Euro Bund Future June 2008
Trading Metrics calculated at close of trading on 03-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2008 |
03-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
112.76 |
113.69 |
0.93 |
0.8% |
112.36 |
High |
113.88 |
114.10 |
0.22 |
0.2% |
112.77 |
Low |
112.51 |
113.68 |
1.17 |
1.0% |
112.26 |
Close |
113.71 |
113.95 |
0.24 |
0.2% |
112.71 |
Range |
1.37 |
0.42 |
-0.95 |
-69.3% |
0.51 |
ATR |
0.56 |
0.55 |
-0.01 |
-1.8% |
0.00 |
Volume |
154 |
1,133 |
979 |
635.7% |
534 |
|
Daily Pivots for day following 03-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115.17 |
114.98 |
114.18 |
|
R3 |
114.75 |
114.56 |
114.07 |
|
R2 |
114.33 |
114.33 |
114.03 |
|
R1 |
114.14 |
114.14 |
113.99 |
114.24 |
PP |
113.91 |
113.91 |
113.91 |
113.96 |
S1 |
113.72 |
113.72 |
113.91 |
113.82 |
S2 |
113.49 |
113.49 |
113.87 |
|
S3 |
113.07 |
113.30 |
113.83 |
|
S4 |
112.65 |
112.88 |
113.72 |
|
|
Weekly Pivots for week ending 28-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114.11 |
113.92 |
112.99 |
|
R3 |
113.60 |
113.41 |
112.85 |
|
R2 |
113.09 |
113.09 |
112.80 |
|
R1 |
112.90 |
112.90 |
112.76 |
113.00 |
PP |
112.58 |
112.58 |
112.58 |
112.63 |
S1 |
112.39 |
112.39 |
112.66 |
112.49 |
S2 |
112.07 |
112.07 |
112.62 |
|
S3 |
111.56 |
111.88 |
112.57 |
|
S4 |
111.05 |
111.37 |
112.43 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
115.89 |
2.618 |
115.20 |
1.618 |
114.78 |
1.000 |
114.52 |
0.618 |
114.36 |
HIGH |
114.10 |
0.618 |
113.94 |
0.500 |
113.89 |
0.382 |
113.84 |
LOW |
113.68 |
0.618 |
113.42 |
1.000 |
113.26 |
1.618 |
113.00 |
2.618 |
112.58 |
4.250 |
111.90 |
|
|
Fisher Pivots for day following 03-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
113.93 |
113.72 |
PP |
113.91 |
113.49 |
S1 |
113.89 |
113.26 |
|