Euro Bund Future June 2008
| Trading Metrics calculated at close of trading on 15-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2008 |
15-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
115.06 |
115.18 |
0.12 |
0.1% |
114.42 |
| High |
115.28 |
115.38 |
0.10 |
0.1% |
114.97 |
| Low |
115.05 |
115.18 |
0.13 |
0.1% |
114.18 |
| Close |
115.11 |
115.41 |
0.30 |
0.3% |
114.85 |
| Range |
0.23 |
0.20 |
-0.03 |
-13.0% |
0.79 |
| ATR |
0.50 |
0.49 |
-0.02 |
-3.3% |
0.00 |
| Volume |
26 |
849 |
823 |
3,165.4% |
1,708 |
|
| Daily Pivots for day following 15-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.92 |
115.87 |
115.52 |
|
| R3 |
115.72 |
115.67 |
115.47 |
|
| R2 |
115.52 |
115.52 |
115.45 |
|
| R1 |
115.47 |
115.47 |
115.43 |
115.50 |
| PP |
115.32 |
115.32 |
115.32 |
115.34 |
| S1 |
115.27 |
115.27 |
115.39 |
115.30 |
| S2 |
115.12 |
115.12 |
115.37 |
|
| S3 |
114.92 |
115.07 |
115.36 |
|
| S4 |
114.72 |
114.87 |
115.30 |
|
|
| 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 |
116.23 |
|
2.618 |
115.90 |
|
1.618 |
115.70 |
|
1.000 |
115.58 |
|
0.618 |
115.50 |
|
HIGH |
115.38 |
|
0.618 |
115.30 |
|
0.500 |
115.28 |
|
0.382 |
115.26 |
|
LOW |
115.18 |
|
0.618 |
115.06 |
|
1.000 |
114.98 |
|
1.618 |
114.86 |
|
2.618 |
114.66 |
|
4.250 |
114.33 |
|
|
| Fisher Pivots for day following 15-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115.37 |
115.26 |
| PP |
115.32 |
115.10 |
| S1 |
115.28 |
114.95 |
|