Euro Bund Future June 2008
Trading Metrics calculated at close of trading on 28-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2008 |
28-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
115.39 |
116.17 |
0.78 |
0.7% |
116.16 |
High |
116.20 |
116.26 |
0.06 |
0.1% |
117.65 |
Low |
115.18 |
115.99 |
0.81 |
0.7% |
115.18 |
Close |
115.91 |
116.13 |
0.22 |
0.2% |
115.91 |
Range |
1.02 |
0.27 |
-0.75 |
-73.5% |
2.47 |
ATR |
0.71 |
0.69 |
-0.03 |
-3.6% |
0.00 |
Volume |
187 |
303 |
116 |
62.0% |
1,026 |
|
Daily Pivots for day following 28-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116.94 |
116.80 |
116.28 |
|
R3 |
116.67 |
116.53 |
116.20 |
|
R2 |
116.40 |
116.40 |
116.18 |
|
R1 |
116.26 |
116.26 |
116.15 |
116.20 |
PP |
116.13 |
116.13 |
116.13 |
116.09 |
S1 |
115.99 |
115.99 |
116.11 |
115.93 |
S2 |
115.86 |
115.86 |
116.08 |
|
S3 |
115.59 |
115.72 |
116.06 |
|
S4 |
115.32 |
115.45 |
115.98 |
|
|
Weekly Pivots for week ending 25-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123.66 |
122.25 |
117.27 |
|
R3 |
121.19 |
119.78 |
116.59 |
|
R2 |
118.72 |
118.72 |
116.36 |
|
R1 |
117.31 |
117.31 |
116.14 |
116.78 |
PP |
116.25 |
116.25 |
116.25 |
115.98 |
S1 |
114.84 |
114.84 |
115.68 |
114.31 |
S2 |
113.78 |
113.78 |
115.46 |
|
S3 |
111.31 |
112.37 |
115.23 |
|
S4 |
108.84 |
109.90 |
114.55 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
117.41 |
2.618 |
116.97 |
1.618 |
116.70 |
1.000 |
116.53 |
0.618 |
116.43 |
HIGH |
116.26 |
0.618 |
116.16 |
0.500 |
116.13 |
0.382 |
116.09 |
LOW |
115.99 |
0.618 |
115.82 |
1.000 |
115.72 |
1.618 |
115.55 |
2.618 |
115.28 |
4.250 |
114.84 |
|
|
Fisher Pivots for day following 28-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
116.13 |
115.99 |
PP |
116.13 |
115.86 |
S1 |
116.13 |
115.72 |
|