Euro Bund Future December 2008


Trading Metrics calculated at close of trading on 18-Jun-2008
Day Change Summary
Previous Current
17-Jun-2008 18-Jun-2008 Change Change % Previous Week
Open 110.05 109.95 -0.10 -0.1% 112.98
High 110.09 110.03 -0.06 -0.1% 112.98
Low 109.82 109.95 0.13 0.1% 109.65
Close 109.86 109.98 0.12 0.1% 109.60
Range 0.27 0.08 -0.19 -70.4% 3.33
ATR 0.45 0.43 -0.02 -4.5% 0.00
Volume 5 1,772 1,767 35,340.0% 701
Daily Pivots for day following 18-Jun-2008
Classic Woodie Camarilla DeMark
R4 110.23 110.18 110.02
R3 110.15 110.10 110.00
R2 110.07 110.07 109.99
R1 110.02 110.02 109.99 110.05
PP 109.99 109.99 109.99 110.00
S1 109.94 109.94 109.97 109.97
S2 109.91 109.91 109.97
S3 109.83 109.86 109.96
S4 109.75 109.78 109.94
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
5 110.31 109.65 0.66 0.6% 0.13 0.1% 50% False False 379
10 112.98 109.65 3.33 3.0% 0.46 0.4% 10% False False 255
20 112.98 109.65 3.33 3.0% 0.23 0.2% 10% False False 298
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 0.05
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 110.37
2.618 110.24
1.618 110.16
1.000 110.11
0.618 110.08
HIGH 110.03
0.618 110.00
0.500 109.99
0.382 109.98
LOW 109.95
0.618 109.90
1.000 109.87
1.618 109.82
2.618 109.74
4.250 109.61
Fisher Pivots for day following 18-Jun-2008
Pivot 1 day 3 day
R1 109.99 109.96
PP 109.99 109.94
S1 109.98 109.92

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

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