Euro Bund Future June 2008
| Trading Metrics calculated at close of trading on 30-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2008 |
30-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
115.86 |
115.70 |
-0.16 |
-0.1% |
116.16 |
| High |
115.92 |
115.70 |
-0.22 |
-0.2% |
117.65 |
| Low |
115.64 |
115.21 |
-0.43 |
-0.4% |
115.18 |
| Close |
115.66 |
115.44 |
-0.22 |
-0.2% |
115.91 |
| Range |
0.28 |
0.49 |
0.21 |
75.0% |
2.47 |
| ATR |
0.67 |
0.66 |
-0.01 |
-1.9% |
0.00 |
| Volume |
2,137 |
273 |
-1,864 |
-87.2% |
1,026 |
|
| Daily Pivots for day following 30-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.92 |
116.67 |
115.71 |
|
| R3 |
116.43 |
116.18 |
115.57 |
|
| R2 |
115.94 |
115.94 |
115.53 |
|
| R1 |
115.69 |
115.69 |
115.48 |
115.57 |
| PP |
115.45 |
115.45 |
115.45 |
115.39 |
| S1 |
115.20 |
115.20 |
115.40 |
115.08 |
| S2 |
114.96 |
114.96 |
115.35 |
|
| S3 |
114.47 |
114.71 |
115.31 |
|
| S4 |
113.98 |
114.22 |
115.17 |
|
|
| 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 |
117.78 |
|
2.618 |
116.98 |
|
1.618 |
116.49 |
|
1.000 |
116.19 |
|
0.618 |
116.00 |
|
HIGH |
115.70 |
|
0.618 |
115.51 |
|
0.500 |
115.46 |
|
0.382 |
115.40 |
|
LOW |
115.21 |
|
0.618 |
114.91 |
|
1.000 |
114.72 |
|
1.618 |
114.42 |
|
2.618 |
113.93 |
|
4.250 |
113.13 |
|
|
| Fisher Pivots for day following 30-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115.46 |
115.74 |
| PP |
115.45 |
115.64 |
| S1 |
115.45 |
115.54 |
|