Euro Bund Future June 2008
| Trading Metrics calculated at close of trading on 31-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2008 |
31-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
115.70 |
115.70 |
0.00 |
0.0% |
116.16 |
| High |
115.70 |
116.29 |
0.59 |
0.5% |
117.65 |
| Low |
115.21 |
115.62 |
0.41 |
0.4% |
115.18 |
| Close |
115.44 |
116.25 |
0.81 |
0.7% |
115.91 |
| Range |
0.49 |
0.67 |
0.18 |
36.7% |
2.47 |
| ATR |
0.66 |
0.67 |
0.01 |
2.1% |
0.00 |
| Volume |
273 |
1,390 |
1,117 |
409.2% |
1,026 |
|
| Daily Pivots for day following 31-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.06 |
117.83 |
116.62 |
|
| R3 |
117.39 |
117.16 |
116.43 |
|
| R2 |
116.72 |
116.72 |
116.37 |
|
| R1 |
116.49 |
116.49 |
116.31 |
116.61 |
| PP |
116.05 |
116.05 |
116.05 |
116.11 |
| S1 |
115.82 |
115.82 |
116.19 |
115.94 |
| S2 |
115.38 |
115.38 |
116.13 |
|
| S3 |
114.71 |
115.15 |
116.07 |
|
| S4 |
114.04 |
114.48 |
115.88 |
|
|
| 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 |
119.14 |
|
2.618 |
118.04 |
|
1.618 |
117.37 |
|
1.000 |
116.96 |
|
0.618 |
116.70 |
|
HIGH |
116.29 |
|
0.618 |
116.03 |
|
0.500 |
115.96 |
|
0.382 |
115.88 |
|
LOW |
115.62 |
|
0.618 |
115.21 |
|
1.000 |
114.95 |
|
1.618 |
114.54 |
|
2.618 |
113.87 |
|
4.250 |
112.77 |
|
|
| Fisher Pivots for day following 31-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116.15 |
116.08 |
| PP |
116.05 |
115.92 |
| S1 |
115.96 |
115.75 |
|