Euro Bund Future June 2008
Trading Metrics calculated at close of trading on 18-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2008 |
18-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
115.61 |
115.89 |
0.28 |
0.2% |
115.06 |
High |
116.14 |
116.04 |
-0.10 |
-0.1% |
116.14 |
Low |
115.41 |
115.65 |
0.24 |
0.2% |
115.05 |
Close |
115.78 |
115.91 |
0.13 |
0.1% |
115.91 |
Range |
0.73 |
0.39 |
-0.34 |
-46.6% |
1.09 |
ATR |
0.50 |
0.50 |
-0.01 |
-1.6% |
0.00 |
Volume |
1,833 |
34 |
-1,799 |
-98.1% |
2,906 |
|
Daily Pivots for day following 18-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117.04 |
116.86 |
116.12 |
|
R3 |
116.65 |
116.47 |
116.02 |
|
R2 |
116.26 |
116.26 |
115.98 |
|
R1 |
116.08 |
116.08 |
115.95 |
116.17 |
PP |
115.87 |
115.87 |
115.87 |
115.91 |
S1 |
115.69 |
115.69 |
115.87 |
115.78 |
S2 |
115.48 |
115.48 |
115.84 |
|
S3 |
115.09 |
115.30 |
115.80 |
|
S4 |
114.70 |
114.91 |
115.70 |
|
|
Weekly Pivots for week ending 18-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118.97 |
118.53 |
116.51 |
|
R3 |
117.88 |
117.44 |
116.21 |
|
R2 |
116.79 |
116.79 |
116.11 |
|
R1 |
116.35 |
116.35 |
116.01 |
116.57 |
PP |
115.70 |
115.70 |
115.70 |
115.81 |
S1 |
115.26 |
115.26 |
115.81 |
115.48 |
S2 |
114.61 |
114.61 |
115.71 |
|
S3 |
113.52 |
114.17 |
115.61 |
|
S4 |
112.43 |
113.08 |
115.31 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
117.70 |
2.618 |
117.06 |
1.618 |
116.67 |
1.000 |
116.43 |
0.618 |
116.28 |
HIGH |
116.04 |
0.618 |
115.89 |
0.500 |
115.85 |
0.382 |
115.80 |
LOW |
115.65 |
0.618 |
115.41 |
1.000 |
115.26 |
1.618 |
115.02 |
2.618 |
114.63 |
4.250 |
113.99 |
|
|
Fisher Pivots for day following 18-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
115.89 |
115.86 |
PP |
115.87 |
115.81 |
S1 |
115.85 |
115.77 |
|