 |
115.43 |
|
| S4 |
113.78 |
114.02 |
115.25 |
|
|
| 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 |
119.15 |
|
2.618 |
118.04 |
|
1.618 |
117.36 |
|
1.000 |
116.94 |
|
0.618 |
116.68 |
|
HIGH |
116.26 |
|
0.618 |
116.00 |
|
0.500 |
115.92 |
|
0.382 |
115.84 |
|
LOW |
115.58 |
|
0.618 |
115.16 |
|
1.000 |
114.90 |
|
1.618 |
114.48 |
|
2.618 |
113.80 |
|
4.250 |
112.69 |
|
|
| Fisher Pivots for day following 24-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115.92 |
116.62 |
| PP |
115.82 |
116.28 |
| S1 |
115.72 |
115.95 |
|