Euro Bund Future September 2008
| Trading Metrics calculated at close of trading on 16-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2008 |
16-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
115.44 |
115.62 |
0.18 |
0.2% |
114.81 |
| High |
115.44 |
115.62 |
0.18 |
0.2% |
115.10 |
| Low |
115.44 |
115.50 |
0.06 |
0.1% |
114.46 |
| Close |
115.44 |
115.73 |
0.29 |
0.3% |
114.85 |
| Range |
0.00 |
0.12 |
0.12 |
|
0.64 |
| ATR |
0.30 |
0.29 |
-0.01 |
-2.9% |
0.00 |
| Volume |
1,000 |
198 |
-802 |
-80.2% |
1,584 |
|
| Daily Pivots for day following 16-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.98 |
115.97 |
115.80 |
|
| R3 |
115.86 |
115.85 |
115.76 |
|
| R2 |
115.74 |
115.74 |
115.75 |
|
| R1 |
115.73 |
115.73 |
115.74 |
115.74 |
| PP |
115.62 |
115.62 |
115.62 |
115.62 |
| S1 |
115.61 |
115.61 |
115.72 |
115.62 |
| S2 |
115.50 |
115.50 |
115.71 |
|
| S3 |
115.38 |
115.49 |
115.70 |
|
| S4 |
115.26 |
115.37 |
115.66 |
|
|
| Weekly Pivots for week ending 11-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.72 |
116.43 |
115.20 |
|
| R3 |
116.08 |
115.79 |
115.03 |
|
| R2 |
115.44 |
115.44 |
114.97 |
|
| R1 |
115.15 |
115.15 |
114.91 |
115.30 |
| PP |
114.80 |
114.80 |
114.80 |
114.88 |
| S1 |
114.51 |
114.51 |
114.79 |
114.66 |
| S2 |
114.16 |
114.16 |
114.73 |
|
| S3 |
113.52 |
113.87 |
114.67 |
|
| S4 |
112.88 |
113.23 |
114.50 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.13 |
|
2.618 |
115.93 |
|
1.618 |
115.81 |
|
1.000 |
115.74 |
|
0.618 |
115.69 |
|
HIGH |
115.62 |
|
0.618 |
115.57 |
|
0.500 |
115.56 |
|
0.382 |
115.55 |
|
LOW |
115.50 |
|
0.618 |
115.43 |
|
1.000 |
115.38 |
|
1.618 |
115.31 |
|
2.618 |
115.19 |
|
4.250 |
114.99 |
|
|
| Fisher Pivots for day following 16-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115.67 |
115.61 |
| PP |
115.62 |
115.50 |
| S1 |
115.56 |
115.38 |
|