Euro Bund Future September 2008
| Trading Metrics calculated at close of trading on 04-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2008 |
04-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
116.48 |
116.32 |
-0.16 |
-0.1% |
116.25 |
| High |
116.48 |
116.42 |
-0.06 |
-0.1% |
116.48 |
| Low |
116.48 |
116.32 |
-0.16 |
-0.1% |
115.58 |
| Close |
116.48 |
116.51 |
0.03 |
0.0% |
116.48 |
| Range |
0.00 |
0.10 |
0.10 |
|
0.90 |
| ATR |
0.38 |
0.36 |
-0.02 |
-4.1% |
0.00 |
| Volume |
898 |
6 |
-892 |
-99.3% |
2,319 |
|
| Daily Pivots for day following 04-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.72 |
116.71 |
116.57 |
|
| R3 |
116.62 |
116.61 |
116.54 |
|
| R2 |
116.52 |
116.52 |
116.53 |
|
| R1 |
116.51 |
116.51 |
116.52 |
116.52 |
| PP |
116.42 |
116.42 |
116.42 |
116.42 |
| S1 |
116.41 |
116.41 |
116.50 |
116.42 |
| S2 |
116.32 |
116.32 |
116.49 |
|
| S3 |
116.22 |
116.31 |
116.48 |
|
| S4 |
116.12 |
116.21 |
116.46 |
|
|
| Weekly Pivots for week ending 01-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.88 |
118.58 |
116.98 |
|
| R3 |
117.98 |
117.68 |
116.73 |
|
| R2 |
117.08 |
117.08 |
116.65 |
|
| R1 |
116.78 |
116.78 |
116.56 |
116.93 |
| PP |
116.18 |
116.18 |
116.18 |
116.26 |
| S1 |
115.88 |
115.88 |
116.40 |
116.03 |
| S2 |
115.28 |
115.28 |
116.32 |
|
| S3 |
114.38 |
114.98 |
116.23 |
|
| S4 |
113.48 |
114.08 |
115.99 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.85 |
|
2.618 |
116.68 |
|
1.618 |
116.58 |
|
1.000 |
116.52 |
|
0.618 |
116.48 |
|
HIGH |
116.42 |
|
0.618 |
116.38 |
|
0.500 |
116.37 |
|
0.382 |
116.36 |
|
LOW |
116.32 |
|
0.618 |
116.26 |
|
1.000 |
116.22 |
|
1.618 |
116.16 |
|
2.618 |
116.06 |
|
4.250 |
115.90 |
|
|
| Fisher Pivots for day following 04-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116.46 |
116.47 |
| PP |
116.42 |
116.44 |
| S1 |
116.37 |
116.40 |
|