Euro Bund Future September 2008
Trading Metrics calculated at close of trading on 10-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2008 |
10-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
115.10 |
114.92 |
-0.18 |
-0.2% |
113.94 |
High |
115.10 |
114.92 |
-0.18 |
-0.2% |
114.71 |
Low |
115.10 |
114.92 |
-0.18 |
-0.2% |
113.94 |
Close |
115.10 |
114.88 |
-0.22 |
-0.2% |
114.71 |
Range |
|
|
|
|
|
ATR |
0.33 |
0.32 |
-0.01 |
-3.3% |
0.00 |
Volume |
841 |
252 |
-589 |
-70.0% |
327 |
|
Daily Pivots for day following 10-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114.91 |
114.89 |
114.88 |
|
R3 |
114.91 |
114.89 |
114.88 |
|
R2 |
114.91 |
114.91 |
114.88 |
|
R1 |
114.89 |
114.89 |
114.88 |
114.90 |
PP |
114.91 |
114.91 |
114.91 |
114.91 |
S1 |
114.89 |
114.89 |
114.88 |
114.90 |
S2 |
114.91 |
114.91 |
114.88 |
|
S3 |
114.91 |
114.89 |
114.88 |
|
S4 |
114.91 |
114.89 |
114.88 |
|
|
Weekly Pivots for week ending 04-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116.76 |
116.51 |
115.13 |
|
R3 |
115.99 |
115.74 |
114.92 |
|
R2 |
115.22 |
115.22 |
114.85 |
|
R1 |
114.97 |
114.97 |
114.78 |
115.10 |
PP |
114.45 |
114.45 |
114.45 |
114.52 |
S1 |
114.20 |
114.20 |
114.64 |
114.33 |
S2 |
113.68 |
113.68 |
114.57 |
|
S3 |
112.91 |
113.43 |
114.50 |
|
S4 |
112.14 |
112.66 |
114.29 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
114.92 |
2.618 |
114.92 |
1.618 |
114.92 |
1.000 |
114.92 |
0.618 |
114.92 |
HIGH |
114.92 |
0.618 |
114.92 |
0.500 |
114.92 |
0.382 |
114.92 |
LOW |
114.92 |
0.618 |
114.92 |
1.000 |
114.92 |
1.618 |
114.92 |
2.618 |
114.92 |
4.250 |
114.92 |
|
|
Fisher Pivots for day following 10-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
114.92 |
114.85 |
PP |
114.91 |
114.81 |
S1 |
114.89 |
114.78 |
|