Euro Bund Future June 2008
| Trading Metrics calculated at close of trading on 06-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2008 |
06-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
116.02 |
116.99 |
0.97 |
0.8% |
116.17 |
| High |
117.00 |
116.99 |
-0.01 |
0.0% |
116.40 |
| Low |
116.02 |
116.46 |
0.44 |
0.4% |
115.21 |
| Close |
116.94 |
116.47 |
-0.47 |
-0.4% |
116.34 |
| Range |
0.98 |
0.53 |
-0.45 |
-45.9% |
1.19 |
| ATR |
0.66 |
0.65 |
-0.01 |
-1.4% |
0.00 |
| Volume |
2,248 |
2,027 |
-221 |
-9.8% |
4,320 |
|
| Daily Pivots for day following 06-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.23 |
117.88 |
116.76 |
|
| R3 |
117.70 |
117.35 |
116.62 |
|
| R2 |
117.17 |
117.17 |
116.57 |
|
| R1 |
116.82 |
116.82 |
116.52 |
116.73 |
| PP |
116.64 |
116.64 |
116.64 |
116.60 |
| S1 |
116.29 |
116.29 |
116.42 |
116.20 |
| S2 |
116.11 |
116.11 |
116.37 |
|
| S3 |
115.58 |
115.76 |
116.32 |
|
| S4 |
115.05 |
115.23 |
116.18 |
|
|
| 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 |
119.24 |
|
2.618 |
118.38 |
|
1.618 |
117.85 |
|
1.000 |
117.52 |
|
0.618 |
117.32 |
|
HIGH |
116.99 |
|
0.618 |
116.79 |
|
0.500 |
116.73 |
|
0.382 |
116.66 |
|
LOW |
116.46 |
|
0.618 |
116.13 |
|
1.000 |
115.93 |
|
1.618 |
115.60 |
|
2.618 |
115.07 |
|
4.250 |
114.21 |
|
|
| Fisher Pivots for day following 06-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116.73 |
116.51 |
| PP |
116.64 |
116.50 |
| S1 |
116.56 |
116.48 |
|