Euro Bund Future June 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 |
115.63 |
115.61 |
-0.02 |
0.0% |
114.42 |
High |
115.86 |
116.14 |
0.28 |
0.2% |
114.97 |
Low |
115.39 |
115.41 |
0.02 |
0.0% |
114.18 |
Close |
115.84 |
115.78 |
-0.06 |
-0.1% |
114.85 |
Range |
0.47 |
0.73 |
0.26 |
55.3% |
0.79 |
ATR |
0.49 |
0.50 |
0.02 |
3.6% |
0.00 |
Volume |
164 |
1,833 |
1,669 |
1,017.7% |
1,708 |
|
Daily Pivots for day following 17-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117.97 |
117.60 |
116.18 |
|
R3 |
117.24 |
116.87 |
115.98 |
|
R2 |
116.51 |
116.51 |
115.91 |
|
R1 |
116.14 |
116.14 |
115.85 |
116.33 |
PP |
115.78 |
115.78 |
115.78 |
115.87 |
S1 |
115.41 |
115.41 |
115.71 |
115.60 |
S2 |
115.05 |
115.05 |
115.65 |
|
S3 |
114.32 |
114.68 |
115.58 |
|
S4 |
113.59 |
113.95 |
115.38 |
|
|
Weekly Pivots for week ending 11-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117.04 |
116.73 |
115.28 |
|
R3 |
116.25 |
115.94 |
115.07 |
|
R2 |
115.46 |
115.46 |
114.99 |
|
R1 |
115.15 |
115.15 |
114.92 |
115.31 |
PP |
114.67 |
114.67 |
114.67 |
114.74 |
S1 |
114.36 |
114.36 |
114.78 |
114.52 |
S2 |
113.88 |
113.88 |
114.71 |
|
S3 |
113.09 |
113.57 |
114.63 |
|
S4 |
112.30 |
112.78 |
114.42 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
119.24 |
2.618 |
118.05 |
1.618 |
117.32 |
1.000 |
116.87 |
0.618 |
116.59 |
HIGH |
116.14 |
0.618 |
115.86 |
0.500 |
115.78 |
0.382 |
115.69 |
LOW |
115.41 |
0.618 |
114.96 |
1.000 |
114.68 |
1.618 |
114.23 |
2.618 |
113.50 |
4.250 |
112.31 |
|
|
Fisher Pivots for day following 17-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
115.78 |
115.74 |
PP |
115.78 |
115.70 |
S1 |
115.78 |
115.66 |
|