Euro Bund Future September 2008
| Trading Metrics calculated at close of trading on 28-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2008 |
28-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
116.03 |
116.25 |
0.22 |
0.2% |
116.45 |
| High |
116.03 |
116.25 |
0.22 |
0.2% |
116.84 |
| Low |
116.03 |
116.25 |
0.22 |
0.2% |
115.76 |
| Close |
116.03 |
116.25 |
0.22 |
0.2% |
116.03 |
| Range |
|
|
|
|
|
| ATR |
0.39 |
0.38 |
-0.01 |
-3.1% |
0.00 |
| Volume |
119 |
100 |
-19 |
-16.0% |
4,153 |
|
| Daily Pivots for day following 28-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.25 |
116.25 |
116.25 |
|
| R3 |
116.25 |
116.25 |
116.25 |
|
| R2 |
116.25 |
116.25 |
116.25 |
|
| R1 |
116.25 |
116.25 |
116.25 |
116.25 |
| PP |
116.25 |
116.25 |
116.25 |
116.25 |
| S1 |
116.25 |
116.25 |
116.25 |
116.25 |
| S2 |
116.25 |
116.25 |
116.25 |
|
| S3 |
116.25 |
116.25 |
116.25 |
|
| S4 |
116.25 |
116.25 |
116.25 |
|
|
| Weekly Pivots for week ending 25-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.45 |
118.82 |
116.62 |
|
| R3 |
118.37 |
117.74 |
116.33 |
|
| R2 |
117.29 |
117.29 |
116.23 |
|
| R1 |
116.66 |
116.66 |
116.13 |
116.44 |
| PP |
116.21 |
116.21 |
116.21 |
116.10 |
| S1 |
115.58 |
115.58 |
115.93 |
115.36 |
| S2 |
115.13 |
115.13 |
115.83 |
|
| S3 |
114.05 |
114.50 |
115.73 |
|
| S4 |
112.97 |
113.42 |
115.44 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.25 |
|
2.618 |
116.25 |
|
1.618 |
116.25 |
|
1.000 |
116.25 |
|
0.618 |
116.25 |
|
HIGH |
116.25 |
|
0.618 |
116.25 |
|
0.500 |
116.25 |
|
0.382 |
116.25 |
|
LOW |
116.25 |
|
0.618 |
116.25 |
|
1.000 |
116.25 |
|
1.618 |
116.25 |
|
2.618 |
116.25 |
|
4.250 |
116.25 |
|
|
| Fisher Pivots for day following 28-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116.25 |
116.17 |
| PP |
116.25 |
116.09 |
| S1 |
116.25 |
116.01 |
|