Euro Bund Future June 2008
Trading Metrics calculated at close of trading on 05-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2008 |
05-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
116.20 |
116.02 |
-0.18 |
-0.2% |
116.17 |
High |
116.20 |
117.00 |
0.80 |
0.7% |
116.40 |
Low |
116.04 |
116.02 |
-0.02 |
0.0% |
115.21 |
Close |
116.09 |
116.94 |
0.85 |
0.7% |
116.34 |
Range |
0.16 |
0.98 |
0.82 |
512.5% |
1.19 |
ATR |
0.63 |
0.66 |
0.02 |
3.9% |
0.00 |
Volume |
3,329 |
2,248 |
-1,081 |
-32.5% |
4,320 |
|
Daily Pivots for day following 05-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119.59 |
119.25 |
117.48 |
|
R3 |
118.61 |
118.27 |
117.21 |
|
R2 |
117.63 |
117.63 |
117.12 |
|
R1 |
117.29 |
117.29 |
117.03 |
117.46 |
PP |
116.65 |
116.65 |
116.65 |
116.74 |
S1 |
116.31 |
116.31 |
116.85 |
116.48 |
S2 |
115.67 |
115.67 |
116.76 |
|
S3 |
114.69 |
115.33 |
116.67 |
|
S4 |
113.71 |
114.35 |
116.40 |
|
|
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 |
121.17 |
2.618 |
119.57 |
1.618 |
118.59 |
1.000 |
117.98 |
0.618 |
117.61 |
HIGH |
117.00 |
0.618 |
116.63 |
0.500 |
116.51 |
0.382 |
116.39 |
LOW |
116.02 |
0.618 |
115.41 |
1.000 |
115.04 |
1.618 |
114.43 |
2.618 |
113.45 |
4.250 |
111.86 |
|
|
Fisher Pivots for day following 05-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
116.80 |
116.78 |
PP |
116.65 |
116.61 |
S1 |
116.51 |
116.45 |
|