Euro Bund Future September 2008
Trading Metrics calculated at close of trading on 23-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2008 |
23-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
116.00 |
116.84 |
0.84 |
0.7% |
115.14 |
High |
116.00 |
116.84 |
0.84 |
0.7% |
115.90 |
Low |
116.00 |
116.84 |
0.84 |
0.7% |
115.14 |
Close |
115.84 |
116.84 |
1.00 |
0.9% |
115.90 |
Range |
|
|
|
|
|
ATR |
0.29 |
0.34 |
0.05 |
17.1% |
0.00 |
Volume |
311 |
356 |
45 |
14.5% |
1,537 |
|
Daily Pivots for day following 23-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116.84 |
116.84 |
116.84 |
|
R3 |
116.84 |
116.84 |
116.84 |
|
R2 |
116.84 |
116.84 |
116.84 |
|
R1 |
116.84 |
116.84 |
116.84 |
116.84 |
PP |
116.84 |
116.84 |
116.84 |
116.84 |
S1 |
116.84 |
116.84 |
116.84 |
116.84 |
S2 |
116.84 |
116.84 |
116.84 |
|
S3 |
116.84 |
116.84 |
116.84 |
|
S4 |
116.84 |
116.84 |
116.84 |
|
|
Weekly Pivots for week ending 18-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117.93 |
117.67 |
116.32 |
|
R3 |
117.17 |
116.91 |
116.11 |
|
R2 |
116.41 |
116.41 |
116.04 |
|
R1 |
116.15 |
116.15 |
115.97 |
116.28 |
PP |
115.65 |
115.65 |
115.65 |
115.71 |
S1 |
115.39 |
115.39 |
115.83 |
115.52 |
S2 |
114.89 |
114.89 |
115.76 |
|
S3 |
114.13 |
114.63 |
115.69 |
|
S4 |
113.37 |
113.87 |
115.48 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
116.84 |
2.618 |
116.84 |
1.618 |
116.84 |
1.000 |
116.84 |
0.618 |
116.84 |
HIGH |
116.84 |
0.618 |
116.84 |
0.500 |
116.84 |
0.382 |
116.84 |
LOW |
116.84 |
0.618 |
116.84 |
1.000 |
116.84 |
1.618 |
116.84 |
2.618 |
116.84 |
4.250 |
116.84 |
|
|
Fisher Pivots for day following 23-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
116.84 |
116.70 |
PP |
116.84 |
116.56 |
S1 |
116.84 |
116.42 |
|