Euro Bund Future June 2008
| Trading Metrics calculated at close of trading on 27-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2007 |
27-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
112.99 |
112.36 |
-0.63 |
-0.6% |
112.77 |
| High |
113.02 |
112.37 |
-0.65 |
-0.6% |
113.19 |
| Low |
112.56 |
112.26 |
-0.30 |
-0.3% |
112.56 |
| Close |
112.55 |
112.31 |
-0.24 |
-0.2% |
112.55 |
| Range |
0.46 |
0.11 |
-0.35 |
-76.1% |
0.63 |
| ATR |
0.52 |
0.50 |
-0.02 |
-3.2% |
0.00 |
| Volume |
21 |
15 |
-6 |
-28.6% |
401 |
|
| Daily Pivots for day following 27-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.64 |
112.59 |
112.37 |
|
| R3 |
112.53 |
112.48 |
112.34 |
|
| R2 |
112.42 |
112.42 |
112.33 |
|
| R1 |
112.37 |
112.37 |
112.32 |
112.34 |
| PP |
112.31 |
112.31 |
112.31 |
112.30 |
| S1 |
112.26 |
112.26 |
112.30 |
112.23 |
| S2 |
112.20 |
112.20 |
112.29 |
|
| S3 |
112.09 |
112.15 |
112.28 |
|
| S4 |
111.98 |
112.04 |
112.25 |
|
|
| Weekly Pivots for week ending 21-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.66 |
114.23 |
112.90 |
|
| R3 |
114.03 |
113.60 |
112.72 |
|
| R2 |
113.40 |
113.40 |
112.67 |
|
| R1 |
112.97 |
112.97 |
112.61 |
112.87 |
| PP |
112.77 |
112.77 |
112.77 |
112.72 |
| S1 |
112.34 |
112.34 |
112.49 |
112.24 |
| S2 |
112.14 |
112.14 |
112.43 |
|
| S3 |
111.51 |
111.71 |
112.38 |
|
| S4 |
110.88 |
111.08 |
112.20 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.84 |
|
2.618 |
112.66 |
|
1.618 |
112.55 |
|
1.000 |
112.48 |
|
0.618 |
112.44 |
|
HIGH |
112.37 |
|
0.618 |
112.33 |
|
0.500 |
112.32 |
|
0.382 |
112.30 |
|
LOW |
112.26 |
|
0.618 |
112.19 |
|
1.000 |
112.15 |
|
1.618 |
112.08 |
|
2.618 |
111.97 |
|
4.250 |
111.79 |
|
|
| Fisher Pivots for day following 27-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
112.32 |
112.73 |
| PP |
112.31 |
112.59 |
| S1 |
112.31 |
112.45 |
|