Euro Bund Future December 2008

Trading Metrics calculated at close of trading on 02-Jun-2008

Day Change Summary
	Previous	Current
	30-May-2008	02-Jun-2008	Change	Change %	Previous Week
Open	111.66	111.98	0.32	0.3%	112.63
High	111.66	111.98	0.32	0.3%	112.63
Low	111.66	111.98	0.32	0.3%	111.39
Close	111.57	111.98	0.41	0.4%	111.57
Range
ATR
Volume	996	50	-946	-95.0%	2,191

Daily Pivots for day following 02-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	111.98	111.98	111.98
R3	111.98	111.98	111.98
R2	111.98	111.98	111.98
R1	111.98	111.98	111.98	111.98
PP	111.98	111.98	111.98	111.98
S1	111.98	111.98	111.98	111.98
S2	111.98	111.98	111.98
S3	111.98	111.98	111.98
S4	111.98	111.98	111.98

Weekly Pivots for week ending 30-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	115.58	114.82	112.25
R3	114.34	113.58	111.91
R2	113.10	113.10	111.80
R1	112.34	112.34	111.68	112.10
PP	111.86	111.86	111.86	111.75
S1	111.10	111.10	111.46	110.86
S2	110.62	110.62	111.34
S3	109.38	109.86	111.23
S4	108.14	108.62	110.89

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	112.50	111.39	1.11	1.0%	0.00	0.0%	53%	False	False	336
10	113.39	111.39	2.00	1.8%	0.00	0.0%	30%	False	False	362

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.00

Fibonacci Retracements and Extensions
4.250	111.98
2.618	111.98
1.618	111.98
1.000	111.98
0.618	111.98
HIGH	111.98
0.618	111.98
0.500	111.98
0.382	111.98
LOW	111.98
0.618	111.98
1.000	111.98
1.618	111.98
2.618	111.98
4.250	111.98

Fisher Pivots for day following 02-Jun-2008
Pivot	1 day	3 day
R1	111.98	111.88
PP	111.98	111.78
S1	111.98	111.69

Download as Excel Spreadsheet

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

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