Euro Bund Future December 2008


Trading Metrics calculated at close of trading on 03-Jul-2008
Day Change Summary
Previous Current
02-Jul-2008 03-Jul-2008 Change Change % Previous Week
Open 109.67 109.94 0.27 0.2% 110.36
High 109.96 110.81 0.85 0.8% 111.18
Low 109.59 109.64 0.05 0.0% 110.01
Close 109.87 110.54 0.67 0.6% 111.07
Range 0.37 1.17 0.80 216.2% 1.17
ATR 0.50 0.55 0.05 9.5% 0.00
Volume 353 301 -52 -14.7% 539
Daily Pivots for day following 03-Jul-2008
Classic Woodie Camarilla DeMark
R4 113.84 113.36 111.18
R3 112.67 112.19 110.86
R2 111.50 111.50 110.75
R1 111.02 111.02 110.65 111.26
PP 110.33 110.33 110.33 110.45
S1 109.85 109.85 110.43 110.09
S2 109.16 109.16 110.33
S3 107.99 108.68 110.22
S4 106.82 107.51 109.90
Weekly Pivots for week ending 27-Jun-2008
Classic Woodie Camarilla DeMark
R4 114.26 113.84 111.71
R3 113.09 112.67 111.39
R2 111.92 111.92 111.28
R1 111.50 111.50 111.18 111.71
PP 110.75 110.75 110.75 110.86
S1 110.33 110.33 110.96 110.54
S2 109.58 109.58 110.86
S3 108.41 109.16 110.75
S4 107.24 107.99 110.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111.18 109.59 1.59 1.4% 0.55 0.5% 60% False False 266
10 111.18 109.59 1.59 1.4% 0.43 0.4% 60% False False 170
20 112.98 109.40 3.58 3.2% 0.47 0.4% 32% False False 218
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 0.06
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 115.78
2.618 113.87
1.618 112.70
1.000 111.98
0.618 111.53
HIGH 110.81
0.618 110.36
0.500 110.23
0.382 110.09
LOW 109.64
0.618 108.92
1.000 108.47
1.618 107.75
2.618 106.58
4.250 104.67
Fisher Pivots for day following 03-Jul-2008
Pivot 1 day 3 day
R1 110.44 110.43
PP 110.33 110.32
S1 110.23 110.22

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

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