Euro Bund Future December 2008


Trading Metrics calculated at close of trading on 05-Jun-2008
Day Change Summary
Previous Current
04-Jun-2008 05-Jun-2008 Change Change % Previous Week
Open 111.81 111.53 -0.28 -0.3% 112.63
High 111.81 111.53 -0.28 -0.3% 112.63
Low 111.81 110.99 -0.82 -0.7% 111.39
Close 111.71 111.15 -0.56 -0.5% 111.57
Range 0.00 0.54 0.54 1.24
ATR 0.00 0.36 0.36 0.00
Volume 1 14 13 1,300.0% 2,191
Daily Pivots for day following 05-Jun-2008
Classic Woodie Camarilla DeMark
R4 112.84 112.54 111.45
R3 112.30 112.00 111.30
R2 111.76 111.76 111.25
R1 111.46 111.46 111.20 111.34
PP 111.22 111.22 111.22 111.17
S1 110.92 110.92 111.10 110.80
S2 110.68 110.68 111.05
S3 110.14 110.38 111.00
S4 109.60 109.84 110.85
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
5 111.98 110.99 0.99 0.9% 0.11 0.1% 16% False True 223
10 112.91 110.99 1.92 1.7% 0.05 0.0% 8% False True 287
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.00
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 113.83
2.618 112.94
1.618 112.40
1.000 112.07
0.618 111.86
HIGH 111.53
0.618 111.32
0.500 111.26
0.382 111.20
LOW 110.99
0.618 110.66
1.000 110.45
1.618 110.12
2.618 109.58
4.250 108.70
Fisher Pivots for day following 05-Jun-2008
Pivot 1 day 3 day
R1 111.26 111.40
PP 111.22 111.32
S1 111.19 111.23

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

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