Euro Bund Future June 2008
| Trading Metrics calculated at close of trading on 25-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2008 |
25-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
116.00 |
115.39 |
-0.61 |
-0.5% |
116.16 |
| High |
116.26 |
116.20 |
-0.06 |
-0.1% |
117.65 |
| Low |
115.58 |
115.18 |
-0.40 |
-0.3% |
115.18 |
| Close |
115.62 |
115.91 |
0.29 |
0.3% |
115.91 |
| Range |
0.68 |
1.02 |
0.34 |
50.0% |
2.47 |
| ATR |
0.69 |
0.71 |
0.02 |
3.4% |
0.00 |
| Volume |
167 |
187 |
20 |
12.0% |
1,026 |
|
| Daily Pivots for day following 25-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.82 |
118.39 |
116.47 |
|
| R3 |
117.80 |
117.37 |
116.19 |
|
| R2 |
116.78 |
116.78 |
116.10 |
|
| R1 |
116.35 |
116.35 |
116.00 |
116.57 |
| PP |
115.76 |
115.76 |
115.76 |
115.87 |
| S1 |
115.33 |
115.33 |
115.82 |
115.55 |
| S2 |
114.74 |
114.74 |
115.72 |
|
| S3 |
113.72 |
114.31 |
115.63 |
|
| S4 |
112.70 |
113.29 |
115.35 |
|
|
| Weekly Pivots for week ending 25-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.66 |
122.25 |
117.27 |
|
| R3 |
121.19 |
119.78 |
116.59 |
|
| R2 |
118.72 |
118.72 |
116.36 |
|
| R1 |
117.31 |
117.31 |
116.14 |
116.78 |
| PP |
116.25 |
116.25 |
116.25 |
115.98 |
| S1 |
114.84 |
114.84 |
115.68 |
114.31 |
| S2 |
113.78 |
113.78 |
115.46 |
|
| S3 |
111.31 |
112.37 |
115.23 |
|
| S4 |
108.84 |
109.90 |
114.55 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120.54 |
|
2.618 |
118.87 |
|
1.618 |
117.85 |
|
1.000 |
117.22 |
|
0.618 |
116.83 |
|
HIGH |
116.20 |
|
0.618 |
115.81 |
|
0.500 |
115.69 |
|
0.382 |
115.57 |
|
LOW |
115.18 |
|
0.618 |
114.55 |
|
1.000 |
114.16 |
|
1.618 |
113.53 |
|
2.618 |
112.51 |
|
4.250 |
110.85 |
|
|
| Fisher Pivots for day following 25-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115.84 |
116.11 |
| PP |
115.76 |
116.04 |
| S1 |
115.69 |
115.98 |
|