Euro Bund Future June 2008
| Trading Metrics calculated at close of trading on 09-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2008 |
09-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
114.50 |
114.51 |
0.01 |
0.0% |
112.76 |
| High |
114.50 |
114.97 |
0.47 |
0.4% |
114.55 |
| Low |
114.18 |
114.51 |
0.33 |
0.3% |
112.51 |
| Close |
114.26 |
114.92 |
0.66 |
0.6% |
114.48 |
| Range |
0.32 |
0.46 |
0.14 |
43.8% |
2.04 |
| ATR |
0.53 |
0.54 |
0.01 |
2.4% |
0.00 |
| Volume |
30 |
1,147 |
1,117 |
3,723.3% |
1,432 |
|
| Daily Pivots for day following 09-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.18 |
116.01 |
115.17 |
|
| R3 |
115.72 |
115.55 |
115.05 |
|
| R2 |
115.26 |
115.26 |
115.00 |
|
| R1 |
115.09 |
115.09 |
114.96 |
115.18 |
| PP |
114.80 |
114.80 |
114.80 |
114.84 |
| S1 |
114.63 |
114.63 |
114.88 |
114.72 |
| S2 |
114.34 |
114.34 |
114.84 |
|
| S3 |
113.88 |
114.17 |
114.79 |
|
| S4 |
113.42 |
113.71 |
114.67 |
|
|
| 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 |
116.93 |
|
2.618 |
116.17 |
|
1.618 |
115.71 |
|
1.000 |
115.43 |
|
0.618 |
115.25 |
|
HIGH |
114.97 |
|
0.618 |
114.79 |
|
0.500 |
114.74 |
|
0.382 |
114.69 |
|
LOW |
114.51 |
|
0.618 |
114.23 |
|
1.000 |
114.05 |
|
1.618 |
113.77 |
|
2.618 |
113.31 |
|
4.250 |
112.56 |
|
|
| Fisher Pivots for day following 09-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114.86 |
114.81 |
| PP |
114.80 |
114.69 |
| S1 |
114.74 |
114.58 |
|