Euro Bund Future June 2008
| Trading Metrics calculated at close of trading on 07-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2008 |
07-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
116.99 |
116.62 |
-0.37 |
-0.3% |
116.17 |
| High |
116.99 |
116.90 |
-0.09 |
-0.1% |
116.40 |
| Low |
116.46 |
116.21 |
-0.25 |
-0.2% |
115.21 |
| Close |
116.47 |
116.77 |
0.30 |
0.3% |
116.34 |
| Range |
0.53 |
0.69 |
0.16 |
30.2% |
1.19 |
| ATR |
0.65 |
0.65 |
0.00 |
0.4% |
0.00 |
| Volume |
2,027 |
7,086 |
5,059 |
249.6% |
4,320 |
|
| Daily Pivots for day following 07-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.70 |
118.42 |
117.15 |
|
| R3 |
118.01 |
117.73 |
116.96 |
|
| R2 |
117.32 |
117.32 |
116.90 |
|
| R1 |
117.04 |
117.04 |
116.83 |
117.18 |
| PP |
116.63 |
116.63 |
116.63 |
116.70 |
| S1 |
116.35 |
116.35 |
116.71 |
116.49 |
| S2 |
115.94 |
115.94 |
116.64 |
|
| S3 |
115.25 |
115.66 |
116.58 |
|
| S4 |
114.56 |
114.97 |
116.39 |
|
|
| 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 |
119.83 |
|
2.618 |
118.71 |
|
1.618 |
118.02 |
|
1.000 |
117.59 |
|
0.618 |
117.33 |
|
HIGH |
116.90 |
|
0.618 |
116.64 |
|
0.500 |
116.56 |
|
0.382 |
116.47 |
|
LOW |
116.21 |
|
0.618 |
115.78 |
|
1.000 |
115.52 |
|
1.618 |
115.09 |
|
2.618 |
114.40 |
|
4.250 |
113.28 |
|
|
| Fisher Pivots for day following 07-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116.70 |
116.68 |
| PP |
116.63 |
116.60 |
| S1 |
116.56 |
116.51 |
|