Euro Bund Future September 2008
Trading Metrics calculated at close of trading on 17-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2008 |
17-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
115.62 |
115.71 |
0.09 |
0.1% |
114.81 |
High |
115.62 |
115.71 |
0.09 |
0.1% |
115.10 |
Low |
115.50 |
115.71 |
0.21 |
0.2% |
114.46 |
Close |
115.73 |
115.77 |
0.04 |
0.0% |
114.85 |
Range |
0.12 |
0.00 |
-0.12 |
-100.0% |
0.64 |
ATR |
0.29 |
0.27 |
-0.02 |
-6.7% |
0.00 |
Volume |
198 |
1 |
-197 |
-99.5% |
1,584 |
|
Daily Pivots for day following 17-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115.73 |
115.75 |
115.77 |
|
R3 |
115.73 |
115.75 |
115.77 |
|
R2 |
115.73 |
115.73 |
115.77 |
|
R1 |
115.75 |
115.75 |
115.77 |
115.74 |
PP |
115.73 |
115.73 |
115.73 |
115.73 |
S1 |
115.75 |
115.75 |
115.77 |
115.74 |
S2 |
115.73 |
115.73 |
115.77 |
|
S3 |
115.73 |
115.75 |
115.77 |
|
S4 |
115.73 |
115.75 |
115.77 |
|
|
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 |
115.71 |
2.618 |
115.71 |
1.618 |
115.71 |
1.000 |
115.71 |
0.618 |
115.71 |
HIGH |
115.71 |
0.618 |
115.71 |
0.500 |
115.71 |
0.382 |
115.71 |
LOW |
115.71 |
0.618 |
115.71 |
1.000 |
115.71 |
1.618 |
115.71 |
2.618 |
115.71 |
4.250 |
115.71 |
|
|
Fisher Pivots for day following 17-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
115.75 |
115.71 |
PP |
115.73 |
115.64 |
S1 |
115.71 |
115.58 |
|