Euro Bund Future June 2008
| Trading Metrics calculated at close of trading on 29-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2008 |
29-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
116.17 |
115.86 |
-0.31 |
-0.3% |
116.16 |
| High |
116.26 |
115.92 |
-0.34 |
-0.3% |
117.65 |
| Low |
115.99 |
115.64 |
-0.35 |
-0.3% |
115.18 |
| Close |
116.13 |
115.66 |
-0.47 |
-0.4% |
115.91 |
| Range |
0.27 |
0.28 |
0.01 |
3.7% |
2.47 |
| ATR |
0.69 |
0.67 |
-0.01 |
-2.0% |
0.00 |
| Volume |
303 |
2,137 |
1,834 |
605.3% |
1,026 |
|
| Daily Pivots for day following 29-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.58 |
116.40 |
115.81 |
|
| R3 |
116.30 |
116.12 |
115.74 |
|
| R2 |
116.02 |
116.02 |
115.71 |
|
| R1 |
115.84 |
115.84 |
115.69 |
115.79 |
| PP |
115.74 |
115.74 |
115.74 |
115.72 |
| S1 |
115.56 |
115.56 |
115.63 |
115.51 |
| S2 |
115.46 |
115.46 |
115.61 |
|
| S3 |
115.18 |
115.28 |
115.58 |
|
| S4 |
114.90 |
115.00 |
115.51 |
|
|
| 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 |
117.11 |
|
2.618 |
116.65 |
|
1.618 |
116.37 |
|
1.000 |
116.20 |
|
0.618 |
116.09 |
|
HIGH |
115.92 |
|
0.618 |
115.81 |
|
0.500 |
115.78 |
|
0.382 |
115.75 |
|
LOW |
115.64 |
|
0.618 |
115.47 |
|
1.000 |
115.36 |
|
1.618 |
115.19 |
|
2.618 |
114.91 |
|
4.250 |
114.45 |
|
|
| Fisher Pivots for day following 29-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115.78 |
115.72 |
| PP |
115.74 |
115.70 |
| S1 |
115.70 |
115.68 |
|