Euro Bund Future June 2008
| Trading Metrics calculated at close of trading on 04-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2008 |
04-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
113.69 |
114.06 |
0.37 |
0.3% |
112.76 |
| High |
114.10 |
114.55 |
0.45 |
0.4% |
114.55 |
| Low |
113.68 |
114.00 |
0.32 |
0.3% |
112.51 |
| Close |
113.95 |
114.48 |
0.53 |
0.5% |
114.48 |
| Range |
0.42 |
0.55 |
0.13 |
31.0% |
2.04 |
| ATR |
0.55 |
0.56 |
0.00 |
0.6% |
0.00 |
| Volume |
1,133 |
145 |
-988 |
-87.2% |
1,432 |
|
| Daily Pivots for day following 04-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.99 |
115.79 |
114.78 |
|
| R3 |
115.44 |
115.24 |
114.63 |
|
| R2 |
114.89 |
114.89 |
114.58 |
|
| R1 |
114.69 |
114.69 |
114.53 |
114.79 |
| PP |
114.34 |
114.34 |
114.34 |
114.40 |
| S1 |
114.14 |
114.14 |
114.43 |
114.24 |
| S2 |
113.79 |
113.79 |
114.38 |
|
| S3 |
113.24 |
113.59 |
114.33 |
|
| S4 |
112.69 |
113.04 |
114.18 |
|
|
| Weekly Pivots for week ending 04-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.97 |
119.26 |
115.60 |
|
| R3 |
117.93 |
117.22 |
115.04 |
|
| R2 |
115.89 |
115.89 |
114.85 |
|
| R1 |
115.18 |
115.18 |
114.67 |
115.54 |
| PP |
113.85 |
113.85 |
113.85 |
114.02 |
| S1 |
113.14 |
113.14 |
114.29 |
113.50 |
| S2 |
111.81 |
111.81 |
114.11 |
|
| S3 |
109.77 |
111.10 |
113.92 |
|
| S4 |
107.73 |
109.06 |
113.36 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.89 |
|
2.618 |
115.99 |
|
1.618 |
115.44 |
|
1.000 |
115.10 |
|
0.618 |
114.89 |
|
HIGH |
114.55 |
|
0.618 |
114.34 |
|
0.500 |
114.28 |
|
0.382 |
114.21 |
|
LOW |
114.00 |
|
0.618 |
113.66 |
|
1.000 |
113.45 |
|
1.618 |
113.11 |
|
2.618 |
112.56 |
|
4.250 |
111.66 |
|
|
| Fisher Pivots for day following 04-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114.41 |
114.16 |
| PP |
114.34 |
113.85 |
| S1 |
114.28 |
113.53 |
|