Euro Bund Future June 2008
| Trading Metrics calculated at close of trading on 10-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2008 |
10-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
114.51 |
114.78 |
0.27 |
0.2% |
112.76 |
| High |
114.97 |
114.88 |
-0.09 |
-0.1% |
114.55 |
| Low |
114.51 |
114.77 |
0.26 |
0.2% |
112.51 |
| Close |
114.92 |
114.89 |
-0.03 |
0.0% |
114.48 |
| Range |
0.46 |
0.11 |
-0.35 |
-76.1% |
2.04 |
| ATR |
0.54 |
0.52 |
-0.03 |
-5.2% |
0.00 |
| Volume |
1,147 |
26 |
-1,121 |
-97.7% |
1,432 |
|
| Daily Pivots for day following 10-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.18 |
115.14 |
114.95 |
|
| R3 |
115.07 |
115.03 |
114.92 |
|
| R2 |
114.96 |
114.96 |
114.91 |
|
| R1 |
114.92 |
114.92 |
114.90 |
114.94 |
| PP |
114.85 |
114.85 |
114.85 |
114.86 |
| S1 |
114.81 |
114.81 |
114.88 |
114.83 |
| S2 |
114.74 |
114.74 |
114.87 |
|
| S3 |
114.63 |
114.70 |
114.86 |
|
| S4 |
114.52 |
114.59 |
114.83 |
|
|
| 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 |
115.35 |
|
2.618 |
115.17 |
|
1.618 |
115.06 |
|
1.000 |
114.99 |
|
0.618 |
114.95 |
|
HIGH |
114.88 |
|
0.618 |
114.84 |
|
0.500 |
114.83 |
|
0.382 |
114.81 |
|
LOW |
114.77 |
|
0.618 |
114.70 |
|
1.000 |
114.66 |
|
1.618 |
114.59 |
|
2.618 |
114.48 |
|
4.250 |
114.30 |
|
|
| Fisher Pivots for day following 10-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114.87 |
114.79 |
| PP |
114.85 |
114.68 |
| S1 |
114.83 |
114.58 |
|