Euro Bund Future December 2008


Trading Metrics calculated at close of trading on 06-Jun-2008
Day Change Summary
Previous Current
05-Jun-2008 06-Jun-2008 Change Change % Previous Week
Open 111.53 111.20 -0.33 -0.3% 111.98
High 111.53 111.35 -0.18 -0.2% 111.98
Low 110.99 111.10 0.11 0.1% 110.99
Close 111.15 111.60 0.45 0.4% 111.60
Range 0.54 0.25 -0.29 -53.7% 0.99
ATR 0.36 0.35 -0.01 -2.2% 0.00
Volume 14 5 -9 -64.3% 127
Daily Pivots for day following 06-Jun-2008
Classic Woodie Camarilla DeMark
R4 112.10 112.10 111.74
R3 111.85 111.85 111.67
R2 111.60 111.60 111.65
R1 111.60 111.60 111.62 111.60
PP 111.35 111.35 111.35 111.35
S1 111.35 111.35 111.58 111.35
S2 111.10 111.10 111.55
S3 110.85 111.10 111.53
S4 110.60 110.85 111.46
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
5 111.98 110.99 0.99 0.9% 0.16 0.1% 62% False False 25
10 112.63 110.99 1.64 1.5% 0.08 0.1% 37% False False 231
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.01
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 112.41
2.618 112.00
1.618 111.75
1.000 111.60
0.618 111.50
HIGH 111.35
0.618 111.25
0.500 111.23
0.382 111.20
LOW 111.10
0.618 110.95
1.000 110.85
1.618 110.70
2.618 110.45
4.250 110.04
Fisher Pivots for day following 06-Jun-2008
Pivot 1 day 3 day
R1 111.48 111.53
PP 111.35 111.47
S1 111.23 111.40

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

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