Euro Bund Future December 2008


Trading Metrics calculated at close of trading on 23-Jun-2008
Day Change Summary
Previous Current
20-Jun-2008 23-Jun-2008 Change Change % Previous Week
Open 109.90 110.36 0.46 0.4% 109.75
High 110.00 110.38 0.38 0.3% 110.33
Low 109.90 110.35 0.45 0.4% 109.40
Close 109.98 110.20 0.22 0.2% 109.98
Range 0.10 0.03 -0.07 -70.0% 0.93
ATR 0.47 0.47 -0.01 -1.1% 0.00
Volume 36 5 -31 -86.1% 1,987
Daily Pivots for day following 23-Jun-2008
Classic Woodie Camarilla DeMark
R4 110.40 110.33 110.22
R3 110.37 110.30 110.21
R2 110.34 110.34 110.21
R1 110.27 110.27 110.20 110.29
PP 110.31 110.31 110.31 110.32
S1 110.24 110.24 110.20 110.26
S2 110.28 110.28 110.19
S3 110.25 110.21 110.19
S4 110.22 110.18 110.18
Weekly Pivots for week ending 20-Jun-2008
Classic Woodie Camarilla DeMark
R4 112.69 112.27 110.49
R3 111.76 111.34 110.24
R2 110.83 110.83 110.15
R1 110.41 110.41 110.07 110.62
PP 109.90 109.90 109.90 110.01
S1 109.48 109.48 109.89 109.69
S2 108.97 108.97 109.81
S3 108.04 108.55 109.72
S4 107.11 107.62 109.47
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 110.38 109.40 0.98 0.9% 0.28 0.3% 82% True False 387
10 111.07 109.40 1.67 1.5% 0.29 0.3% 48% False False 257
20 112.98 109.40 3.58 3.2% 0.28 0.3% 22% False False 222
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.06
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 110.51
2.618 110.46
1.618 110.43
1.000 110.41
0.618 110.40
HIGH 110.38
0.618 110.37
0.500 110.37
0.382 110.36
LOW 110.35
0.618 110.33
1.000 110.32
1.618 110.30
2.618 110.27
4.250 110.22
Fisher Pivots for day following 23-Jun-2008
Pivot 1 day 3 day
R1 110.37 110.10
PP 110.31 109.99
S1 110.26 109.89

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

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