Euro Bund Future December 2008


Trading Metrics calculated at close of trading on 09-Jun-2008
Day Change Summary
Previous Current
06-Jun-2008 09-Jun-2008 Change Change % Previous Week
Open 111.20 112.98 1.78 1.6% 111.98
High 111.35 112.98 1.63 1.5% 111.98
Low 111.10 110.98 -0.12 -0.1% 110.99
Close 111.60 111.05 -0.55 -0.5% 111.60
Range 0.25 2.00 1.75 700.0% 0.99
ATR 0.35 0.47 0.12 33.3% 0.00
Volume 5 123 118 2,360.0% 127
Daily Pivots for day following 09-Jun-2008
Classic Woodie Camarilla DeMark
R4 117.67 116.36 112.15
R3 115.67 114.36 111.60
R2 113.67 113.67 111.42
R1 112.36 112.36 111.23 112.02
PP 111.67 111.67 111.67 111.50
S1 110.36 110.36 110.87 110.02
S2 109.67 109.67 110.68
S3 107.67 108.36 110.50
S4 105.67 106.36 109.95
Weekly Pivots for week ending 06-Jun-2008
Classic Woodie Camarilla DeMark
R4 114.49 114.04 112.14
R3 113.50 113.05 111.87
R2 112.51 112.51 111.78
R1 112.06 112.06 111.69 111.79
PP 111.52 111.52 111.52 111.39
S1 111.07 111.07 111.51 110.80
S2 110.53 110.53 111.42
S3 109.54 110.08 111.33
S4 108.55 109.09 111.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112.98 110.98 2.00 1.8% 0.56 0.5% 4% True True 40
10 112.98 110.98 2.00 1.8% 0.28 0.3% 4% True True 188
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.01
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 121.48
2.618 118.22
1.618 116.22
1.000 114.98
0.618 114.22
HIGH 112.98
0.618 112.22
0.500 111.98
0.382 111.74
LOW 110.98
0.618 109.74
1.000 108.98
1.618 107.74
2.618 105.74
4.250 102.48
Fisher Pivots for day following 09-Jun-2008
Pivot 1 day 3 day
R1 111.98 111.98
PP 111.67 111.67
S1 111.36 111.36

These figures are updated between 7pm and 10pm EST after a trading day.

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