Euro Bund Future December 2008


Trading Metrics calculated at close of trading on 17-Jun-2008
Day Change Summary
Previous Current
16-Jun-2008 17-Jun-2008 Change Change % Previous Week
Open 109.75 110.05 0.30 0.3% 112.98
High 109.83 110.09 0.26 0.2% 112.98
Low 109.75 109.82 0.07 0.1% 109.65
Close 109.75 109.86 0.11 0.1% 109.60
Range 0.08 0.27 0.19 237.5% 3.33
ATR 0.46 0.45 -0.01 -1.9% 0.00
Volume 53 5 -48 -90.6% 701
Daily Pivots for day following 17-Jun-2008
Classic Woodie Camarilla DeMark
R4 110.73 110.57 110.01
R3 110.46 110.30 109.93
R2 110.19 110.19 109.91
R1 110.03 110.03 109.88 109.98
PP 109.92 109.92 109.92 109.90
S1 109.76 109.76 109.84 109.71
S2 109.65 109.65 109.81
S3 109.38 109.49 109.79
S4 109.11 109.22 109.71
Weekly Pivots for week ending 13-Jun-2008
Classic Woodie Camarilla DeMark
R4 120.73 118.50 111.43
R3 117.40 115.17 110.52
R2 114.07 114.07 110.21
R1 111.84 111.84 109.91 111.29
PP 110.74 110.74 110.74 110.47
S1 108.51 108.51 109.29 107.96
S2 107.41 107.41 108.99
S3 104.08 105.18 108.68
S4 100.75 101.85 107.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111.00 109.65 1.35 1.2% 0.26 0.2% 16% False False 81
10 112.98 109.65 3.33 3.0% 0.45 0.4% 6% False False 77
20 112.98 109.65 3.33 3.0% 0.23 0.2% 6% False False 216
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.05
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 111.24
2.618 110.80
1.618 110.53
1.000 110.36
0.618 110.26
HIGH 110.09
0.618 109.99
0.500 109.96
0.382 109.92
LOW 109.82
0.618 109.65
1.000 109.55
1.618 109.38
2.618 109.11
4.250 108.67
Fisher Pivots for day following 17-Jun-2008
Pivot 1 day 3 day
R1 109.96 109.87
PP 109.92 109.87
S1 109.89 109.86

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

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