Euro Bund Future June 2008
| Trading Metrics calculated at close of trading on 01-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2008 |
01-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
115.70 |
116.30 |
0.60 |
0.5% |
116.17 |
| High |
116.29 |
116.40 |
0.11 |
0.1% |
116.40 |
| Low |
115.62 |
115.90 |
0.28 |
0.2% |
115.21 |
| Close |
116.25 |
116.34 |
0.09 |
0.1% |
116.34 |
| Range |
0.67 |
0.50 |
-0.17 |
-25.4% |
1.19 |
| ATR |
0.67 |
0.66 |
-0.01 |
-1.8% |
0.00 |
| Volume |
1,390 |
217 |
-1,173 |
-84.4% |
4,320 |
|
| Daily Pivots for day following 01-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.71 |
117.53 |
116.62 |
|
| R3 |
117.21 |
117.03 |
116.48 |
|
| R2 |
116.71 |
116.71 |
116.43 |
|
| R1 |
116.53 |
116.53 |
116.39 |
116.62 |
| PP |
116.21 |
116.21 |
116.21 |
116.26 |
| S1 |
116.03 |
116.03 |
116.29 |
116.12 |
| S2 |
115.71 |
115.71 |
116.25 |
|
| S3 |
115.21 |
115.53 |
116.20 |
|
| S4 |
114.71 |
115.03 |
116.07 |
|
|
| Weekly Pivots for week ending 01-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.55 |
119.14 |
116.99 |
|
| R3 |
118.36 |
117.95 |
116.67 |
|
| R2 |
117.17 |
117.17 |
116.56 |
|
| R1 |
116.76 |
116.76 |
116.45 |
116.97 |
| PP |
115.98 |
115.98 |
115.98 |
116.09 |
| S1 |
115.57 |
115.57 |
116.23 |
115.78 |
| S2 |
114.79 |
114.79 |
116.12 |
|
| S3 |
113.60 |
114.38 |
116.01 |
|
| S4 |
112.41 |
113.19 |
115.69 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.53 |
|
2.618 |
117.71 |
|
1.618 |
117.21 |
|
1.000 |
116.90 |
|
0.618 |
116.71 |
|
HIGH |
116.40 |
|
0.618 |
116.21 |
|
0.500 |
116.15 |
|
0.382 |
116.09 |
|
LOW |
115.90 |
|
0.618 |
115.59 |
|
1.000 |
115.40 |
|
1.618 |
115.09 |
|
2.618 |
114.59 |
|
4.250 |
113.78 |
|
|
| Fisher Pivots for day following 01-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116.28 |
116.16 |
| PP |
116.21 |
115.98 |
| S1 |
116.15 |
115.81 |
|