Euro Bund Future June 2008
| Trading Metrics calculated at close of trading on 04-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2008 |
04-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
116.30 |
116.20 |
-0.10 |
-0.1% |
116.17 |
| High |
116.40 |
116.20 |
-0.20 |
-0.2% |
116.40 |
| Low |
115.90 |
116.04 |
0.14 |
0.1% |
115.21 |
| Close |
116.34 |
116.09 |
-0.25 |
-0.2% |
116.34 |
| Range |
0.50 |
0.16 |
-0.34 |
-68.0% |
1.19 |
| ATR |
0.66 |
0.63 |
-0.03 |
-3.9% |
0.00 |
| Volume |
217 |
3,329 |
3,112 |
1,434.1% |
4,320 |
|
| Daily Pivots for day following 04-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.59 |
116.50 |
116.18 |
|
| R3 |
116.43 |
116.34 |
116.13 |
|
| R2 |
116.27 |
116.27 |
116.12 |
|
| R1 |
116.18 |
116.18 |
116.10 |
116.15 |
| PP |
116.11 |
116.11 |
116.11 |
116.09 |
| S1 |
116.02 |
116.02 |
116.08 |
115.99 |
| S2 |
115.95 |
115.95 |
116.06 |
|
| S3 |
115.79 |
115.86 |
116.05 |
|
| S4 |
115.63 |
115.70 |
116.00 |
|
|
| Weekly Pivots for week ending 01-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.55 |
119.14 |
116.99 |
|
| R3 |
118.36 |
117.95 |
116.67 |
|
| R2 |
117.17 |
117.17 |
116.56 |
|
| R1 |
116.76 |
116.76 |
116.45 |
116.97 |
| PP |
115.98 |
115.98 |
115.98 |
116.09 |
| S1 |
115.57 |
115.57 |
116.23 |
115.78 |
| S2 |
114.79 |
114.79 |
116.12 |
|
| S3 |
113.60 |
114.38 |
116.01 |
|
| S4 |
112.41 |
113.19 |
115.69 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.88 |
|
2.618 |
116.62 |
|
1.618 |
116.46 |
|
1.000 |
116.36 |
|
0.618 |
116.30 |
|
HIGH |
116.20 |
|
0.618 |
116.14 |
|
0.500 |
116.12 |
|
0.382 |
116.10 |
|
LOW |
116.04 |
|
0.618 |
115.94 |
|
1.000 |
115.88 |
|
1.618 |
115.78 |
|
2.618 |
115.62 |
|
4.250 |
115.36 |
|
|
| Fisher Pivots for day following 04-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116.12 |
116.06 |
| PP |
116.11 |
116.04 |
| S1 |
116.10 |
116.01 |
|