Euro Bund Future September 2008
| Trading Metrics calculated at close of trading on 23-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2008 |
23-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
116.00 |
116.84 |
0.84 |
0.7% |
115.14 |
| High |
116.00 |
116.84 |
0.84 |
0.7% |
115.90 |
| Low |
116.00 |
116.84 |
0.84 |
0.7% |
115.14 |
| Close |
115.84 |
116.84 |
1.00 |
0.9% |
115.90 |
| Range |
|
|
|
|
|
| ATR |
0.29 |
0.34 |
0.05 |
17.1% |
0.00 |
| Volume |
311 |
356 |
45 |
14.5% |
1,537 |
|
| Daily Pivots for day following 23-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.84 |
116.84 |
116.84 |
|
| R3 |
116.84 |
116.84 |
116.84 |
|
| R2 |
116.84 |
116.84 |
116.84 |
|
| R1 |
116.84 |
116.84 |
116.84 |
116.84 |
| PP |
116.84 |
116.84 |
116.84 |
116.84 |
| S1 |
116.84 |
116.84 |
116.84 |
116.84 |
| S2 |
116.84 |
116.84 |
116.84 |
|
| S3 |
116.84 |
116.84 |
116.84 |
|
| S4 |
116.84 |
116.84 |
116.84 |
|
|
| Weekly Pivots for week ending 18-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.93 |
117.67 |
116.32 |
|
| R3 |
117.17 |
116.91 |
116.11 |
|
| R2 |
116.41 |
116.41 |
116.04 |
|
| R1 |
116.15 |
116.15 |
115.97 |
116.28 |
| PP |
115.65 |
115.65 |
115.65 |
115.71 |
| S1 |
115.39 |
115.39 |
115.83 |
115.52 |
| S2 |
114.89 |
114.89 |
115.76 |
|
| S3 |
114.13 |
114.63 |
115.69 |
|
| S4 |
113.37 |
113.87 |
115.48 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.84 |
|
2.618 |
116.84 |
|
1.618 |
116.84 |
|
1.000 |
116.84 |
|
0.618 |
116.84 |
|
HIGH |
116.84 |
|
0.618 |
116.84 |
|
0.500 |
116.84 |
|
0.382 |
116.84 |
|
LOW |
116.84 |
|
0.618 |
116.84 |
|
1.000 |
116.84 |
|
1.618 |
116.84 |
|
2.618 |
116.84 |
|
4.250 |
116.84 |
|
|
| Fisher Pivots for day following 23-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116.84 |
116.70 |
| PP |
116.84 |
116.56 |
| S1 |
116.84 |
116.42 |
|